# EDGAR Filing Document

**Accession Number:** 0001398078
**File Stem:** 0002071691-26-015414
**Filing Date:** 2026-6
**Character Count:** 1411806
**Document Hash:** 619a5fbab396e9c9b7d0c076af840c03
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-015414.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0002071691-26-015414

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20260731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock Funds II
- **CENTRAL INDEX KEY:** 0001398078

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22061
- **FILM NUMBER:** 261124683

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800-441-7762

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BlackRock Fixed Income Trust
- **DATE OF NAME CHANGE:** 20070501

## Series and Classes Contracts Data

### BlackRock Dynamic High Income Portfolio (Series ID: S000047012)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000146951 | Investor A    |  |
| C000146952 | Investor C    |  |
| C000146953 | Institutional |  |
| C000166008 | Class K       |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock Funds II

- **b. Investment Company Act file number:** 811-22061

- **c. CIK number of Registrant:** 0001398078

- **d. LEI of Registrant:** 549300D3TWJFD5S1P721

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

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

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

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

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

- **a. Name of Series:** BlackRock Dynamic High Income Portfolio

- **b. EDGAR series identifier (if any):** S000047012

- **c. LEI of Series:** 5493000SBOTDGNVLKN72

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

- **a. Date of fiscal year-end:** 2026-07-31

- **b. Date as of which information is reported:** 2026-04-30

**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:** $1664887201.07

**Total Liabilities:** $93410585.08

**Net Assets:** $1571476615.99

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 38349.12000000 | **1-Year:** 839.26000000 | **5-Year:** 24445.66000000 | **10-Year:** 12621.59000000 | **30-Year:** 2870.79000000

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

- **3-Month:** 27671.47000000 | **1-Year:** 7394.92000000 | **5-Year:** 84287.99000000 | **10-Year:** 7731.79000000 | **30-Year:** 7381.06000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000146951 | 1.03%                | -4.10%               | 4.72%                |
| Class ID C000146952 | 0.97%                | -4.17%               | 4.67%                |
| Class ID C000146953 | 1.16%                | -4.08%               | 4.75%                |
| Class ID C000166008 | 1.05%                | -4.08%               | 4.75%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $518499.89               | $7427136.01                                |
| Month 2  | $-14959738.07            | $-50398440.97                              |
| Month 3  | $-2852859.31             | $51130250.52                               |

**Designated Index Information**

- **Index Name:** 50.00% MSCI World High Div / 50.00% BBG HY 2% Issuer Capped

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                   | Title                                                                             | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| A&K Travel Group Holdings Ltd.                         | A&K Travel Group Holdings Ltd.                                                    | CUSIP: 00039UAA6<br>LEI: 254900QJTRYLWP442517 | Long             | DBT              | CORP              | JE        |      201000 | PA      | $201990.74    | 0.01%             | 2033-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ABRA Global Finance                                    | ABRA Global Finance                                                               | CUSIP: 000852AC7<br>LEI: 2549007QS3P0D4KT9G26 | Long             | DBT              | CORP              | KY        |      164902 | PA      | $153771.12    | 0.01%             | 2029-10-22      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| ADT Security Corp. (The)                               | ADT Security Corp. (The)                                                          | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      354000 | PA      | $348742.14    | 0.02%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                           | AES Andes SA                                                                      | CUSIP: 00111VAA5<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $205480.00    | 0.01%             | 2029-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                           | AES Andes SA                                                                      | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |      215000 | PA      | $226556.25    | 0.01%             | 2055-06-10      | Variable      | 8.15%                 | No            |                  2 | On Loan: No      |
| AGL CLO 20 Ltd.                                        | AGL CLO 20 Ltd., Series 2022-20A, Class A1R                                       | CUSIP: 00119CAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     1500000 | PA      | $1503024.30   | 0.10%             | 2037-10-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| AGL CLO 33 Ltd.                                        | AGL CLO 33 Ltd., Series 2024-33A, Class A1                                        | CUSIP: 00121DAA3<br>LEI: 254900FQ0489DHYW7509 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2004930.60   | 0.13%             | 2037-07-21      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                        | AES Corp. (The)                                                                   | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |       74000 | PA      | $75386.09     | 0.00%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                        | AES Corp. (The)                                                                   | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |       67000 | PA      | $65361.73     | 0.00%             | 2055-07-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| AHP Health Partners, Inc.                              | AHP Health Partners, Inc.                                                         | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |      253000 | PA      | $250720.24    | 0.02%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                             | AMSR Trust, Series 2023-SFR2, Class F1                                            | CUSIP: 00178YAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $95297.76     | 0.01%             | 2040-06-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                                     | APi Group DE, Inc.                                                                | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |       41000 | PA      | $39957.09     | 0.00%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| APH Somerset Investor 2 LLC                            | APH Somerset Investor 2 LLC                                                       | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      359000 | PA      | $347565.85    | 0.02%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AREIT Ltd.                                             | AREIT Ltd., Series 2025-CRE10, Class A                                            | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1150000 | PA      | $1148487.98   | 0.07%             | 2029-12-17      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| ATS Corp.                                              | ATS Corp.                                                                         | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |       27000 | PA      | $26361.51     | 0.00%             | 2028-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| APLD ComputeCo LLC                                     | APLD ComputeCo LLC                                                                | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       97000 | PA      | $104263.83    | 0.01%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AAR Escrow Issuer LLC                                  | AAR Escrow Issuer LLC                                                             | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      145000 | PA      | $149372.19    | 0.01%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                | American Airlines, Inc.                                                           | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        8500 | PA      | $8505.77      | 0.00%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                    | Abbott Laboratories                                                               | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       22930 | NS      | $2081814.70   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co., Inc.                            | Acadia Healthcare Co., Inc.                                                       | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |       38000 | PA      | $38869.90     | 0.00%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Antofagasta plc                                        | Antofagasta plc                                                                   | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Long             | EC               | CORP              | GB        |        3423 | NS      | $166007.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ACREC LLC                                              | ACREC LLC, Series 2026-FL4, Class A                                               | CUSIP: 004970AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $999269.30    | 0.06%             | 2043-01-18      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| ACRES Commercial Realty Issuer LLC                     | ACRES Commercial Realty Issuer LLC, Series 2026-FL4, Class A                      | CUSIP: 00501XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $999995.70    | 0.06%             | 2044-08-18      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Acushnet Co.                                           | Acushnet Co.                                                                      | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |       32000 | PA      | $32148.67     | 0.00%             | 2033-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                               | Advance Auto Parts, Inc.                                                          | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |       38000 | PA      | $39199.89     | 0.00%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AECOM                                                  | AECOM                                                                             | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |      227000 | PA      | $228853.00    | 0.01%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems, Inc.                        | Advanced Drainage Systems, Inc.                                                   | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |       73000 | PA      | $74048.21     | 0.00%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                   | Osaic Holdings, Inc.                                                              | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |      233000 | PA      | $236656.64    | 0.02%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                   | Osaic Holdings, Inc.                                                              | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |      284000 | PA      | $289614.96    | 0.02%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Aethon United BR LP                                    | Aethon United BR LP                                                               | CUSIP: 00810GAD6<br>LEI: 5493007HPG2M9K9X5V41 | Long             | DBT              | CORP              | US        |      142000 | PA      | $148346.97    | 0.01%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Agree Realty Corp.                                     | Agree Realty Corp.                                                                | CUSIP: 008492100<br>LEI: 98450090H010B37OEB68 | Long             | EC               | CORP              | US        |       13121 | NS      | $1011760.31   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AGL CLO 11 Ltd.                                        | AGL CLO 11 Ltd., Series 2021-11A, Class CR                                        | CUSIP: 00851TAW6<br>LEI: 549300G9RL3BICT9HA62 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $501619.95    | 0.03%             | 2038-10-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                         | Air Products & Chemicals, Inc.                                                    | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |         704 | NS      | $211235.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies, Inc.                              | Akamai Technologies, Inc.                                                         | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |        1422 | NS      | $146437.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos., Inc.                                  | Albertsons Cos., Inc.                                                             | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      137000 | PA      | $138215.46    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                  | Albertsons Cos., Inc.                                                             | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       49000 | PA      | $48727.80     | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                  | Albertsons Cos., Inc.                                                             | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      441000 | PA      | $429321.22    | 0.03%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                  | Albertsons Cos., Inc.                                                             | CUSIP: 01309QAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       51000 | PA      | $50312.33     | 0.00%             | 2032-03-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Albion Financing 1 SARL                                | Albion Financing 1 SARL                                                           | CUSIP: 01330AAA4<br>LEI: 259400W9CABUZBRDLP97 | Long             | DBT              | CORP              | LU        |      800000 | PA      | $826400.00    | 0.05%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                  | Alexandria Real Estate Equities, Inc.                                             | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |        6919 | NS      | $280288.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI, Inc.                                              | ATI, Inc.                                                                         | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |       96000 | PA      | $95352.46     | 0.01%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                              | ATI, Inc.                                                                         | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |       96000 | PA      | $95628.78     | 0.01%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Diploma plc                                            | Diploma plc                                                                       | CUSIP: N/A<br>LEI: 2138008OGI7VYG8FGR19       | Long             | EC               | CORP              | GB        |         511 | NS      | $48360.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alliant Energy Corp.                                   | Alliant Energy Corp.                                                              | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |        4668 | NS      | $342771.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Holdings Intermediate LLC                      | Alliant Holdings Intermediate LLC                                                 | CUSIP: 01883LAB9<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      308000 | PA      | $303238.04    | 0.02%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                      | Alliant Holdings Intermediate LLC                                                 | CUSIP: 01883LAD5<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     1536000 | PA      | $1505705.16   | 0.10%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                      | Alliant Holdings Intermediate LLC                                                 | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      569000 | PA      | $580717.42    | 0.04%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                      | Alliant Holdings Intermediate LLC                                                 | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      220000 | PA      | $221880.78    | 0.01%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                      | Alliant Holdings Intermediate LLC                                                 | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      754000 | PA      | $740872.11    | 0.05%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                            | Allied Universal Holdco LLC                                                       | CUSIP: 019576AC1<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     1085000 | PA      | $1076605.85   | 0.07%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                            | Allied Universal Holdco LLC                                                       | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     1333000 | PA      | $1398146.38   | 0.09%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                            | Allied Universal Holdco LLC                                                       | CUSIP: 019576AF4<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      652000 | PA      | $670811.11    | 0.04%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                            | Allied Universal Holdco LLC                                                       | CUSIP: 019579AA9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      207000 | PA      | $204058.94    | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                             | Allison Transmission, Inc.                                                        | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |      138000 | PA      | $139318.73    | 0.01%             | 2033-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                   | Alpha Generation LLC                                                              | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |       55000 | PA      | $56331.33     | 0.00%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                         | Alphabet, Inc., Class C                                                           | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |        1974 | NS      | $753949.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                         | Alphabet, Inc., Class A                                                           | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |        9027 | NS      | $3473589.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice France SA                                       | Altice France SA                                                                  | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      270360 | PA      | $265786.46    | 0.02%             | 2030-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                       | Altice France SA                                                                  | CUSIP: 02090DAC2<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |       26228 | PA      | $25733.69     | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                       | Altice France SA                                                                  | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      859296 | PA      | $845148.72    | 0.05%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                       | Altice France SA                                                                  | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      284875 | PA      | $280219.97    | 0.02%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd.                                           | AltaGas Ltd.                                                                      | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |       42000 | PA      | $43635.35     | 0.00%             | 2054-10-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                 | Alternative Loan Trust, Series 2006-OA14, Class 1A1                               | CUSIP: 02146SAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       51237 | PA      | $43373.09     | 0.00%             | 2046-11-25      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                 | Alternative Loan Trust, Series 2006-OA8, Class 1A1                                | CUSIP: 02147CAA1<br>LEI: 549300EBNJLBIQBKE071 | Long             | ABS-MBS          | CORP              | US        |      114135 | PA      | $105339.43    | 0.01%             | 2046-07-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                 | Alternative Loan Trust, Series 2007-OA3, Class 1A1                                | CUSIP: 02150TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      132206 | PA      | $121375.41    | 0.01%             | 2047-04-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings, Inc.                                 | Kinetik Holdings, Inc., Class A                                                   | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3069 | NS      | $155107.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                       | Amazon.com, Inc.                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |        3968 | NS      | $1051758.08   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Amentum Holdings, Inc.                                 | Amentum Holdings, Inc.                                                            | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |       17000 | PA      | $17596.87     | 0.00%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                           | Ameren Corp.                                                                      | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |        3903 | NS      | $443575.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo plc                                             | Diageo plc                                                                        | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |         746 | NS      | $15083.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                    | American Axle & Manufacturing, Inc.                                               | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      107000 | PA      | $106808.79    | 0.01%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                    | American Axle & Manufacturing, Inc.                                               | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      109000 | PA      | $106419.71    | 0.01%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DCC plc                                                | DCC plc                                                                           | CUSIP: N/A<br>LEI: 213800UPS1QEE4TD3T45       | Long             | EC               | CORP              | IE        |        1194 | NS      | $89995.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                      | American Electric Power Co., Inc.                                                 | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |        9399 | NS      | $1288696.89   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                                   | American Express Co.                                                              | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |        2522 | NS      | $814732.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems plc                                        | BAE Systems plc                                                                   | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |       37107 | NS      | $1032077.79   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                                  | American Homes 4 Rent, Class A                                                    | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |       49405 | NS      | $1573055.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.                     | American International Group, Inc.                                                | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |        1588 | NS      | $118782.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco plc                           | British American Tobacco plc                                                      | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |       34083 | NS      | $2007312.50   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| American Water Works Co., Inc.                         | American Water Works Co., Inc.                                                    | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |        2977 | NS      | $382306.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AmeriTex HoldCo Intermediate LLC                       | AmeriTex HoldCo Intermediate LLC                                                  | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $51974.45     | 0.00%             | 2033-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| RS GROUP plc                                           | RS GROUP plc                                                                      | CUSIP: N/A<br>LEI: 549300KVXDURRKVW7R37       | Long             | EC               | CORP              | GB        |       15044 | NS      | $123236.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AmeriGas Partners LP                                   | AmeriGas Partners LP                                                              | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       23000 | PA      | $24558.57     | 0.00%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AMETEK, Inc.                                           | AMETEK, Inc.                                                                      | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |        1005 | NS      | $236677.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen, Inc.                                            | Amgen, Inc.                                                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |        8328 | NS      | $2883570.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology, Inc.                                 | Amkor Technology, Inc.                                                            | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |       23000 | PA      | $23125.01     | 0.00%             | 2033-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                             | Amneal Pharmaceuticals LLC                                                        | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41541.52     | 0.00%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                     | AmWINS Group, Inc.                                                                | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |      172000 | PA      | $166341.17    | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                     | AmWINS Group, Inc.                                                                | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |       75000 | PA      | $75873.90     | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                         | Amphenol Corp., Class A                                                           | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |        3317 | NS      | $488494.59    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amsted Industries, Inc.                                | Amsted Industries, Inc.                                                           | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |      209000 | PA      | $212618.21    | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Amynta Agency Borrower, Inc.                           | Amynta Agency Borrower, Inc.                                                      | CUSIP: 03238AAA3<br>LEI: 5493000GP6HBRVTWBO85 | Long             | DBT              | CORP              | US        |      373000 | PA      | $363709.35    | 0.02%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 32 Ltd.                          | Anchorage Capital CLO 32 Ltd., Series 2025-32A, Class A                           | CUSIP: 03333MAA1<br>LEI: 63670045P01T5CDEDN27 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2004484.40   | 0.13%             | 2037-07-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings plc                         | AngloGold Ashanti Holdings plc                                                    | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |      200000 | PA      | $191400.00    | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                     | Republic of Angola                                                                | CUSIP: 035198AL4<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      200000 | PA      | $212500.00    | 0.01%             | 2037-03-31      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                                 | Antero Resources Corp.                                                            | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |        5117 | NS      | $200893.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                                  | Elevance Health, Inc.                                                             | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        3776 | NS      | $1421361.92   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Partners LP                           | Antero Midstream Partners LP                                                      | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       31000 | PA      | $30968.55     | 0.00%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| APA Corp.                                              | APA Corp.                                                                         | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |        5356 | NS      | $218149.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management, Inc.                         | Apollo Global Management, Inc.                                                    | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |       74000 | PA      | $72383.97     | 0.00%             | 2054-12-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                              | Apollo Debt Solutions BDC                                                         | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20429.33     | 0.00%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                              | Apollo Debt Solutions BDC                                                         | CUSIP: 03770DAF0<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |       26000 | PA      | $26301.77     | 0.00%             | 2032-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                              | Apollo Debt Solutions BDC                                                         | CUSIP: 03770DAK9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |       36000 | PA      | $35667.69     | 0.00%             | 2030-08-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| APLD ComputeCo 2 LLC                                   | APLD ComputeCo 2 LLC                                                              | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      426000 | PA      | $421763.54    | 0.03%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Applied Digital Corp.                                  | Applied Digital Corp.                                                             | CUSIP: 038169207<br>LEI: 2549004NE2B6RYXINZ02 | Long             | EC               | CORP              | US        |        1224 | NS      | $41922.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials, Inc.                                | Applied Materials, Inc.                                                           | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |         934 | NS      | $368453.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arab Republic of Egypt                                 | Arab Republic of Egypt                                                            | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      200000 | PA      | $159835.00    | 0.01%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                 | Arab Republic of Egypt                                                            | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      200000 | PA      | $215322.00    | 0.01%             | 2033-02-04      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                 | Aramark Services, Inc.                                                            | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |       38000 | PA      | $37923.46     | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Archrock Services LP                                   | Archrock Services LP                                                              | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      188000 | PA      | $189224.99    | 0.01%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                   | Archrock Partners LP                                                              | CUSIP: 03959KAD2<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |      401000 | PA      | $412611.76    | 0.03%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Arcosa, Inc.                                           | Arcosa, Inc.                                                                      | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39017.55     | 0.00%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Arcosa, Inc.                                           | Arcosa, Inc.                                                                      | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |      282000 | PA      | $292902.40    | 0.02%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                 | Ardagh Metal Packaging Finance USA LLC                                            | CUSIP: 03969YAB4<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |      800000 | PA      | $748731.36    | 0.05%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                 | Ardagh Metal Packaging Finance USA LLC                                            | CUSIP: 03969YAD0<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |      200000 | PA      | $201361.20    | 0.01%             | 2031-01-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                    | Ardonagh Finco Ltd.                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |     1358000 | PA      | $1386357.08   | 0.09%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                         | ARES Commercial Mortgage Trust, Series 2024-IND, Class A                          | CUSIP: 03990DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       80000 | PA      | $80150.00     | 0.01%             | 2041-07-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group Finance Ltd.                            | Ardonagh Group Finance Ltd.                                                       | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |     1236000 | PA      | $1230172.63   | 0.08%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Ardagh Group SA                                        | Ardagh Group SA                                                                   | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |      315790 | PA      | $334859.93    | 0.02%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                               | Argentine Republic (The)                                                          | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      180000 | PA      | $155340.00    | 0.01%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                               | Argentine Republic (The)                                                          | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      192000 | PA      | $143232.00    | 0.01%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Ares XXXIX CLO Ltd.                                    | Ares XXXIX CLO Ltd., Series 2016-39A, Class AR3                                   | CUSIP: 04015WBL7<br>LEI: 5493005YAOTYJUJV3S58 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2002509.40   | 0.13%             | 2037-07-18      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Ares XLIII CLO Ltd.                                    | Ares XLIII CLO Ltd., Series 2017-43A, Class A1R2                                  | CUSIP: 04016PAS7<br>LEI: 549300ECLIGB6OZRBA51 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2003893.80   | 0.13%             | 2038-01-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Ares XLVII CLO Ltd.                                    | Ares XLVII CLO Ltd., Series 2018-47A, Class SUB                                   | CUSIP: 04016WAC7<br>LEI: 5493001J0ZSE1Y09WE50 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $715.00       | 0.00%             | 2030-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                             | Ares Strategic Income Fund                                                        | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39327.38     | 0.00%             | 2030-09-09      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ARES1                                                  | ARES1, Series 2024-IND2, Class A                                                  | CUSIP: 04021EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      820000 | PA      | $821281.25    | 0.05%             | 2034-10-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                         | ARES Commercial Mortgage Trust, Series 2026-GCP, Class A                          | CUSIP: 04021QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $1000000.00   | 0.06%             | 2043-02-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                         | ARES Commercial Mortgage Trust, Series 2026-GCP, Class D                          | CUSIP: 04021QAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      250000 | PA      | $250312.20    | 0.02%             | 2043-02-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Arista Networks, Inc.                                  | Arista Networks, Inc.                                                             | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |        2507 | NS      | $432983.97    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Halma plc                                              | Halma plc                                                                         | CUSIP: N/A<br>LEI: 2138007FRGLUR9KGBT40       | Long             | EC               | CORP              | GB        |        2287 | NS      | $137626.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                 | Standard Chartered plc                                                            | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |       22696 | NS      | $577949.77    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Armenia                                    | Republic of Armenia                                                               | CUSIP: 042207AE0<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |      200000 | PA      | $209350.00    | 0.01%             | 2035-03-12      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                 | Arsenal AIC Parent LLC                                                            | CUSIP: 04288BAB6<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |       69000 | PA      | $72135.57     | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                 | Arsenal AIC Parent LLC                                                            | CUSIP: 04288BAC4<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |      533000 | PA      | $576604.73    | 0.04%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                          | Asbury Automotive Group, Inc.                                                     | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |       29000 | PA      | $28714.42     | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                    | Ascent Resources Utica Holdings LLC                                               | CUSIP: 04364VAK9<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |       33000 | PA      | $37867.50     | 0.00%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                    | Ascent Resources Utica Holdings LLC                                               | CUSIP: 04364VAU7<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60076.62     | 0.00%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                    | Ascent Resources Utica Holdings LLC                                               | CUSIP: 04364VBA0<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |      125000 | PA      | $128424.63    | 0.01%             | 2033-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ashford Hospitality Trust                              | Ashford Hospitality Trust, Series 2018-ASHF, Class D                              | CUSIP: 04410RAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      540000 | PA      | $534600.00    | 0.03%             | 2035-04-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC                                   | Ashton Woods USA LLC                                                              | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       28000 | PA      | $26658.70     | 0.00%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC                                   | Ashton Woods USA LLC                                                              | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      135000 | PA      | $132459.65    | 0.01%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Imperial Brands plc                                    | Imperial Brands plc                                                               | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |       15455 | NS      | $587176.73    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Asurion LLC                                            | Asurion LLC                                                                       | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |      516000 | PA      | $539007.92    | 0.03%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                            | Asurion LLC                                                                       | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |      426000 | PA      | $420294.97    | 0.03%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                            | Allied Universal Holdco LLC                                                       | CUSIP: 049362AA4<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      647000 | PA      | $637325.54    | 0.04%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                     | Atmos Energy Corp.                                                                | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |        3598 | NS      | $683548.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.                        | Automatic Data Processing, Inc.                                                   | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |        7672 | NS      | $1626003.68   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities, Inc.                            | AvalonBay Communities, Inc.                                                       | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |        1061 | NS      | $194163.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Funding, Inc.                                  | Avantor Funding, Inc.                                                             | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      124000 | PA      | $122213.27    | 0.01%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                  | Avantor Funding, Inc.                                                             | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |       66000 | PA      | $62740.25     | 0.00%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp.                                   | Avery Dennison Corp.                                                              | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |         955 | NS      | $156553.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings plc                                      | HSBC Holdings plc                                                                 | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |      142662 | NS      | $2624955.99   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                  | Axon Enterprise, Inc.                                                             | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |         134 | NS      | $53835.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise, Inc.                                  | Axon Enterprise, Inc.                                                             | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |       21000 | PA      | $21549.38     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                    | Azorra Finance Ltd.                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |      183000 | PA      | $189347.36    | 0.01%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                    | Azorra Finance Ltd.                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |      343000 | PA      | $351346.91    | 0.02%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                    | Azorra Finance Ltd.                                                               | CUSIP: 05480AAC9<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |      104000 | PA      | $99580.00     | 0.01%             | 2034-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                                         | BCAP LLC Trust, Series 2015-RR5, Class 2A3                                        | CUSIP: 05490MAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      512818 | PA      | $481754.94    | 0.03%             | 2046-01-26      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                   | BBCMS Mortgage Trust, Series 2018-CHRS, Class E                                   | CUSIP: 05491VAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $86583.03     | 0.01%             | 2038-08-05      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                             | BFLD Trust, Series 2020-EYP, Class E                                              | CUSIP: 05493AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      946000 | PA      | $7085.54      | 0.00%             | 2035-10-15      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| BAMLL Trust                                            | BAMLL Trust, Series 2024-BHP, Class A                                             | CUSIP: 05493WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1304000 | PA      | $1306356.33   | 0.08%             | 2039-08-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| BAHA Trust                                             | BAHA Trust, Series 2024-MAR, Class A                                              | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1610000 | PA      | $1645466.37   | 0.10%             | 2041-12-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| BAHA Trust                                             | BAHA Trust, Series 2024-MAR, Class C                                              | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      470000 | PA      | $484591.71    | 0.03%             | 2041-12-10      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| BAMLL Trust                                            | BAMLL Trust, Series 2025-ASHF, Class A                                            | CUSIP: 05494CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      988000 | PA      | $987994.86    | 0.06%             | 2042-02-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Azule Energy Finance plc                               | Azule Energy Finance plc                                                          | CUSIP: 05501YAB4<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $206250.00    | 0.01%             | 2031-01-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                   | BBCMS Mortgage Trust, Series 2018-TALL, Class A                                   | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $472500.00    | 0.03%             | 2037-03-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust             | BAMLL Commercial Mortgage Securities Trust, Series 2026-HRHB, Class A             | CUSIP: 05557KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      796000 | PA      | $796000.00    | 0.05%             | 2040-05-05      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| BMP                                                    | BMP, Series 2024-MF23, Class A                                                    | CUSIP: 05593JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      290000 | PA      | $290000.00    | 0.02%             | 2041-06-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                           | BX Commercial Mortgage Trust, Series 2025-JDI, Class A                            | CUSIP: 05594LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      886535 | PA      | $888197.39    | 0.06%             | 2042-11-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Legal & General Group plc                              | Legal & General Group plc                                                         | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | EC               | CORP              | GB        |        7728 | NS      | $26520.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BWX Technologies, Inc.                                 | BWX Technologies, Inc.                                                            | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |         812 | NS      | $175708.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BXP Trust                                              | BXP Trust, Series 2021-601L, Class D                                              | CUSIP: 05607TAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      281000 | PA      | $227947.31    | 0.01%             | 2044-01-15      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust, Series 2021-LBA, Class GV                                               | CUSIP: 05609BBM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      350000 | PA      | $348963.79    | 0.02%             | 2036-02-15      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                           | BX Commercial Mortgage Trust, Series 2024-XL4, Class A                            | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      471518 | PA      | $471960.09    | 0.03%             | 2039-02-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                           | BX Commercial Mortgage Trust, Series 2024-MF, Class A                             | CUSIP: 05612EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      256782 | PA      | $256942.31    | 0.02%             | 2039-02-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                           | BX Commercial Mortgage Trust, Series 2024-XL5, Class A                            | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      248793 | PA      | $249026.55    | 0.02%             | 2041-03-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust, Series 2024-VLT4, Class A                                               | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      498940 | PA      | $497380.81    | 0.03%             | 2041-06-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                           | BX Commercial Mortgage Trust, Series 2024-PALM, Class A                           | CUSIP: 05612UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       69231 | PA      | $69232.47     | 0.00%             | 2037-06-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                           | BX Commercial Mortgage Trust, Series 2024-BRBK, Class A                           | CUSIP: 05613NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      740000 | PA      | $742301.55    | 0.05%             | 2041-10-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                           | BX Commercial Mortgage Trust, Series 2024-AIR2, Class A                           | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      556324 | PA      | $557367.59    | 0.04%             | 2041-10-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust, Series 2025-LIFE, Class A                                               | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $998461.50    | 0.06%             | 2047-06-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                           | BX Commercial Mortgage Trust, Series 2026-VLT9, Class A                           | CUSIP: 05618UAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $998125.00    | 0.06%             | 2045-03-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust, Series 2025-ARIA, Class A                                               | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $1006739.10   | 0.06%             | 2042-12-13      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                           | BX Commercial Mortgage Trust, Series 2026-LP3, Class A                            | CUSIP: 05620HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $1002187.50   | 0.06%             | 2043-04-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co.                                       | Baker Hughes Co., Class A                                                         | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4118 | NS      | $286901.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp.                                             | Ball Corp.                                                                        | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |       37000 | PA      | $33548.37     | 0.00%             | 2031-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                             | Ball Corp.                                                                        | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |       46000 | PA      | $46122.31     | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ballyrock CLO 14 Ltd.                                  | Ballyrock CLO 14 Ltd., Series 2020-14A, Class A2R                                 | CUSIP: 05874XAQ2<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1004227.10   | 0.06%             | 2037-07-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                          | Banc of America Funding Trust, Series 2006-H, Class 5A1                           | CUSIP: 05950PAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      658429 | PA      | $205631.44    | 0.01%             | 2036-10-20      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Trust                         | Banc of America Mortgage Trust, Series 2007-4, Class 1A1                          | CUSIP: 059513CA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       21417 | PA      | $15989.33     | 0.00%             | 2037-12-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |       45109 | NS      | $2411527.14   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                             | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      739000 | PA      | $762178.00    | 0.05%             | 2030-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                                             | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       49000 | PA      | $49522.88     | 0.00%             | 2030-07-26      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Barbados                                               | Barbados Government Bond                                                          | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |      303000 | PA      | $324303.93    | 0.02%             | 2035-06-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                           | Barclays plc                                                                      | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $193299.80    | 0.01%             | 2028-03-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                           | Barclays plc                                                                      | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      455000 | PA      | $507761.80    | 0.03%             | 2029-12-15      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust, Series 2026-NQM2, Class B1                          | CUSIP: 06745FAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      981900 | PA      | $959880.89    | 0.06%             | 2065-12-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Barrick Mining Corp.                                   | Barrick Mining Corp.                                                              | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |        2454 | NS      | $96540.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITE Group plc (The)                                  | UNITE Group plc (The)                                                             | CUSIP: N/A<br>LEI: 213800BBUUWVDH9YI827       | Long             | EC               | CORP              | GB        |       37087 | NS      | $233713.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential plc                                         | Prudential plc                                                                    | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |        1478 | NS      | $22272.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                    | Bausch + Lomb Corp.                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |      542000 | PA      | $559615.00    | 0.04%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                               | Bausch Health Cos., Inc.                                                          | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       40000 | PA      | $37573.20     | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                               | Bausch Health Cos., Inc.                                                          | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      527000 | PA      | $548080.00    | 0.03%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                             | Baxter International, Inc.                                                        | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |       27041 | NS      | $475380.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Rio Tinto plc                                          | Rio Tinto plc                                                                     | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |        1846 | NS      | $185959.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                            | Beach Acquisition Bidco LLC                                                       | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |     1399238 | PA      | $1539174.39   | 0.10%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Beignet Investor LLC                                   | Beignet Investor LLC                                                              | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7529000 | PA      | $7775508.12   | 0.49%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BP plc                                                 | BP plc                                                                            | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |      127764 | NS      | $1011358.73   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Belron UK Finance plc                                  | Belron UK Finance plc                                                             | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $202008.28    | 0.01%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO V-B Ltd.                   | Benefit Street Partners CLO V-B Ltd., Series 2018-5BA, Class A1R                  | CUSIP: 08181JAH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2002593.80   | 0.13%             | 2037-07-20      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXIX Ltd.                  | Benefit Street Partners CLO XXIX Ltd., Series 2022-29A, Class AR                  | CUSIP: 08186EAL2<br>LEI: 549300DICNUWMUKL3816 | Long             | ABS-CBDO         | CORP              | JE        |     2000000 | PA      | $2000140.80   | 0.13%             | 2038-01-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XII-B Ltd.                 | Benefit Street Partners CLO XII-B Ltd., Series 2017-12BRA, Class B                | CUSIP: 081917AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1650000 | PA      | $1655606.04   | 0.11%             | 2037-10-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Republic of Benin                                      | Benin Government Bond                                                             | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      400000 | PA      | $411250.00    | 0.03%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                               | Lloyds Banking Group plc                                                          | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |      566549 | NS      | $770111.80    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BHMS Commercial Mortgage Trust                         | BHMS Commercial Mortgage Trust, Series 2025-ATLS, Class A                         | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $1001250.00   | 0.06%             | 2042-08-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                          | BioMarin Pharmaceutical, Inc.                                                     | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198593.66    | 0.01%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 3 Ltd.                                 | Birch Grove CLO 3 Ltd., Series 2021-3A, Class A1R                                 | CUSIP: 09076VAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1001768.90   | 0.06%             | 2038-01-19      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                      | Black Hills Corp.                                                                 | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |        3474 | NS      | $261557.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Pearl Compute LLC                                | Black Pearl Compute LLC                                                           | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      356000 | PA      | $361193.25    | 0.02%             | 2031-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew plc                                     | Smith & Nephew plc                                                                | CUSIP: N/A<br>LEI: 213800ZTMDN8S67S1H61       | Long             | EC               | CORP              | GB        |         713 | NS      | $11032.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                              | BlackRock Liquidity Funds, T-Fund, Institutional Class                            | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |    93407428 | NS      | $93407428.18  | 5.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust, Inc.                        | Blackstone Mortgage Trust, Inc.                                                   | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |       76000 | PA      | $74875.29     | 0.00%             | 2027-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds V                                      | BlackRock Floating Rate Income Portfolio, Class K Shares, Class K                 | CUSIP: 09260B739<br>LEI: NKCTR56VMOQV9WKO8Q71 | Long             |  | RF                | US        |       71981 | NS      | $675897.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Communications, Inc.                             | Block Communications, Inc.                                                        | CUSIP: 093645AK5<br>LEI: M5G68A9OHJWIL4SFC742 | Long             | DBT              | CORP              | US        |       29000 | PA      | $26850.17     | 0.00%             | 2031-03-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Weir Group plc (The)                                   | Weir Group plc (The)                                                              | CUSIP: N/A<br>LEI: 549300KDR56WHY9I3D10       | Long             | EC               | CORP              | GB        |         304 | NS      | $11018.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                               | Blue Racer Midstream LLC                                                          | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       46000 | PA      | $47643.35     | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                               | Blue Racer Midstream LLC                                                          | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       39000 | PA      | $40796.18     | 0.00%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO XXV Ltd.                              | BlueMountain CLO XXV Ltd., Series 2019-25A, Class A1RR                            | CUSIP: 09627FBA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2004601.60   | 0.13%             | 2038-01-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                       | Boeing Co. (The)                                                                  | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |        3070 | NS      | $703122.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bombardier, Inc.                                       | Bombardier, Inc.                                                                  | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       46000 | PA      | $48838.89     | 0.00%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                       | Bombardier, Inc.                                                                  | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       14000 | PA      | $14730.65     | 0.00%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                       | Bombardier, Inc.                                                                  | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      608000 | PA      | $633963.42    | 0.04%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                        | AstraZeneca plc                                                                   | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |        4703 | NS      | $892264.28    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Boyne USA, Inc.                                        | Boyne USA, Inc.                                                                   | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       39000 | PA      | $38125.28     | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Brand Industrial Services, Inc.                        | Brand Industrial Services, Inc.                                                   | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |      259000 | PA      | $238437.99    | 0.02%             | 2030-08-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                          | Federative Republic of Brazil                                                     | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      297000 | PA      | $307546.47    | 0.02%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                      | Brink's Co. (The)                                                                 | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |       35000 | PA      | $35807.66     | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                      | Brink's Co. (The)                                                                 | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |      217000 | PA      | $222625.51    | 0.01%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions, Inc.                   | Broadridge Financial Solutions, Inc.                                              | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |        1734 | NS      | $267001.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease, Inc.                             | Broadstone Net Lease, Inc.                                                        | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |       17737 | NS      | $351192.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                         | Broadcom, Inc.                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |        7756 | NS      | $3237587.08   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Finance, Inc.                               | Brookfield Finance, Inc.                                                          | CUSIP: 11271LAN2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $96759.68     | 0.01%             | 2055-01-15      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties, Inc.                | Brookfield Residential Properties, Inc.                                           | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      204000 | PA      | $191256.36    | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties, Inc.                | Brookfield Residential Properties, Inc.                                           | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      861000 | PA      | $829293.76    | 0.05%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Property REIT, Inc.                         | Brookfield Property REIT, Inc.                                                    | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      133000 | PA      | $130168.39    | 0.01%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                    | Buckeye Partners LP                                                               | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |       28000 | PA      | $25645.47     | 0.00%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                    | Buckeye Partners LP                                                               | CUSIP: 118230AP6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |       28000 | PA      | $24853.35     | 0.00%             | 2044-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                    | Buckeye Partners LP                                                               | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |       23000 | PA      | $23793.16     | 0.00%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                             | Builders FirstSource, Inc.                                                        | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |       31000 | PA      | $30846.15     | 0.00%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                             | Builders FirstSource, Inc.                                                        | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      216000 | PA      | $218133.86    | 0.01%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                           | BX Commercial Mortgage Trust, Series 2024-GPA3, Class A                           | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      399904 | PA      | $400403.67    | 0.03%             | 2039-12-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                           | BX Commercial Mortgage Trust, Series 2024-AIRC, Class A                           | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1032029 | PA      | $1034902.05   | 0.07%             | 2041-08-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust, Series 2022-LBA6, Class A                                               | CUSIP: 12433EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      410000 | PA      | $409872.16    | 0.03%             | 2039-01-15      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                           | BX Commercial Mortgage Trust, Series 2025-SPOT, Class A                           | CUSIP: 12433FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      806005 | PA      | $806506.17    | 0.05%             | 2040-04-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust, Series 2025-VLT6, Class A                                               | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      770000 | PA      | $766631.25    | 0.05%             | 2042-03-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                  | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       89000 | PA      | $87563.53     | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                  | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      759000 | PA      | $719478.41    | 0.05%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                  | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      102000 | PA      | $95142.04     | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                  | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      551000 | PA      | $500452.49    | 0.03%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                  | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      237000 | PA      | $203608.04    | 0.01%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                  | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       13000 | PA      | $11416.05     | 0.00%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                  | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      420000 | PA      | $352277.31    | 0.02%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                  | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      412000 | PA      | $368917.16    | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                  | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       94000 | PA      | $94163.56     | 0.01%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                  | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      118000 | PA      | $116316.52    | 0.01%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                       | CCO Holdings LLC                                                                  | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      740000 | PA      | $725465.74    | 0.05%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CBOE Global Markets, Inc.                              | CBOE Global Markets, Inc.                                                         | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |         447 | NS      | $134140.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group, Inc.                                       | CBRE Group, Inc., Class A                                                         | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |        3727 | NS      | $531954.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs, Inc.                                  | Churchill Downs, Inc.                                                             | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      354000 | PA      | $352844.15    | 0.02%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CDW Corp.                                              | CDW Corp.                                                                         | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |        3093 | NS      | $423462.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems, Inc.                         | Community Health Systems, Inc.                                                    | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      131000 | PA      | $122574.77    | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                         | Community Health Systems, Inc.                                                    | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      669000 | PA      | $631693.82    | 0.04%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                         | Community Health Systems, Inc.                                                    | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      287000 | PA      | $308234.84    | 0.02%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                         | Community Health Systems, Inc.                                                    | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     1012000 | PA      | $1043787.16   | 0.07%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                      | CIFC Funding Ltd., Series 2014-2RA, Class AR                                      | CUSIP: 12548RAH7<br>LEI: 549300O8WGQU5B6HEB94 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2003893.40   | 0.13%             | 2037-10-24      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                      | Cigna Group (The)                                                                 | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |        3259 | NS      | $947000.22    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CIFC Funding Ltd.                                      | CIFC Funding Ltd., Series 2021-6A, Class A                                        | CUSIP: 12553SAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1750000 | PA      | $1750596.23   | 0.11%             | 2034-10-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                      | CIFC Funding Ltd., Series 2019-5A, Class A1R2                                     | CUSIP: 12554XAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2400000 | PA      | $2404881.60   | 0.15%             | 2038-10-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                      | CIFC Funding Ltd., Series 2024-1A, Class A                                        | CUSIP: 12570XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1501402.65   | 0.10%             | 2037-04-18      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                      | CIFC Funding Ltd., Series 2023-1A, Class A1R                                      | CUSIP: 12575RAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1002091.70   | 0.06%             | 2038-10-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| CMG Media Corp.                                        | CMG Media Corp.                                                                   | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       68000 | PA      | $60602.25     | 0.00%             | 2029-06-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                       | CMS Energy Corp.                                                                  | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |        2799 | NS      | $214795.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC Holdings LLC                                       | CSC Holdings LLC                                                                  | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      200000 | PA      | $168708.92    | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                       | CSC Holdings LLC                                                                  | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      257000 | PA      | $191870.03    | 0.01%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                       | CSC Holdings LLC                                                                  | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      257000 | PA      | $209015.43    | 0.01%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                       | CSC Holdings LLC                                                                  | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      301000 | PA      | $215542.16    | 0.01%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CSX Corp.                                              | CSX Corp.                                                                         | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |        6435 | NS      | $292342.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CRSNT Trust                                            | CRSNT Trust, Series 2026-MOON, Class A                                            | CUSIP: 12642SAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $998130.10    | 0.06%             | 2043-02-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                    | CNX Resources Corp.                                                               | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |       90000 | PA      | $93765.39     | 0.01%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                    | CNX Resources Corp.                                                               | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      171000 | PA      | $169629.50    | 0.01%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CNX Midstream Partners LP                              | CNX Midstream Partners LP                                                         | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       35000 | PA      | $33869.82     | 0.00%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CQP Holdco LP                                          | CQP Holdco LP                                                                     | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $987811.60    | 0.06%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVR Energy, Inc.                                       | CVR Energy, Inc.                                                                  | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |      108000 | PA      | $109374.08    | 0.01%             | 2031-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CVR Energy, Inc.                                       | CVR Energy, Inc.                                                                  | CUSIP: 12662PAJ7<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |       69000 | PA      | $69209.83     | 0.00%             | 2034-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                       | CVS Health Corp.                                                                  | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |        9512 | NS      | $792254.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy, Inc.                                   | Coterra Energy, Inc.                                                              | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |        8548 | NS      | $306958.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International, Inc.                               | CACI International, Inc.                                                          | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |      304000 | PA      | $311008.19    | 0.02%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                           | Cadence Design Systems, Inc.                                                      | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |         830 | NS      | $273559.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment, Inc.                            | Caesars Entertainment, Inc.                                                       | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      194000 | PA      | $187245.35    | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                            | Caesars Entertainment, Inc.                                                       | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      198000 | PA      | $201010.31    | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                            | Caesars Entertainment, Inc.                                                       | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      459000 | PA      | $445989.60    | 0.03%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12492.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-19195.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-21404.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| California Buyer Ltd.                                  | California Buyer Ltd.                                                             | CUSIP: 13005HAA8<br>LEI: 254900V5SMQ1UP1CLC26 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $149088.84    | 0.01%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-125806.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-40380.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $138324.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| California Resources Corp.                             | California Resources Corp.                                                        | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |       75000 | PA      | $76532.33     | 0.00%             | 2034-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $40835.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $40161.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7120.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-54033.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $51895.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-19296.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-19485.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-22205.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4156.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4878.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $32696.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-23640.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-23640.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-29131.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $105044.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-104856.37   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $29079.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-36261.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9190.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2920.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1266.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1395.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6476.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-23039.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $278253.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-536836.66   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2160.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-39138.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2621.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-555.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8621.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-259.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                            | Capital One Financial Corp.                                                       | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |        3702 | NS      | $708192.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8992.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capstone Borrower, Inc.                                | Capstone Borrower, Inc.                                                           | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |      104000 | PA      | $100321.88    | 0.01%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8892.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3368.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5902.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-175.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-644.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7122.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5316.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1098.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1861.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9099.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2497.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $247.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-311.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-88.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $84.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $30851.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-248.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $95.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $771.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-46.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-56.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $932.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6849.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1927.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5394.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1196.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1785.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1303.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $869.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1413.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $915.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1318.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $963.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1123.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1705.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1108.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $780.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $129.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $104.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-27.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                  | Cardinal Health, Inc.                                                             | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |        2058 | NS      | $396947.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-24338.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $731.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $312828.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $274.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-23.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $17.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $676.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11210.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1.65        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-184.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CareTrust REIT, Inc.                                   | CareTrust REIT, Inc.                                                              | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |       22977 | NS      | $906442.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-42.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7677.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-21934.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-213.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-149.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-22031.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $287.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $70.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $192.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $46.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-39095.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2289.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $277.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-25.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-317.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $329.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5539.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1733.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1351.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-33233.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1977.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3252.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-829.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10139.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8244.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $167.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-33937.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-373.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $57.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-33097.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $0.61         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10047.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10984.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-88.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1183.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-123.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $26687.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1621.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2787.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5906.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $40163.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5316.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $22688.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1809.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7682.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $52668.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $20016.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-39.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-66.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-204.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5717.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-952.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1084.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-314.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5071.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $238.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $56.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-91.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $542.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5995.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2307.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1810.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1272.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $0.85         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $306.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5008.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $118.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-50580.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $53809.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-30428.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $28804.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4665.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4069.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-299.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1118.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $842.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4599.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3088.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1509.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-161.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4986.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-930.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-46.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                    | Carlyle US CLO Ltd., Series 2019-2A, Class AR2                                    | CUSIP: 14316EAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2003850.20   | 0.13%             | 2037-10-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Carlyle Group, Inc. (The)                              | Carlyle Group, Inc. (The)                                                         | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |        3163 | NS      | $158371.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle US CLO Ltd.                                    | Carlyle US CLO Ltd., Series 2022-6A, Class A1R2                                   | CUSIP: 14317GAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1250000 | PA      | $1252179.75   | 0.08%             | 2038-10-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                         | Carnival Corp.                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      541000 | PA      | $548930.83    | 0.03%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                         | Carnival Corp.                                                                    | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |       41000 | PA      | $41583.18     | 0.00%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                         | Carnival Corp.                                                                    | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |       57000 | PA      | $57286.60     | 0.00%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp.                             | Carpenter Technology Corp.                                                        | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |      170000 | PA      | $170102.34    | 0.01%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                   | Carrier Global Corp.                                                              | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |       10969 | NS      | $736787.73    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CarVal CLO I Ltd.                                      | CarVal CLO I Ltd., Series 2018-1A, Class BR                                       | CUSIP: 146865AL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1600000 | PA      | $1605111.20   | 0.10%             | 2031-07-16      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                            | Carvana Co.                                                                       | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      951348 | PA      | $1052425.63   | 0.07%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                            | Carvana Co.                                                                       | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      363000 | PA      | $377612.12    | 0.02%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                      | Caterpillar, Inc.                                                                 | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |         817 | NS      | $727219.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Caturus Energy LLC                                     | Caturus Energy LLC                                                                | CUSIP: 149482AA9<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |      324000 | PA      | $324893.55    | 0.02%             | 2031-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                          | Six Flags Entertainment Corp.                                                     | CUSIP: 150190AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       29000 | PA      | $27899.28     | 0.00%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cedar Funding IX CLO Ltd.                              | Cedar Funding IX CLO Ltd., Series 2018-9A, Class SUB                              | CUSIP: 15033FAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $166870.00    | 0.01%             | 2037-07-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                               | Celanese US Holdings LLC                                                          | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41199.32     | 0.00%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                               | Celanese US Holdings LLC                                                          | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |        9000 | PA      | $9364.48      | 0.00%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                               | Celanese US Holdings LLC                                                          | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      274000 | PA      | $286873.62    | 0.02%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                        | Cemex SAB de CV                                                                   | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $207102.00    | 0.01%             | 2030-06-10      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                          | Centene Corp.                                                                     | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       48000 | PA      | $45313.92     | 0.00%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                               | CenterPoint Energy, Inc.                                                          | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |        7522 | NS      | $328335.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy, Inc.                               | CenterPoint Energy, Inc., Series B                                                | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |       19000 | PA      | $20065.10     | 0.00%             | 2055-02-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Central Parent, Inc.                                   | Central Parent, Inc.                                                              | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      192000 | PA      | $115200.00    | 0.01%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Central Parent LLC                                     | Central Parent LLC                                                                | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       13000 | PA      | $7800.00      | 0.00%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Century Communities, Inc.                              | Century Communities, Inc.                                                         | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |       51000 | PA      | $50743.93     | 0.00%             | 2033-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CFSP Mortgage Trust                                    | CFSP Mortgage Trust, Series 2024-AHP1, Class A                                    | CUSIP: 15723BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      439504 | PA      | $420182.60    | 0.03%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                 | Chart Industries, Inc.                                                            | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |       82000 | PA      | $85126.74     | 0.01%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                     | Chemours Co. (The)                                                                | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      462000 | PA      | $460974.68    | 0.03%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                     | Chemours Co. (The)                                                                | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      327000 | PA      | $313654.35    | 0.02%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                     | Chemours Co. (The)                                                                | CUSIP: 163851AL2<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |       73000 | PA      | $74651.19     | 0.00%             | 2034-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                  | Cheniere Energy, Inc.                                                             | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |        1981 | NS      | $544675.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp.                                    | Expand Energy Corp.                                                               | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |        2041 | NS      | $208488.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp.                                          | Chevron Corp.                                                                     | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2892 | NS      | $559052.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Chile                                      | Republic of Chile                                                                 | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      268000 | PA      | $237046.00    | 0.02%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                            | Chobani LLC                                                                       | CUSIP: 17027NAB8<br>LEI: 549300ISVDMZ91KNTR38 | Long             | DBT              | CORP              | US        |      147000 | PA      | $145583.42    | 0.01%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                            | Chobani LLC                                                                       | CUSIP: 17027NAC6<br>LEI: 549300ISVDMZ91KNTR38 | Long             | DBT              | CORP              | US        |      281000 | PA      | $290071.52    | 0.02%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                            | Chobani LLC                                                                       | CUSIP: 17027NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      921000 | PA      | $939701.61    | 0.06%             | 2034-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                  | Churchill Downs, Inc.                                                             | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |       59000 | PA      | $58485.72     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                  | Churchill Downs, Inc.                                                             | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      299000 | PA      | $305822.28    | 0.02%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                      | CIFC Funding Ltd., Series 2018-1A, Class A1R                                      | CUSIP: 17181NAC8<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |     2532000 | PA      | $2537658.01   | 0.16%             | 2038-01-18      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Cipher Digital, Inc.                                   | Cipher Digital, Inc.                                                              | CUSIP: 17253J106<br>LEI: 254900QABG5HCQZ28A17 | Long             | EC               | CORP              | US        |        2121 | NS      | $37626.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cipher Compute LLC                                     | Cipher Compute LLC                                                                | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      385000 | PA      | $399056.03    | 0.03%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                    | Cisco Systems, Inc.                                                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |        5947 | NS      | $544150.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc.                                                                   | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       10359 | NS      | $1325744.82   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc., Series CC                                                        | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      652000 | PA      | $661543.98    | 0.04%             | 2029-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc., Series EE                                                        | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      299000 | PA      | $300808.95    | 0.02%             | 2030-02-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc.                                                                   | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       80000 | PA      | $80980.55     | 0.01%             | 2031-02-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| CITGO Petroleum Corp.                                  | CITGO Petroleum Corp.                                                             | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |      320000 | PA      | $329301.76    | 0.02%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc., Series GG                                                        | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      157000 | PA      | $159402.41    | 0.01%             | 2030-08-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                         | Citizens Financial Group, Inc.                                                    | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |        2762 | NS      | $179668.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co.                                          | SM Energy Co.                                                                     | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       39000 | PA      | $40913.50     | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                      | Clarios Global LP                                                                 | CUSIP: 18060TAC9<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |      114000 | PA      | $115980.84    | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                      | Clarios Global LP                                                                 | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |      283000 | PA      | $292392.77    | 0.02%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                      | Clarios Global LP                                                                 | CUSIP: 18060TAE5<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |      597000 | PA      | $610695.18    | 0.04%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                       | Clarivate Science Holdings Corp.                                                  | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       56000 | PA      | $54085.40     | 0.00%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                       | Clarivate Science Holdings Corp.                                                  | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      478000 | PA      | $433504.32    | 0.03%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      100000 | PA      | $1126.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cleanspark, Inc.                                       | Cleanspark, Inc.                                                                  | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Long             | EC               | CORP              | US        |        1487 | NS      | $18632.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                   | Clear Channel Outdoor Holdings, Inc.                                              | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100717.60    | 0.01%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                   | Clear Channel Outdoor Holdings, Inc.                                              | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      429000 | PA      | $429789.36    | 0.03%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                   | Clear Channel Outdoor Holdings, Inc.                                              | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      740000 | PA      | $770449.52    | 0.05%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                   | Clear Channel Outdoor Holdings, Inc.                                              | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      801000 | PA      | $832729.21    | 0.05%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                   | Clear Channel Outdoor Holdings, Inc.                                              | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      141000 | PA      | $148116.83    | 0.01%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                          | Clearway Energy Operating LLC                                                     | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |       66000 | PA      | $65580.46     | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                          | Clearway Energy Operating LLC                                                     | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      187000 | PA      | $172413.33    | 0.01%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                 | Cleveland-Cliffs, Inc.                                                            | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      508000 | PA      | $517669.61    | 0.03%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                             | Cloud Software Group, Inc.                                                        | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      906000 | PA      | $889587.94    | 0.06%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                             | Cloud Software Group, Inc.                                                        | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |       73000 | PA      | $69352.76     | 0.00%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Clover CLO LLC                                         | Clover CLO LLC, Series 2018-1A, Class D1RR                                        | CUSIP: 18914GAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $490010.60    | 0.03%             | 2037-04-20      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Clover CLO LLC                                         | Clover CLO LLC, Series 2020-1A, Class A1RR                                        | CUSIP: 18914HAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1250000 | PA      | $1251489.75   | 0.08%             | 2037-07-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Clover CLO LLC                                         | Clover CLO LLC, Series 2021-3A, Class DR                                          | CUSIP: 18915FAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $992484.00    | 0.06%             | 2035-01-25      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Cloudflare, Inc.                                       | Cloudflare, Inc., Class A                                                         | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |        1118 | NS      | $229156.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                  | Clydesdale Acquisition Holdings, Inc.                                             | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59056.30     | 0.00%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                  | Clydesdale Acquisition Holdings, Inc.                                             | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      316000 | PA      | $308953.87    | 0.02%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                  | Clydesdale Acquisition Holdings, Inc.                                             | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94081.71     | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COAST Commercial Mortgage Trust                        | COAST Commercial Mortgage Trust, Series 2023-2HTL, Class D                        | CUSIP: 19033EAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      480000 | PA      | $478042.99    | 0.03%             | 2036-08-15      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| Coeur Mining, Inc.                                     | Coeur Mining, Inc.                                                                | CUSIP: 192120AA1<br>LEI: 5493003AVK173D48DR70 | Long             | DBT              | CORP              | US        |      227000 | PA      | $233951.88    | 0.01%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                        | Permian Resources Operating LLC                                                   | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       72000 | PA      | $72058.39     | 0.00%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                   | Republic of Colombia                                                              | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      295000 | PA      | $311151.25    | 0.02%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                   | Republic of Colombia                                                              | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      200000 | PA      | $200150.00    | 0.01%             | 2031-01-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                               | COLT Mortgage Loan Trust, Series 2026-2, Class B1                                 | CUSIP: 19689FAM6<br>LEI: 213800O4MIR3K4EURE50 | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $978554.80    | 0.06%             | 2071-03-25      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | CDIT                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      257000 | PA      | $13737.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Columbus McKinnon Corp.                                | Columbus McKinnon Corp.                                                           | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |      135000 | PA      | $135770.18    | 0.01%             | 2033-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SCC Power plc                                          | SCC Power plc                                                                     | CUSIP: 78397YAC6<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | GB        |           1 | PA      | $0.25         | 0.00%             | 2032-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                          | Comcast Corp., Class A                                                            | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      105680 | NS      | $2857587.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Mortgage Trust                              | Commercial Mortgage Trust, Series 2024-WCL1, Class A                              | CUSIP: 20047DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      270000 | PA      | $269662.50    | 0.02%             | 2041-06-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                  | Commercial Metals Co.                                                             | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      159000 | PA      | $159265.85    | 0.01%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                  | Commercial Metals Co.                                                             | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      214000 | PA      | $213788.31    | 0.01%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Compass Group Diversified Holdings LLC                 | Compass Group Diversified Holdings LLC                                            | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |       68967 | PA      | $65266.31     | 0.00%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CompoSecure Holdings LLC                               | CompoSecure Holdings LLC                                                          | CUSIP: 20459XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      207000 | PA      | $202899.33    | 0.01%             | 2033-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                               | Comstock Resources, Inc.                                                          | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      493000 | PA      | $492825.86    | 0.03%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                               | Comstock Resources, Inc.                                                          | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |       31000 | PA      | $30027.94     | 0.00%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Concentra Health Services, Inc.                        | Concentra Health Services, Inc.                                                   | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |      157000 | PA      | $162697.69    | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CONE Trust                                             | CONE Trust, Series 2024-DFW1, Class A                                             | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1093000 | PA      | $1092050.62   | 0.07%             | 2041-08-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL                                     | Connect Finco SARL                                                                | CUSIP: 20752TAB0<br>LEI: 2594001KNYIQ456J2792 | Long             | DBT              | CORP              | US        |      400000 | PA      | $421874.80    | 0.03%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                         | ConocoPhillips                                                                    | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       18162 | NS      | $2284416.36   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.                           | Verizon Communications, Inc.                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |        1409 | NS      | $67674.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                                         | Constellium SE                                                                    | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |      334000 | PA      | $322111.07    | 0.02%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                         | Constellium SE                                                                    | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $512737.39    | 0.03%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |       44865 | PA      | $2343.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                        | ContourGlobal Power Holdings SA                                                   | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |      800000 | PA      | $812000.00    | 0.05%             | 2030-02-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |       45000 | PA      | $985.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                        | Canadian Natural Resources Ltd.                                                   | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |       26829 | NS      | $1280665.78   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Tire Corp. Ltd.                               | Canadian Tire Corp. Ltd., Class A                                                 | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |         654 | NS      | $90953.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian National Railway Co.                          | Canadian National Railway Co.                                                     | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |        6667 | NS      | $748838.07    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreLogic, Inc.                                        | CoreLogic, Inc.                                                                   | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |     1130000 | PA      | $1098767.31   | 0.07%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                             | Corebridge Financial, Inc.                                                        | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39774.02     | 0.00%             | 2054-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                        | CoreWeave, Inc.                                                                   | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      281000 | PA      | $284542.96    | 0.02%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                        | CoreWeave, Inc.                                                                   | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |       58000 | PA      | $57632.25     | 0.00%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                        | CoreWeave, Inc.                                                                   | CUSIP: 21873SAG3<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      414000 | PA      | $416397.28    | 0.03%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Core Scientific Finance I LLC                          | Core Scientific Finance I LLC                                                     | CUSIP: 21874LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      457000 | PA      | $455859.42    | 0.03%             | 2031-05-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                      | Corp. Nacional del Cobre de Chile                                                 | CUSIP: 21987BBQ0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |      200000 | PA      | $197230.00    | 0.01%             | 2037-01-30      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Corp. Financiera de Desarrollo SA                      | Corp. Financiera de Desarrollo SA                                                 | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |      200000 | PA      | $203988.00    | 0.01%             | 2030-05-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | CDIT                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      143000 | PA      | $1775.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COPT Defense Properties                                | COPT Defense Properties                                                           | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |       22310 | NS      | $697187.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Cote d'Ivoire                              | Republic of Cote d'Ivoire                                                         | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      200000 | PA      | $212036.00    | 0.01%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| Cougar JV Subsidiary LLC                               | Cougar JV Subsidiary LLC                                                          | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       79000 | PA      | $83067.47     | 0.01%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Cousins Properties, Inc.                               | Cousins Properties, Inc.                                                          | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |       39797 | NS      | $1019201.17   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Reworld Holding Corp.                                  | Reworld Holding Corp.                                                             | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |       36000 | PA      | $34407.18     | 0.00%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                           | UBS Group AG                                                                      | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $204684.80    | 0.01%             | 2034-08-10      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Open Text Corp.                                        | Open Text Corp.                                                                   | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |        3183 | NS      | $72149.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs, Inc.                                            | Crocs, Inc.                                                                       | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |       30000 | PA      | $27916.06     | 0.00%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                   | CrossCountry Intermediate HoldCo LLC                                              | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       44000 | PA      | $43228.04     | 0.00%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                   | CrossCountry Intermediate HoldCo LLC                                              | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        4000 | PA      | $3866.31      | 0.00%             | 2032-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                   | Cross Mortgage Trust, Series 2026-NQM4, Class B1                                  | CUSIP: 22758FAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2580000 | PA      | $2517100.89   | 0.16%             | 2071-04-25      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings, Inc.                             | Crowdstrike Holdings, Inc., Class A                                               | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |         587 | NS      | $261655.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Cross Mortgage Trust                                   | Cross Mortgage Trust, Series 2026-NQM3, Class B1                                  | CUSIP: 227925AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1464614.70   | 0.09%             | 2071-03-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Crown Americas LLC                                     | Crown Americas LLC                                                                | CUSIP: 22819CAA6<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |      322000 | PA      | $324341.58    | 0.02%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                     | Crown Castle, Inc.                                                                | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |        6172 | NS      | $547950.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings, Inc.                                   | Crown Holdings, Inc.                                                              | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |        4410 | NS      | $433547.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      330000 | PA      | $13732.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                          | Cummins, Inc.                                                                     | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |        1329 | NS      | $891772.29    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | NDIRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   540358000 | PA      | $2518.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Curtiss-Wright Corp.                                   | Curtiss-Wright Corp.                                                              | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |         461 | NS      | $332012.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                    | Cushman & Wakefield US Borrower LLC                                               | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |       13000 | PA      | $13684.28     | 0.00%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | NDIRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  1621074000 | PA      | $10869.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | NDIRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   682669574 | PA      | $14311.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | NDIRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  1224211094 | PA      | $-14734.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | NDIRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   684677240 | PA      | $14697.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | NDIRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  1233241465 | PA      | $-15168.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cyprium Corp.                                          | Cyprium Corp.                                                                     | CUSIP: 23292NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       98000 | PA      | $98676.59     | 0.01%             | 2031-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | NDIRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  2430511888 | PA      | $-27438.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | NDIRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  1338771630 | PA      | $26724.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DBC Mortgage Trust                                     | DBC Mortgage Trust, Series 2025-DBC, Class A                                      | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      660000 | PA      | $660412.50    | 0.04%             | 2042-11-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| DBGS                                                   | DBGS, Series 2024-SBL, Class A                                                    | CUSIP: 23306QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1233000 | PA      | $1232229.38   | 0.08%             | 2034-08-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                                    | DBWF Mortgage Trust, Series 2024-LCRS, Class A                                    | CUSIP: 23307KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      320000 | PA      | $319900.00    | 0.02%             | 2037-04-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                         | DTE Energy Co.                                                                    | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |        2315 | NS      | $351162.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       58000 | PA      | $1710.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                     | DT Midstream, Inc.                                                                | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2623 | NS      | $388177.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DGWD Trust                                             | DGWD Trust, Series 2025-INFL, Class A                                             | CUSIP: 23347FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $1001549.70   | 0.06%             | 2035-08-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |    -1245000 | PA      | $-464.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |      830000 | PA      | $2002.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dana, Inc.                                             | Dana, Inc.                                                                        | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |       17000 | PA      | $16056.62     | 0.00%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                               | Darden Restaurants, Inc.                                                          | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |        1977 | NS      | $396507.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients, Inc.                              | Darling Ingredients, Inc.                                                         | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |       52000 | PA      | $52451.00     | 0.00%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Datadog, Inc.                                          | Datadog, Inc., Class A                                                            | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |        1646 | NS      | $217584.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita, Inc.                                           | DaVita, Inc.                                                                      | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       19000 | PA      | $19611.63     | 0.00%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                           | DaVita, Inc.                                                                      | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       11000 | PA      | $11341.77     | 0.00%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     1660000 | PA      | $3692.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      102000 | PA      | $-622.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       56000 | PA      | $1620.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DBR Land Holdings LLC                                  | DBR Land Holdings LLC                                                             | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       57000 | PA      | $58353.75     | 0.00%             | 2030-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       60000 | PA      | $1539.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       61000 | PA      | $-1155.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       46000 | PA      | $-150.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                   | Deephaven Residential Mortgage Trust, Series 2026-INV2, Class B1                  | CUSIP: 24380UAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2407000 | PA      | $2372963.82   | 0.15%             | 2071-02-25      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                   | Deephaven Residential Mortgage Trust, Series 2021-3, Class B1                     | CUSIP: 24381VAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      976269 | PA      | $769364.70    | 0.05%             | 2066-08-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Deere & Co.                                            | Deere & Co.                                                                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |        1778 | NS      | $1048788.86   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | USD/INR One-touch barrier option; Barrier price USD 89.00000                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |       83000 | PA      | $1.57         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | EUR/MXN One-touch barrier option; Barrier price EUR 19.80000                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       35000 | PA      | $40.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       41000 | PA      | $-729.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -415000 | PA      | $-325.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      830000 | PA      | $2166.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -415000 | PA      | $-2993.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      133000 | PA      | $2593.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                         | Enbridge, Inc.                                                                    | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |        4614 | NS      | $255912.51    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek Logistics Partners LP                            | Delek Logistics Partners LP                                                       | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       53000 | PA      | $54698.32     | 0.00%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Dell Technologies, Inc.                                | Dell Technologies, Inc., Class C                                                  | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |        4136 | NS      | $864217.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | EUR/USD One-touch barrier option; Barrier price EUR 1.12500                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |      107000 | PA      | $2848.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deluxe Corp.                                           | Deluxe Corp.                                                                      | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |       29000 | PA      | $30242.10     | 0.00%             | 2029-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | EUR Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -359000 | PA      | $-102.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | SOP                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -33017000 | PA      | $-0.01        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -830000 | PA      | $-18872.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | EUR Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |     -361000 | PA      | $-1731.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | EUR Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |     -361000 | PA      | $-2452.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -415000 | PA      | $-2890.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -415000 | PA      | $-7592.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |     -830000 | PA      | $-52211.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                     | Devon Energy Corp.                                                                | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |        7345 | NS      | $377312.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Diameter Capital CLO 3 Ltd.                            | Diameter Capital CLO 3 Ltd., Series 2022-3A, Class A1R                            | CUSIP: 25255JAL1<br>LEI: 254900L1QJX98W5ORK78 | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2505497.00   | 0.16%             | 2038-01-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 3 Ltd.                            | Diameter Capital CLO 3 Ltd., Series 2022-3A, Class A2R                            | CUSIP: 25255JAN7<br>LEI: 254900L1QJX98W5ORK78 | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2509768.50   | 0.16%             | 2038-01-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -415000 | PA      | $-8659.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Diamond Foreign Asset Co.                              | Diamond Foreign Asset Co.                                                         | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       26000 | PA      | $27417.62     | 0.00%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 10 Ltd.                           | Diameter Capital CLO 10 Ltd., Series 2025-10A, Class D1                           | CUSIP: 25290BAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1004631.00   | 0.06%             | 2038-04-20      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | NDIRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  5521403000 | PA      | $1714.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | NDIRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  3065751000 | PA      | $1771.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | NDIRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   362129000 | PA      | $-2498.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -623000 | PA      | $-3221.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -623000 | PA      | $-32847.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Digicel International Finance Ltd.                     | Digicel International Finance Ltd.                                                | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1037500.00   | 0.07%             | 2032-08-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust, Inc.                             | Digital Realty Trust, Inc.                                                        | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |        2252 | NS      | $452516.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust, Inc.                             | Digital Realty Trust, Inc.                                                        | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |       19000 | PA      | $21318.00     | 0.00%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DigitalOcean Holdings, Inc.                            | DigitalOcean Holdings, Inc.                                                       | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |         750 | NS      | $72322.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |      415000 | PA      | $4963.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CH        |     -104000 | PA      | $-16.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | EUR Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     1062000 | PA      | $67.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | EUR Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -529000 | PA      | $-20687.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DirecTV Financing LLC                                  | DirecTV Financing LLC                                                             | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      233000 | PA      | $233172.89    | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                  | DirecTV Financing LLC                                                             | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      272000 | PA      | $283013.28    | 0.02%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                  | Walt Disney Co. (The)                                                             | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |        4029 | NS      | $418008.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Discovery Communications LLC                           | Discovery Communications LLC                                                      | CUSIP: 25470DBS7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      116000 | PA      | $114112.68    | 0.01%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp.                                     | DISH Network Corp.                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      532000 | PA      | $549183.60    | 0.03%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                         | DISH DBS Corp.                                                                    | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      175000 | PA      | $173334.86    | 0.01%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                         | DISH DBS Corp.                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      287000 | PA      | $281974.69    | 0.02%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | EUR Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |     -539000 | PA      | $-14441.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |      622500 | PA      | $37413.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                  | DirecTV Financing LLC                                                             | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      470000 | PA      | $478681.84    | 0.03%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | EUR Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      359000 | PA      | $102.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |     -830000 | PA      | $-1335.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                           | Diversified Healthcare Trust                                                      | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       94000 | PA      | $95913.09     | 0.01%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -3320000 | PA      | $-7992.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | USD/CNH One-touch barrier option; Barrier price USD 6.65000                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       83000 | PA      | $3727.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      415000 | PA      | $3660.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | EUR Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -531000 | PA      | $-4219.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | EUR Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      354000 | PA      | $10028.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -415000 | PA      | $-13258.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Magna International, Inc.                              | Magna International, Inc.                                                         | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |        3330 | NS      | $211932.49    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | EUR/USD One-touch barrier option; Barrier price EUR 1.15500                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |       35000 | PA      | $3598.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | EUR/USD One-touch barrier option; Barrier price EUR 1.14500                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |       35000 | PA      | $3714.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -208000 | PA      | $-987.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | AUD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -1158000 | PA      | $-2471.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      129000 | PA      | $1174.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      157000 | PA      | $-428.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       48000 | PA      | $-130.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       42000 | PA      | $24.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | AUD/USD One-touch barrier option; Barrier price AUD 0.68000                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |       58000 | PA      | $3734.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |      104000 | PA      | $16.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | AUD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     1159000 | PA      | $239.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar General Corp.                                   | Dollar General Corp.                                                              | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |        3964 | NS      | $459348.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      830000 | PA      | $5294.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -332000 | PA      | $-2856.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | EUR Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      531000 | PA      | $7141.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -415000 | PA      | $-665.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -415000 | PA      | $-5278.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |      830000 | PA      | $18872.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | NDIRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  4408834000 | PA      | $-8895.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | NDIRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  1600518000 | PA      | $9926.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic                                     | Dominican Republic Government Bond                                                | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      383000 | PA      | $369212.00    | 0.02%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                     | Dominican Republic Government Bond                                                | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      155000 | PA      | $163370.00    | 0.01%             | 2031-02-03      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                     | Dominican Republic Government Bond                                                | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      150000 | PA      | $156600.00    | 0.01%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       42000 | PA      | $79.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -830000 | PA      | $-4749.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                  | Dominion Energy, Inc.                                                             | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       11231 | NS      | $724399.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      830000 | PA      | $11037.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | USD Currency                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      311500 | PA      | $1610.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | NDIRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   430616000 | PA      | $657.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Domino's Pizza, Inc.                                   | Domino's Pizza, Inc.                                                              | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |         403 | NS      | $136786.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | CDS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       61000 | PA      | $189.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RR Donnelley & Sons Co.                                | RR Donnelley & Sons Co.                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |      596000 | PA      | $615152.46    | 0.04%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                      | Duke Energy Corp.                                                                 | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |        4683 | NS      | $606682.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp.                                      | Duke Energy Corp.                                                                 | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       28000 | PA      | $29253.03     | 0.00%             | 2054-09-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                                | DuPont de Nemours, Inc.                                                           | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |        2212 | NS      | $100999.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace, Inc.                                        | Dynatrace, Inc.                                                                   | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               | CORP              | US        |        3511 | NS      | $127133.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Mortgage Trust                     | Ellington Financial Mortgage Trust, Series 2026-NQM3, Class B1                    | CUSIP: 26846JAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $980105.74    | 0.06%             | 2071-03-25      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                     | Ellington Financial Mortgage Trust, Series 2026-INV2, Class B1                    | CUSIP: 26846TAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $973391.30    | 0.06%             | 2071-02-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                      | EMRLD Borrower LP                                                                 | CUSIP: 26873CAB8<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |      155000 | PA      | $160236.83    | 0.01%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                    | EOG Resources, Inc.                                                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |        8844 | NS      | $1243201.08   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp.                                              | EQT Corp.                                                                         | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |        8700 | NS      | $522696.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Funding Luxco SARL                               | Eagle Funding Luxco SARL                                                          | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |      465000 | PA      | $468115.50    | 0.03%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EastGroup Properties, Inc.                             | EastGroup Properties, Inc.                                                        | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |        9817 | NS      | $1975180.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Vance CLO Ltd.                                   | Eaton Vance CLO Ltd., Series 2019-1A, Class D1R2                                  | CUSIP: 27830XBC9<br>LEI: 5493007R7GEORNX00105 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1000785.00   | 0.06%             | 2037-07-15      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                         | EchoStar Corp.                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      555335 | PA      | $563452.33    | 0.04%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                         | EchoStar Corp.                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      438799 | PA      | $476427.07    | 0.03%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                           | Ecopetrol SA                                                                      | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |      315000 | PA      | $338215.50    | 0.02%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Edison International                                   | Edison International                                                              | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |        9894 | NS      | $687534.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Efesto Bidco SpA                                       | Efesto Bidco SpA Efesto US LLC, Series XR                                         | CUSIP: 28201XAB1<br>LEI: 815600D1A091DE3F5933 | Long             | DBT              | CORP              | IT        |     1407000 | PA      | $1401187.96   | 0.09%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Eldorado Intl. Finance GmbH                            | Eldorado Intl. Finance GmbH                                                       | CUSIP: 284697AC3<br>LEI: 2549002HQE45WFK9EY03 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $204754.00    | 0.01%             | 2032-12-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Element Solutions, Inc.                                | Element Solutions, Inc.                                                           | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |      209000 | PA      | $203762.79    | 0.01%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                | Ellucian Holdings, Inc.                                                           | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |      385000 | PA      | $378675.45    | 0.02%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 37 Ltd.                                    | Elmwood CLO 37 Ltd., Series 2024-13A, Class D1                                    | CUSIP: 29004UAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2008052.40   | 0.13%             | 2038-01-17      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| EMCOR Group, Inc.                                      | EMCOR Group, Inc.                                                                 | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |         340 | NS      | $303167.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                                   | Emerson Electric Co.                                                              | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |        2266 | NS      | $318237.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EMRLD Borrower LP                                      | EMRLD Borrower LP                                                                 | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |      268000 | PA      | $274372.77    | 0.02%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                          | Empresa Nacional del Petroleo                                                     | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | NUSS              | CL        |      200000 | PA      | $206620.00    | 0.01%             | 2034-07-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                         | Enbridge, Inc.                                                                    | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       39000 | PA      | $41236.49     | 0.00%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                     | Energy Transfer LP, Series H                                                      | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      186000 | PA      | $186219.29    | 0.01%             | 2026-11-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                     | Energy Transfer LP                                                                | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       95000 | PA      | $100702.53    | 0.01%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                     | Energy Transfer LP                                                                | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      309000 | PA      | $317258.64    | 0.02%             | 2054-10-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Enerflex, Inc.                                         | Enerflex, Inc.                                                                    | CUSIP: 29281WAA6<br>LEI: 549300SQCOV1LC1GBK07 | Long             | DBT              | CORP              | US        |       13000 | PA      | $13392.64     | 0.00%             | 2031-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Enpro, Inc.                                            | Enpro, Inc.                                                                       | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |       36000 | PA      | $36688.10     | 0.00%             | 2033-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                          | Entergy Corp.                                                                     | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |        8922 | NS      | $1051993.02   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Trust                                              | EQT Trust, Series 2024-EXTR, Class A                                              | CUSIP: 29439DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      573922 | PA      | $581777.77    | 0.04%             | 2041-07-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                          | Equinix, Inc.                                                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |        2841 | NS      | $3076320.03   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                     | Equity Residential                                                                | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |       13469 | NS      | $880603.22    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ERO Copper Corp.                                       | ERO Copper Corp.                                                                  | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |      554000 | PA      | $552886.46    | 0.04%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Esab Corp.                                             | Esab Corp.                                                                        | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |       52000 | PA      | $52686.82     | 0.00%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Esab Corp.                                             | Esab Corp.                                                                        | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |      256000 | PA      | $258357.46    | 0.02%             | 2031-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SK Invictus Intermediate II SARL                       | SK Invictus Intermediate II SARL                                                  | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      311000 | PA      | $306459.28    | 0.02%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Evergy, Inc.                                           | Evergy, Inc.                                                                      | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       13604 | NS      | $1126955.36   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                      | Eversource Energy                                                                 | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |        9134 | NS      | $645773.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group, Inc.                                    | Expedia Group, Inc.                                                               | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         407 | NS      | $101086.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp.                                              | FMC Corp.                                                                         | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |      177000 | PA      | $160170.78    | 0.01%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                              | FMC Corp.                                                                         | CUSIP: 302491AV7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |       20000 | PA      | $12493.88     | 0.00%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                              | FMC Corp.                                                                         | CUSIP: 302491AY1<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |       14000 | PA      | $10560.96     | 0.00%             | 2053-05-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp.                                   | FS KKR Capital Corp.                                                              | CUSIP: 302635AH0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |       29000 | PA      | $28336.80     | 0.00%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                   | Meta Platforms, Inc., Class A                                                     | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |        5456 | NS      | $3338580.96   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2018-W5FX, Class CFX | CUSIP: 30307MAN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      334000 | PA      | $314426.30    | 0.02%             | 2028-04-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                       | Fair Isaac Corp.                                                                  | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |       98000 | PA      | $95543.66     | 0.01%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                       | Fair Isaac Corp.                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      288000 | PA      | $284032.54    | 0.02%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer LLC                                   | FS Rialto Issuer LLC, Series 2025-FL10, Class A                                   | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1150000 | PA      | $1146756.77   | 0.07%             | 2042-08-19      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer LLC                                   | FS Rialto Issuer LLC, Series 2026-FL11, Class A                                   | CUSIP: 30343TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      704000 | PA      | $703160.41    | 0.04%             | 2044-01-19      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| FS                                                     | FS, Series 2026-ORL, Class E                                                      | CUSIP: 30343YAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $499946.60    | 0.03%             | 2041-02-15      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| FS Trust                                               | FS Trust, Series 2026-HULA, Class A                                               | CUSIP: 30345AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $1000000.00   | 0.06%             | 2041-03-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| BT Group plc                                           | BT Group plc                                                                      | CUSIP: N/A<br>LEI: 213800LRO7NS5CYQMN21       | Long             | EC               | CORP              | GB        |       75153 | NS      | $220937.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Forvia SE                                              | Forvia SE                                                                         | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $200569.40    | 0.01%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Carnival plc                                           | Carnival plc                                                                      | CUSIP: N/A<br>LEI: 4DR1VPDQMHD3N3QW8W95       | Long             | EC               | CORP              | GB        |         586 | NS      | $15545.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays plc                                           | Barclays plc                                                                      | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |      189976 | NS      | $1116663.40   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                        | Federal Realty Investment Trust                                                   | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |        4862 | NS      | $539195.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp.                                            | FedEx Corp.                                                                       | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |        3637 | NS      | $1466838.47   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrellgas LP                                          | Ferrellgas LP                                                                     | CUSIP: 315292AU6<br>LEI: 549300EW667UKOZLEW85 | Long             | DBT              | CORP              | US        |       51000 | PA      | $53530.01     | 0.00%             | 2031-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                             | Fertitta Entertainment LLC                                                        | CUSIP: 31556TAA7<br>LEI: 984500A0805D8V551D35 | Long             | DBT              | CORP              | US        |      262000 | PA      | $255069.86    | 0.02%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                             | Fertitta Entertainment LLC                                                        | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      120000 | PA      | $116272.72    | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| F5, Inc.                                               | F5, Inc.                                                                          | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |         819 | NS      | $265274.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial, Inc.                      | Fidelity National Financial, Inc.                                                 | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |        4629 | NS      | $242096.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intertek Group plc                                     | Intertek Group plc                                                                | CUSIP: N/A<br>LEI: 2138003GAT25WW1RN369       | Long             | EC               | CORP              | GB        |        3899 | NS      | $251166.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fiesta Purchaser, Inc.                                 | Fiesta Purchaser, Inc.                                                            | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       68000 | PA      | $70323.63     | 0.00%             | 2032-09-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares, Inc.                        | First Citizens BancShares, Inc., Class A                                          | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |         336 | NS      | $666563.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Next plc                                               | Next plc                                                                          | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |         327 | NS      | $57711.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingfisher plc                                         | Kingfisher plc                                                                    | CUSIP: N/A<br>LEI: 213800KBMEV7I92FY281       | Long             | EC               | CORP              | GB        |       13401 | NS      | $52696.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                            | First Quantum Minerals Ltd.                                                       | CUSIP: 335934AY1<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      776000 | PA      | $761954.40    | 0.05%             | 2036-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                      | FirstEnergy Corp.                                                                 | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |       13253 | NS      | $629782.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Point Operating Co. LP                            | Five Point Operating Co. LP                                                       | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25635.30     | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Flash Compute LLC                                      | Flash Compute LLC                                                                 | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      768000 | PA      | $783413.82    | 0.05%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                           | Focus Financial Partners LLC                                                      | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |      413000 | PA      | $420163.37    | 0.03%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Mortgage Trust               | Fontainebleau Miami Beach Mortgage Trust, Series 2024-FBLU, Class A               | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1150000 | PA      | $1150764.87   | 0.07%             | 2039-12-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Fortinet, Inc.                                         | Fortinet, Inc.                                                                    | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |        4818 | NS      | $406205.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp.                                          | Fortive Corp.                                                                     | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |        2301 | NS      | $137576.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI Aviation Investors LLC                            | FTAI Aviation Investors LLC                                                       | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      142000 | PA      | $141941.44    | 0.01%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                            | FTAI Aviation Investors LLC                                                       | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      105000 | PA      | $110247.48    | 0.01%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                            | FTAI Aviation Investors LLC                                                       | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      666000 | PA      | $689258.05    | 0.04%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                            | FTAI Aviation Investors LLC                                                       | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      993000 | PA      | $1025011.34   | 0.07%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                            | FTAI Aviation Investors LLC                                                       | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      167000 | PA      | $166059.36    | 0.01%             | 2033-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations, Inc.                       | Fortune Brands Innovations, Inc.                                                  | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |        8636 | NS      | $350103.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortress Intermediate 3, Inc.                          | Fortress Intermediate 3, Inc.                                                     | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |      668000 | PA      | $674668.64    | 0.04%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                          | Freedom Mortgage Holdings LLC                                                     | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      271000 | PA      | $280692.04    | 0.02%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                          | Freedom Mortgage Holdings LLC                                                     | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       56000 | PA      | $54016.82     | 0.00%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                 | Freeport-McMoRan, Inc.                                                            | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |        6769 | NS      | $391112.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GB AIT Buyer, Inc.                                     | GB AIT Buyer, Inc.                                                                | CUSIP: 36147AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       72000 | PA      | $72426.10     | 0.00%             | 2034-04-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                | GFL Environmental, Inc.                                                           | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |       87000 | PA      | $85105.64     | 0.01%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                | GFL Environmental, Inc.                                                           | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |       39000 | PA      | $40434.58     | 0.00%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                      | GGAM Finance Ltd.                                                                 | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |       33000 | PA      | $34372.50     | 0.00%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                      | GGAM Finance Ltd.                                                                 | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      151000 | PA      | $154266.13    | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                      | GGAM Finance Ltd.                                                                 | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |       57000 | PA      | $57420.09     | 0.00%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                 | GSAA Home Equity Trust, Series 2006-5, Class 1A1                                  | CUSIP: 362334GQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       50469 | PA      | $13938.59     | 0.00%             | 2036-03-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                       | Great Wolf Trust, Series 2024-WLF2, Class A                                       | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      455000 | PA      | $455853.13    | 0.03%             | 2041-05-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| GSMSC Resecuritization Trust                           | GSMSC Resecuritization Trust, Series 2015-5R, Class 1D                            | CUSIP: 36251QAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      255870 | PA      | $145478.94    | 0.01%             | 2037-04-26      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                     | GS Mortgage Securities Corp. Trust, Series 2023-FUN, Class A                      | CUSIP: 36267CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      520000 | PA      | $519837.50    | 0.03%             | 2028-03-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Holdings US, Inc.                    | GFL Environmental Holdings US, Inc.                                               | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      739000 | PA      | $726938.56    | 0.05%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                     | GS Mortgage Securities Corp. Trust, Series 2025-800D, Class A                     | CUSIP: 36273XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1001000 | PA      | $1001016.22   | 0.06%             | 2041-11-25      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                    | GS Mortgage-Backed Securities Trust, Series 2026-DSC1, Class B1                   | CUSIP: 36276BAE6<br>LEI: 254900D34P4JFEYPLX58 | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $493060.65    | 0.03%             | 2066-05-25      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                               | Arthur J Gallagher & Co.                                                          | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |        1129 | NS      | $233025.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Galton Funding Mortgage Trust                          | Galton Funding Mortgage Trust, Series 2019-H1, Class B2                           | CUSIP: 36418XAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      800000 | PA      | $638648.32    | 0.04%             | 2059-10-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                             | Garda World Security Corp.                                                        | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      355000 | PA      | $347872.20    | 0.02%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                             | Garda World Security Corp.                                                        | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      113000 | PA      | $115032.87    | 0.01%             | 2028-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                             | Garda World Security Corp.                                                        | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      258000 | PA      | $263971.41    | 0.02%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                             | Garda World Security Corp.                                                        | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     1378000 | PA      | $1421790.08   | 0.09%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Neogen Food Safety Corp.                               | Neogen Food Safety Corp.                                                          | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       53000 | PA      | $55720.38     | 0.00%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Garnet CLO 4 Ltd.                                      | Garnet CLO 4 Ltd., Series 2025-4A, Class A1                                       | CUSIP: 36626DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1502086.50   | 0.10%             | 2039-01-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Gates Corp.                                            | Gates Corp.                                                                       | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |       59000 | PA      | $60695.52     | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GE Vernova, Inc.                                       | GE Vernova, Inc.                                                                  | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |         590 | NS      | $639241.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings, Inc.                                 | Generac Holdings, Inc.                                                            | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |         959 | NS      | $248601.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp.                                 | General Dynamics Corp.                                                            | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |         505 | NS      | $173871.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Aerospace                                           | GE Aerospace                                                                      | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |        1597 | NS      | $463018.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy Lewis CLO 7 Ltd.                               | Kennedy Lewis CLO 7 Ltd., Series 7A, Class A1R                                    | CUSIP: 37149LAL1<br>LEI: 25490036G9JNQQPHIX69 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1001545.60   | 0.06%             | 2037-04-22      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO 17 Ltd.                              | Kennedy Lewis CLO 17 Ltd., Series 2024-17A, Class A1                              | CUSIP: 37149PAA6<br>LEI: 21380057FWYXY89TJK26 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2004260.80   | 0.13%             | 2037-10-22      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO 16 Ltd.                              | Kennedy Lewis CLO 16 Ltd., Series 2024-16A, Class A1                              | CUSIP: 37149YAC3<br>LEI: 213800SVSEDOQON7JV18 | Long             | ABS-CBDO         | CORP              | KY        |     1750000 | PA      | $1752377.55   | 0.11%             | 2037-07-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                                | Genesee & Wyoming, Inc.                                                           | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |      149000 | PA      | $152500.46    | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                      | Genesis Energy LP                                                                 | CUSIP: 37185LAR3<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |      127000 | PA      | $133698.11    | 0.01%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                      | Genesis Energy LP                                                                 | CUSIP: 37185LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      296000 | PA      | $298136.82    | 0.02%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Genmab A/S                                             | Genmab A/S                                                                        | CUSIP: 37230JAB8<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $208533.50    | 0.01%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GGP                                                    | GGP, Series 2026-TY, Class A                                                      | CUSIP: 373914AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $990129.00    | 0.06%             | 2043-03-05      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Getty Images, Inc.                                     | Getty Images, Inc.                                                                | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |       35000 | PA      | $31031.08     | 0.00%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Global Partners LP                                     | Global Partners LP                                                                | CUSIP: 37954FAL8<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |       23000 | PA      | $23571.30     | 0.00%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Global Aircraft Leasing Co. Ltd.                       | Global Aircraft Leasing Co. Ltd.                                                  | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      207000 | PA      | $210319.89    | 0.01%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Goat Holdco LLC                                        | Goat Holdco LLC                                                                   | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       66000 | PA      | $67634.03     | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 17 Ltd.              | GoldenTree Loan Management US CLO 17 Ltd., Series 2023-17A, Class BR              | CUSIP: 38139FAS9<br>LEI: 549300TS068SCJRDSP12 | Long             | ABS-CBDO         | CORP              | JE        |     1000000 | PA      | $1004487.10   | 0.06%             | 2039-01-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        1892 | NS      | $1747772.84   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The), Series Y                                         | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      259000 | PA      | $260934.21    | 0.02%             | 2034-11-10      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                        | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      142000 | PA      | $146291.38    | 0.01%             | 2030-02-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 62B Ltd.                    | Golub Capital Partners CLO 62B Ltd., Series 2022-62A, Class AR                    | CUSIP: 38180HAA2<br>LEI: 2549009X711NFO0AZT83 | Long             | ABS-CBDO         | CORP              | JE        |     2400000 | PA      | $2404561.92   | 0.15%             | 2037-10-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 43B Ltd.                    | Golub Capital Partners CLO 43B Ltd., Series 2019-43A, Class A1R                   | CUSIP: 38180PAA4<br>LEI: 2549006E2S3MDN9M6Q69 | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $3007093.50   | 0.19%             | 2037-10-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                       | Goodyear Tire & Rubber Co. (The)                                                  | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      123000 | PA      | $117989.71    | 0.01%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                       | Goodyear Tire & Rubber Co. (The)                                                  | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |       18000 | PA      | $17821.00     | 0.00%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Grace Trust                                            | Grace Trust, Series 2020-GRCE, Class A                                            | CUSIP: 38406JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $446501.65    | 0.03%             | 2040-12-10      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Gran Tierra Energy, Inc.                               | Gran Tierra Energy, Inc.                                                          | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |      243000 | PA      | $221130.00    | 0.01%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                       | Gray Media, Inc.                                                                  | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       95000 | PA      | $100859.98    | 0.01%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                       | Gray Media, Inc.                                                                  | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      373000 | PA      | $379234.70    | 0.02%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                       | Gray Media, Inc.                                                                  | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      340000 | PA      | $346204.32    | 0.02%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Great Canadian Gaming Corp.                            | Great Canadian Gaming Corp.                                                       | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | CA        |      236000 | PA      | $230102.70    | 0.01%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                       | Great Wolf Trust, Series 2024-WOLF, Class A                                       | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       73000 | PA      | $73091.25     | 0.00%             | 2039-03-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| American Healthcare REIT, Inc.                         | American Healthcare REIT, Inc.                                                    | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               | CORP              | US        |       39236 | NS      | $1992404.08   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive, Inc.                               | Group 1 Automotive, Inc.                                                          | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |       31000 | PA      | $31503.69     | 0.00%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                            | Bouygues SA                                                                       | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |        2352 | NS      | $139096.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                     | Grupo Televisa SAB                                                                | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |      168000 | PA      | $145950.00    | 0.01%             | 2040-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                              | Airbus SE                                                                         | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |        2229 | NS      | $459529.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                  | Republic of Guatemala                                                             | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      225000 | PA      | $240482.81    | 0.02%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                  | Republic of Guatemala                                                             | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      300000 | PA      | $326640.00    | 0.02%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Operating Corp.                        | Gulfport Energy Operating Corp.                                                   | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |       38000 | PA      | $38984.62     | 0.00%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                | Veolia Environnement SA                                                           | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |       10900 | NS      | $460952.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| adidas AG                                              | adidas AG                                                                         | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Long             | EC               | CORP              | DE        |        1177 | NS      | $203688.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HONO Mortgage Trust                                    | HONO Mortgage Trust, Series 2021-LULU, Class A                                    | CUSIP: 40390MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      280000 | PA      | $277025.00    | 0.02%             | 2036-10-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| HILT Commercial Mortgage Trust                         | HILT Commercial Mortgage Trust, Series 2024-ORL, Class A                          | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100000.00    | 0.01%             | 2037-05-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| HIH Trust                                              | HIH Trust, Series 2024-61P, Class A                                               | CUSIP: 40444VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      137307 | PA      | $137392.72    | 0.01%             | 2041-10-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| HLTN Commercial Mortgage Trust                         | HLTN Commercial Mortgage Trust, Series 2026-DPLO, Class A                         | CUSIP: 40446RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $1001562.50   | 0.06%             | 2041-04-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| HAH Group Holding Co. LLC                              | HAH Group Holding Co. LLC                                                         | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |       30000 | PA      | $27457.90     | 0.00%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Generali                                               | Generali                                                                          | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | EC               | CORP              | IT        |       13218 | NS      | $592324.89    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal SA                                             | L'Oreal SA                                                                        | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |         924 | NS      | $397956.84    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                    | LVMH Moet Hennessy Louis Vuitton SE                                               | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |         914 | NS      | $488267.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                    | Intesa Sanpaolo SpA                                                               | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |      128233 | NS      | $871244.81    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP SA                                                 | EDP SA                                                                            | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | EC               | CORP              | PT        |       36850 | NS      | $200990.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BPER Banca SpA                                         | BPER Banca SpA                                                                    | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | EC               | CORP              | IT        |       25597 | NS      | $377857.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                         | HarborView Mortgage Loan Trust, Series 2006-6, Class 3A1A                         | CUSIP: 41161UAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       49963 | PA      | $39061.68     | 0.00%             | 2036-08-19      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Thales SA                                              | Thales SA                                                                         | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |        2355 | NS      | $647006.63    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Harvest Midstream I LP                                 | Harvest Midstream I LP                                                            | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |       57000 | PA      | $59345.55     | 0.00%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                           | Hasbro, Inc.                                                                      | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |        2299 | NS      | $220336.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hashemite Kingdom of Jordan                            | Hashemite Kingdom of Jordan                                                       | CUSIP: 41809JAB1<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      200000 | PA      | $207504.00    | 0.01%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HealthEquity, Inc.                                     | HealthEquity, Inc.                                                                | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |      322000 | PA      | $312539.29    | 0.02%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Trust, Inc.                          | Healthcare Realty Trust, Inc., Class A                                            | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |        8721 | NS      | $163082.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp.                                            | HEICO Corp.                                                                       | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |         844 | NS      | $227812.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                                 | AP Moller - Maersk A/S, Class B                                                   | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |          26 | NS      | $61598.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                                 | AP Moller - Maersk A/S, Class A                                                   | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |          11 | NS      | $25810.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings, Inc.                                    | Herc Holdings, Inc.                                                               | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |        6000 | PA      | $6147.89      | 0.00%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                    | Herc Holdings, Inc.                                                               | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      502000 | PA      | $522267.25    | 0.03%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                    | Herc Holdings, Inc.                                                               | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41889.16     | 0.00%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                    | Herc Holdings, Inc.                                                               | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       48000 | PA      | $48115.25     | 0.00%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                    | Herc Holdings, Inc.                                                               | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      285000 | PA      | $282581.89    | 0.02%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hertz Corp. (The)                                      | Hertz Corp. (The)                                                                 | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |       58000 | PA      | $54677.43     | 0.00%             | 2029-07-15      | Fixed         | 12.62%                | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                           | Hess Midstream Operations LP                                                      | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       28000 | PA      | $27156.00     | 0.00%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                           | Hess Midstream Operations LP                                                      | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       43000 | PA      | $44056.73     | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                         | Hewlett Packard Enterprise Co.                                                    | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |       15000 | NS      | $431550.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp.                                           | Hexcel Corp.                                                                      | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |        1226 | NS      | $115084.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilcorp Energy I LP                                    | Hilcorp Energy I LP                                                               | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |      116000 | PA      | $115927.85    | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                    | Hilcorp Energy I LP                                                               | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |       98000 | PA      | $97611.90     | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                    | Hilcorp Energy I LP                                                               | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |      248000 | PA      | $265186.90    | 0.02%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                    | Hilcorp Energy I LP                                                               | CUSIP: 431318BG8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |       24000 | PA      | $24477.37     | 0.00%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                       | Hilton USA Trust, Series 2025-NVIL, Class A                                       | CUSIP: 432826AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $1001562.50   | 0.06%             | 2042-07-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                    | Hilton Domestic Operating Co., Inc.                                               | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       46000 | PA      | $46855.28     | 0.00%             | 2032-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                    | Hilton Domestic Operating Co., Inc.                                               | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      103000 | PA      | $104295.53    | 0.01%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                    | Hilton Domestic Operating Co., Inc.                                               | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       79000 | PA      | $78416.16     | 0.00%             | 2034-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co. KGaA                                | Fresenius SE & Co. KGaA                                                           | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | EC               | CORP              | DE        |         593 | NS      | $28718.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                 | Home Depot, Inc. (The)                                                            | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |        1042 | NS      | $342609.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Publicis Groupe SA                                     | Publicis Groupe SA                                                                | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |        4768 | NS      | $445509.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                          | Honeywell International, Inc.                                                     | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |         784 | NS      | $168034.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Houston Galleria Mall Trust                            | Houston Galleria Mall Trust, Series 2025-HGLR, Class A                            | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      680000 | PA      | $695560.78    | 0.04%             | 2045-02-05      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                              | Howard Hughes Corp. (The)                                                         | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |      101000 | PA      | $97248.02     | 0.01%             | 2029-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                              | Howard Hughes Corp. (The)                                                         | CUSIP: 44267DAG2<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |      113000 | PA      | $110558.41    | 0.01%             | 2032-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                              | Howard Hughes Corp. (The)                                                         | CUSIP: 44267DAH0<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |      163000 | PA      | $159718.83    | 0.01%             | 2034-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                   | Howard Midstream Energy Partners LLC                                              | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       28000 | PA      | $29197.22     | 0.00%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                   | Howard Midstream Energy Partners LLC                                              | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      212000 | PA      | $215666.33    | 0.01%             | 2034-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Howden UK Refinance plc                                | Howden UK Refinance plc                                                           | CUSIP: 44287DAA1<br>LEI: 875500O63ODR8S3K5X33 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $191039.50    | 0.01%             | 2032-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Howden UK Refinance plc                                | Howden UK Refinance plc                                                           | CUSIP: 44287GAA4<br>LEI: 87550008DPN8BDG67910 | Long             | DBT              | CORP              | GB        |      807000 | PA      | $812387.53    | 0.05%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                 | Howmet Aerospace, Inc.                                                            | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |        1470 | NS      | $357268.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB International Ltd.                                 | HUB International Ltd.                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     1004000 | PA      | $1038608.88   | 0.07%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                 | HUB International Ltd.                                                            | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     2961000 | PA      | $3033162.53   | 0.19%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Hubbell, Inc.                                          | Hubbell, Inc., Class B                                                            | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |         521 | NS      | $264756.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hungary                                                | Hungary Government Bond                                                           | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      355000 | PA      | $360546.88    | 0.02%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hungary                                                | Hungary Government Bond                                                           | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      200000 | PA      | $200150.00    | 0.01%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                    | Huntington Ingalls Industries, Inc.                                               | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |         655 | NS      | $238609.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Indra Sistemas SA                                      | Indra Sistemas SA                                                                 | CUSIP: N/A<br>LEI: 95980020140005308793       | Long             | EC               | CORP              | ES        |         686 | NS      | $39454.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hut 8 Corp.                                            | Hut 8 Corp.                                                                       | CUSIP: 44812J104<br>LEI: 98450066FEF9C1D3FC20 | Long             | EC               | CORP              | US        |         241 | NS      | $18262.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Yards Mortgage Trust                            | Hudson Yards Mortgage Trust, Series 2025-SPRL, Class A                            | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      880000 | PA      | $900817.02    | 0.06%             | 2040-01-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Kingspan Group plc                                     | Kingspan Group plc                                                                | CUSIP: N/A<br>LEI: 635400HM7V74SUB9OG75       | Long             | EC               | CORP              | IE        |         969 | NS      | $89655.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IHS Holding Ltd.                                       | IHS Holding Ltd.                                                                  | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $199000.00    | 0.01%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                      | Maya SAS                                                                          | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |      207000 | PA      | $219607.68    | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                      | Maya SAS                                                                          | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $406101.60    | 0.03%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                           | KBC Group NV                                                                      | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | EC               | CORP              | BE        |        3054 | NS      | $406481.45    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ITT Holdings LLC                                       | ITT Holdings LLC                                                                  | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |      460000 | PA      | $453463.26    | 0.03%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                   | Icahn Enterprises LP                                                              | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |      238000 | PA      | $235716.87    | 0.01%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                   | Icahn Enterprises LP                                                              | CUSIP: 451102CF2<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |      163000 | PA      | $163829.51    | 0.01%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                   | Icahn Enterprises LP                                                              | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |      485000 | PA      | $489233.80    | 0.03%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                                      | Hannover Rueck SE                                                                 | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | EC               | CORP              | DE        |          64 | NS      | $19337.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IDEX Corp.                                             | IDEX Corp.                                                                        | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |         491 | NS      | $106964.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kerry Group plc                                        | Kerry Group plc, Class A                                                          | CUSIP: N/A<br>LEI: 635400TLVVBNXLFHWC59       | Long             | EC               | CORP              | IE        |         495 | NS      | $41950.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wartsila OYJ Abp                                       | Wartsila OYJ Abp                                                                  | CUSIP: N/A<br>LEI: 743700G7A9J1PHM3X223       | Long             | EC               | CORP              | FI        |        2276 | NS      | $95585.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                            | Crescent Energy Finance LLC                                                       | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      162000 | PA      | $166807.67    | 0.01%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                            | Crescent Energy Finance LLC                                                       | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      309000 | PA      | $316246.98    | 0.02%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                            | Crescent Energy Finance LLC                                                       | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      108000 | PA      | $114218.64    | 0.01%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                            | Crescent Energy Finance LLC                                                       | CUSIP: 45344LAJ2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       18000 | PA      | $19237.50     | 0.00%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| GEA Group AG                                           | GEA Group AG                                                                      | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |        3388 | NS      | $231677.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Infinity Natural Resources LLC                         | Infinity Natural Resources LLC                                                    | CUSIP: 45690BAA3<br>LEI: 54930021094IFVB5ND43 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101690.60    | 0.01%             | 2031-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Installed Building Products, Inc.                      | Installed Building Products, Inc.                                                 | CUSIP: 45780RAB7<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |      172000 | PA      | $171146.74    | 0.01%             | 2034-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Insulet Corp.                                          | Insulet Corp.                                                                     | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |       38000 | PA      | $38790.32     | 0.00%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                            | Intel Corp.                                                                       | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |        2180 | NS      | $205966.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                        | Intercontinental Exchange, Inc.                                                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |        3618 | NS      | $571969.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Danske Bank A/S                                        | Danske Bank A/S                                                                   | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               | CORP              | DK        |        8971 | NS      | $461185.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                  | International Business Machines Corp.                                             | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |         403 | NS      | $93084.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                             | Genmab A/S                                                                        | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |         321 | NS      | $84993.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Continental AG                                         | Continental AG                                                                    | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | EC               | CORP              | DE        |        1381 | NS      | $104490.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco US CLO Ltd.                                    | Invesco US CLO Ltd., Series 2023-3A, Class AR                                     | CUSIP: 46091RAL7<br>LEI: 213800YAVR2FVYDIRM63 | Long             | ABS-CBDO         | CORP              | JE        |     1000000 | PA      | $1002438.20   | 0.06%             | 2038-07-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                           | Intuit, Inc.                                                                      | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        1830 | NS      | $710955.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympus Water U.S. Holding Corp.                       | Olympus Water US Holding Corp.                                                    | CUSIP: 46150DAA0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      200000 | PA      | $193855.18    | 0.01%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                       | Deutsche Post AG                                                                  | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |        4983 | NS      | $295064.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                          | ION Platform Finance US, Inc.                                                     | CUSIP: 46206AAA0<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |      200000 | PA      | $187063.76    | 0.01%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                          | ION Platform Finance US, Inc.                                                     | CUSIP: 46206AAD4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |       73000 | PA      | $67187.19     | 0.00%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                          | ION Platform Finance US, Inc.                                                     | CUSIP: 46206AAE2<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |      368000 | PA      | $339866.29    | 0.02%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                            | IQVIA, Inc.                                                                       | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      216000 | PA      | $219973.54    | 0.01%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                    | Iron Mountain, Inc.                                                               | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |       12515 | NS      | $1576764.85   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain, Inc.                                    | Iron Mountain, Inc.                                                               | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      389000 | PA      | $395024.44    | 0.03%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Information Management Services, Inc.    | Iron Mountain Information Management Services, Inc.                               | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $144833.67    | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| iShares, Inc.                                          | iShares Core MSCI Emerging Markets ETF                                            | CUSIP: 46434G103<br>LEI: 5493007C24Z3ZDJ0VD06 | Long             |  | RF                | US        |      427355 | NS      | $33543093.95  | 2.13%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                          | iShares Core Dividend Growth ETF                                                  | CUSIP: 46434V621<br>LEI: 549300KH155G8BRZXD37 | Long             |  | RF                | US        |      192624 | NS      | $14194462.56  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                          | iShares Broad USD High Yield Corporate Bond ETF                                   | CUSIP: 46435U853<br>LEI: 549300X7H67ZLUE3IZ46 | Long             |  | RF                | US        |      589224 | NS      | $21936809.52  | 1.40%             |  |  |  | No            |                  1 | On Loan: —       |
| J.P. Morgan Chase Commercial Mortgage Securities Trust | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2024-OMNI, Class A | CUSIP: 46593JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      290000 | PA      | $292822.05    | 0.02%             | 2039-10-05      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                   | JPMorgan Chase & Co.                                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |        9081 | NS      | $2844441.63   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2016-NINE, Class B | CUSIP: 46646GAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $992820.60    | 0.06%             | 2038-09-06      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2022-OPO, Class D  | CUSIP: 46655AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      250000 | PA      | $190250.00    | 0.01%             | 2039-01-05      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust                           | JW Commercial Mortgage Trust, Series 2024-MRCO, Class A                           | CUSIP: 46657XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      605000 | PA      | $605000.00    | 0.04%             | 2039-06-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                             | J.P. Morgan Mortgage Trust, Series 2026-VIS1, Class B1                            | CUSIP: 46660PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      972222 | PA      | $956853.31    | 0.06%             | 2066-06-25      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                             | J.P. Morgan Mortgage Trust, Series 2026-VIS1, Class B2                            | CUSIP: 46660PAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      602200 | PA      | $579143.33    | 0.04%             | 2066-06-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Jane Street Group                                      | Jane Street Group                                                                 | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |       17000 | PA      | $17089.38     | 0.00%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Jane Street Group                                      | Jane Street Group                                                                 | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |       99000 | PA      | $101703.79    | 0.01%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Janus Living, Inc.                                     | Janus Living, Inc., Class A-1                                                     | CUSIP: 471024109<br>LEI: 2549003JCIOFKGHO7313 | Long             | EC               | CORP              | US        |       14370 | NS      | $377068.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Telenor ASA                                            | Telenor ASA                                                                       | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |       13454 | NS      | $221457.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck KGaA                                             | Merck KGaA                                                                        | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | EC               | CORP              | DE        |         170 | NS      | $22012.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JELD-WEN, Inc.                                         | JELD-WEN, Inc.                                                                    | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |      113000 | PA      | $84148.57     | 0.01%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sberbank of Russia PJSC                                | Sberbank of Russia PJSC                                                           | CUSIP: N/A<br>LEI: 549300WE6TAF5EEWQS81       | Long             | EC               | CORP              | RU        |       98136 | NS      | $13.09        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| RWE AG                                                 | RWE AG                                                                            | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |        6788 | NS      | $494251.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp.                                  | JetBlue Airways Corp.                                                             | CUSIP: 476920AA1<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |      118000 | PA      | $109901.48    | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                      | Johnson & Johnson                                                                 | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |        1832 | NS      | $421085.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.           | Jones Deslauriers Insurance Management, Inc.                                      | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |      240000 | PA      | $247394.40    | 0.02%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.           | Jones Deslauriers Insurance Management, Inc.                                      | CUSIP: 48020RAE5<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |      279000 | PA      | $260676.61    | 0.02%             | 2033-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OQ Chemicals International Holding GmbH                | OQ Chemicals International Holding GmbH, 1st Lien Term Loan B2                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |      165337 | PA      | $97218.44     | 0.01%             | 2031-04-08      | Variable      | 8.52%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                       | Skandinaviska Enskilda Banken AB, Class A                                         | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | EC               | CORP              | SE        |       19081 | NS      | $377654.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KLA Corp.                                              | KLA Corp.                                                                         | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |         283 | NS      | $495349.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                         | K. Hovnanian Enterprises, Inc.                                                    | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |      347000 | PA      | $349897.45    | 0.02%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                         | K. Hovnanian Enterprises, Inc.                                                    | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |      158000 | PA      | $158732.49    | 0.01%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp.                                  | Kaiser Aluminum Corp.                                                             | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      759000 | PA      | $728083.96    | 0.05%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp.                                  | Kaiser Aluminum Corp.                                                             | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      427000 | PA      | $427667.83    | 0.03%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                  | Schneider Electric SE                                                             | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |        1580 | NS      | $502769.94    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                 | SAP SE                                                                            | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |        3805 | NS      | $638833.60    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                            | Swedbank AB, Class A                                                              | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               | CORP              | SE        |        9775 | NS      | $345538.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaspi.KZ JSC                                           | Kaspi.KZ JSC                                                                      | CUSIP: 48581RAA4<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |      200000 | PA      | $199125.00    | 0.01%             | 2031-04-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| KeHE Distributors LLC                                  | KeHE Distributors LLC                                                             | CUSIP: 487526AC9<br>LEI: 549300WQCH7SRQ8JKE47 | Long             | DBT              | CORP              | US        |       35000 | PA      | $36585.99     | 0.00%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| KeHE Distributors LLC                                  | KeHE Distributors LLC                                                             | CUSIP: 487930AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $151859.60    | 0.01%             | 2033-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Trelleborg AB                                          | Trelleborg AB, Class B                                                            | CUSIP: N/A<br>LEI: 213800XY16PAWG2PAD14       | Long             | EC               | CORP              | SE        |         118 | NS      | $4844.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Kenya                                      | Republic of Kenya                                                                 | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      200000 | PA      | $211150.00    | 0.01%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                 | Keurig Dr Pepper, Inc.                                                            | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |       10511 | NS      | $309023.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies, Inc.                            | Keysight Technologies, Inc.                                                       | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |         304 | NS      | $106372.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co. Ltd.                           | Samsung Electronics Co. Ltd.                                                      | CUSIP: 796050888<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |         364 | NS      | $1375278.54   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                                                | E.ON SE                                                                           | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |       12731 | NS      | $282249.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Caturus Energy LLC                                     | Caturus Energy LLC                                                                | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |      600000 | PA      | $627344.52    | 0.04%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                    | Kinder Morgan, Inc.                                                               | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |       11323 | NS      | $372187.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Gas Services LLC                                | Kodiak Gas Services LLC                                                           | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      396000 | PA      | $405069.19    | 0.03%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                | Kodiak Gas Services LLC                                                           | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      206000 | PA      | $213979.48    | 0.01%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                | Kodiak Gas Services LLC                                                           | CUSIP: 50012LAF1<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      243000 | PA      | $244765.61    | 0.02%             | 2031-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                                   | Henkel AG & Co. KGaA                                                              | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EC               | CORP              | DE        |        1297 | NS      | $89383.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kratos Defense & Security Solutions, Inc.              | Kratos Defense & Security Solutions, Inc.                                         | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |        2832 | NS      | $178557.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KSL Commercial Mortgage Trust                          | KSL Commercial Mortgage Trust, Series 2024-HT2, Class A                           | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1087276 | PA      | $1087274.88   | 0.07%             | 2039-12-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                       | Kroger Co. (The)                                                                  | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |        7516 | NS      | $511614.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyrgyz Republic International Bond                     | Kyrgyz Republic International Bond                                                | CUSIP: 50158LAA6<br>LEI: 253400QJNKYYP2C7PA85 | Long             | DBT              | NUSS              | KG        |      200000 | PA      | $204200.00    | 0.01%             | 2030-06-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                        | LGI Homes, Inc.                                                                   | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |      137000 | PA      | $131295.82    | 0.01%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                        | LCM Investments Holdings II LLC                                                   | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      166000 | PA      | $162522.17    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                        | LCM Investments Holdings II LLC                                                   | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |       66000 | PA      | $69139.95     | 0.00%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LD Celulose International GmbH                         | LD Celulose International GmbH                                                    | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $208304.00    | 0.01%             | 2032-01-26      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| LSTR Trust                                             | LSTR Trust, Series 2026-HTL6, Class A                                             | CUSIP: 50220QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $998125.00    | 0.06%             | 2040-12-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                            | L3Harris Technologies, Inc.                                                       | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |        1704 | NS      | $546217.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayer AG                                               | Bayer AG (Registered)                                                             | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |         739 | NS      | $33135.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                                   | Henkel AG & Co. KGaA (Preference)                                                 | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EP               | CORP              | DE        |        2763 | NS      | $201058.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BASF SE                                                | BASF SE                                                                           | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |        5981 | NS      | $383600.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vossloh AG                                             | Vossloh AG                                                                        | CUSIP: N/A<br>LEI: 5299003HAEOUVX3HWX43       | Long             | EC               | CORP              | DE        |         293 | NS      | $26015.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bilfinger SE                                           | Bilfinger SE                                                                      | CUSIP: N/A<br>LEI: 529900H0HULEN2BZ4604       | Long             | EC               | CORP              | DE        |        1040 | NS      | $119944.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                                | Heidelberg Materials AG                                                           | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |        1083 | NS      | $238956.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG                              | Fresenius Medical Care AG                                                         | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | EC               | CORP              | DE        |        1757 | NS      | $79501.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                      | Lamar Media Corp.                                                                 | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       62000 | PA      | $61342.19     | 0.00%             | 2033-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                             | Lamb Weston Holdings, Inc.                                                        | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |       56000 | PA      | $53649.80     | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Interpump Group SpA                                    | Interpump Group SpA                                                               | CUSIP: N/A<br>LEI: 815600C79D0F31F4D395       | Long             | EC               | CORP              | IT        |        2717 | NS      | $114543.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASM International NV                                   | ASM International NV                                                              | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Long             | EC               | CORP              | NL        |         253 | NS      | $247503.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                            | Crescent Energy Finance LLC                                                       | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       94000 | PA      | $97450.27     | 0.01%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Orange SA                                              | Orange SA                                                                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |       23055 | NS      | $480059.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Latvia                                     | Latvia Government Bond                                                            | CUSIP: 518417AD2<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      302000 | PA      | $303035.86    | 0.02%             | 2034-07-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                    | LBM Acquisition LLC                                                               | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |       85000 | PA      | $74373.70     | 0.00%             | 2031-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                             | Allianz SE (Registered)                                                           | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |        4325 | NS      | $1975368.13   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Hermes International SCA                               | Hermes International SCA                                                          | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |          69 | NS      | $132004.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo DRS, Inc.                                     | Leonardo DRS, Inc.                                                                | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |        5371 | NS      | $218223.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Endesa SA                                              | Endesa SA                                                                         | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |        4066 | NS      | $182245.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Level 3 Financing, Inc.                                | Level 3 Financing, Inc.                                                           | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     1683423 | PA      | $1737346.19   | 0.11%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                | Level 3 Financing, Inc.                                                           | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      999000 | PA      | $1036189.77   | 0.07%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                | Level 3 Financing, Inc.                                                           | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     1186499 | PA      | $1270753.48   | 0.08%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                    | Erste Group Bank AG                                                               | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |        4484 | NS      | $495464.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG          | Muenchener Rueckversicherungs-Gesellschaft AG (Registered)                        | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |         369 | NS      | $220725.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                     | Light & Wonder International, Inc.                                                | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      137000 | PA      | $142778.25    | 0.01%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                     | Light & Wonder International, Inc.                                                | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |       93000 | PA      | $92229.26     | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                 | LifePoint Health, Inc.                                                            | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      272000 | PA      | $278392.00    | 0.02%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                 | LifePoint Health, Inc.                                                            | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |       79000 | PA      | $82886.33     | 0.01%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                 | LifePoint Health, Inc.                                                            | CUSIP: 53219LBA6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      549000 | PA      | $535311.77    | 0.03%             | 2034-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                        | Eli Lilly & Co.                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        2826 | NS      | $2641179.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Rheinmetall AG                                         | Rheinmetall AG                                                                    | CUSIP: N/A<br>LEI: 5299001OU9CSE29O6S05       | Long             | EC               | CORP              | DE        |         482 | NS      | $768698.82    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Lindblad Expeditions LLC                               | Lindblad Expeditions LLC                                                          | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |      155000 | PA      | $159228.71    | 0.01%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                    | Lithia Motors, Inc.                                                               | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |       51000 | PA      | $50729.70     | 0.00%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                        | Live Nation Entertainment, Inc.                                                   | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |       39000 | PA      | $38246.31     | 0.00%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LoanCore 2025 Issuer LLC                               | LoanCore 2025 Issuer LLC, Series 2025-CRE8, Class A                               | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      940000 | PA      | $940112.94    | 0.06%             | 2042-08-17      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                  | Lockheed Martin Corp.                                                             | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |        1653 | NS      | $856204.41    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Long Beach Mortgage Loan Trust                         | Long Beach Mortgage Loan Trust, Series 2006-9, Class 2A2                          | CUSIP: 54251WAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      410284 | PA      | $123225.93    | 0.01%             | 2036-10-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                           | Bankinter SA                                                                      | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | EC               | CORP              | ES        |       17424 | NS      | $289954.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurubis AG                                             | Aurubis AG                                                                        | CUSIP: N/A<br>LEI: 5299005SHIN9ZK7GW242       | Long             | EC               | CORP              | DE        |         459 | NS      | $98772.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lsf12 Helix Parent LLC                                 | Lsf12 Helix Parent LLC                                                            | CUSIP: 548916AA3<br>LEI: 254900H70V4IL22BHL88 | Long             | DBT              | CORP              | US        |      327000 | PA      | $319197.05    | 0.02%             | 2033-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                     | Banco Bilbao Vizcaya Argentaria SA                                                | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |       39465 | NS      | $871482.21    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MF1 LLC                                                | MF1 LLC, Series 2026-FL21, Class A                                                | CUSIP: 55287NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $998369.20    | 0.06%             | 2041-02-18      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                 | Mercedes-Benz Group AG                                                            | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |        2024 | NS      | $117979.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MHP                                                    | MHP Commercial Mortgage Trust, Series 2021-STOR, Class J                          | CUSIP: 55293BAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      138000 | PA      | $137585.54    | 0.01%             | 2038-07-15      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                              | MGM Resorts International                                                         | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       77000 | PA      | $78010.32     | 0.00%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MLTI Trust                                             | MLTI Trust, Series 2026-SF75, Class A                                             | CUSIP: 55318JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $998755.00    | 0.06%             | 2036-03-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                           | MPT Operating Partnership LP                                                      | CUSIP: 55342UAQ7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |      823000 | PA      | $855013.88    | 0.05%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                             | MSCI, Inc., Class A                                                               | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |         401 | NS      | $237155.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MAC Trust                                              | MAC Trust, Series 2025-801B, Class A                                              | CUSIP: 553918AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $998940.50    | 0.06%             | 2040-10-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Jungheinrich AG                                        | Jungheinrich AG (Preference)                                                      | CUSIP: N/A<br>LEI: 529900PHZORTU6FSXE73       | Long             | EP               | CORP              | DE        |        1124 | NS      | $33864.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Securitas AB                                           | Securitas AB, Class B                                                             | CUSIP: N/A<br>LEI: 635400TTYKE8EIWDS617       | Long             | EC               | CORP              | SE        |       12468 | NS      | $209250.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                        | Madison IAQ LLC                                                                   | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |      705000 | PA      | $703092.06    | 0.04%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Acciona SA                                             | Acciona SA                                                                        | CUSIP: N/A<br>LEI: 54930002KP75TLLLNO21       | Long             | EC               | CORP              | ES        |         514 | NS      | $149616.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Funding LXXI Ltd.                         | Madison Park Funding LXXI Ltd., Series 2025-71A, Class A1                         | CUSIP: 55817DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1997807.80   | 0.13%             | 2038-04-23      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                        | Discovery Global Holdings, Inc.                                                   | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      245000 | PA      | $221903.85    | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                        | Discovery Global Holdings, Inc.                                                   | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      364000 | PA      | $259724.92    | 0.02%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Magnolia Oil & Gas Operating LLC                       | Magnolia Oil & Gas Operating LLC                                                  | CUSIP: 559665AB0<br>LEI: 984500CG376B0B99F016 | Long             | DBT              | CORP              | US        |       48000 | PA      | $49664.59     | 0.00%             | 2032-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UCB SA                                                 | UCB SA                                                                            | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |         583 | NS      | $158745.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MAIN Trust                                             | MAIN Trust, Series 2026-OLAS, Class A                                             | CUSIP: 56036BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $999995.03    | 0.06%             | 2041-01-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                             | MajorDrive Holdings IV LLC                                                        | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |       77000 | PA      | $64386.45     | 0.00%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Nemetschek SE                                          | Nemetschek SE                                                                     | CUSIP: N/A<br>LEI: 529900R0S2IX1S358J38       | Long             | EC               | CORP              | DE        |         676 | NS      | $49060.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Manitowoc Co., Inc. (The)                              | Manitowoc Co., Inc. (The)                                                         | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |       68000 | PA      | $72706.08     | 0.00%             | 2031-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Naturgy Energy Group SA                                | Naturgy Energy Group SA                                                           | CUSIP: N/A<br>LEI: TL2N6M87CW970S5SV098       | Long             | EC               | CORP              | ES        |        7588 | NS      | $238493.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon CLO Ltd.                                      | Marathon CLO Ltd., Series 2020-15A, Class C1R3                                    | CUSIP: 56579UBL9<br>LEI: 549300T57AS4PEWI4U14 | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2503260.00   | 0.16%             | 2037-08-15      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                               | Marathon Petroleum Corp.                                                          | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |         628 | NS      | $155926.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcobre SAC                                           | Marcobre SAC                                                                      | CUSIP: 56625AAA2<br>LEI: 254900BORIUZFCM1XB72 | Long             | DBT              | CORP              | PE        |      200000 | PA      | $197300.00    | 0.01%             | 2036-01-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Repsol SA                                              | Repsol SA                                                                         | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |       20722 | NS      | $556617.21    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                      | Wolters Kluwer NV                                                                 | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |        1933 | NS      | $150861.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                              | Sanofi SA                                                                         | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |       16231 | NS      | $1518839.78   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| H & M Hennes & Mauritz AB                              | H & M Hennes & Mauritz AB, Class B                                                | CUSIP: N/A<br>LEI: 529900O5RR7R39FRDM42       | Long             | EC               | CORP              | SE        |        6908 | NS      | $123982.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wienerberger AG                                        | Wienerberger AG                                                                   | CUSIP: N/A<br>LEI: 529900VXIFBHO0SW2I31       | Long             | EC               | CORP              | AT        |        1806 | NS      | $52363.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elisa OYJ                                              | Elisa OYJ                                                                         | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |        2105 | NS      | $102235.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                     | Banco Santander SA                                                                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |      106301 | NS      | $1297119.86   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                           | Marriott International, Inc., Class A                                             | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |        1050 | NS      | $379774.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens AG                                             | Siemens AG (Registered)                                                           | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |        3749 | NS      | $1114057.23   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica SA                                          | Telefonica SA                                                                     | CUSIP: 879382109<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |       26750 | NS      | $120709.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TAG Immobilien AG                                      | TAG Immobilien AG                                                                 | CUSIP: N/A<br>LEI: 529900TAE68USJNXLR59       | Long             | EC               | CORP              | DE        |       31415 | NS      | $547844.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Masco Corp.                                            | Masco Corp.                                                                       | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |        2160 | NS      | $155131.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                       | Deutsche Bank AG (Registered)                                                     | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |       20974 | NS      | $651641.98    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MasTec, Inc.                                           | MasTec, Inc.                                                                      | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |         973 | NS      | $383410.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTR Asset-Backed Securities Trust                    | MASTR Asset-Backed Securities Trust, Series 2007-HE1, Class A4                    | CUSIP: 576457AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      649703 | PA      | $563220.51    | 0.04%             | 2037-05-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                  | Matador Resources Co.                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      218000 | PA      | $222613.75    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                  | Matador Resources Co.                                                             | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      154000 | PA      | $154585.20    | 0.01%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                            | Match Group Holdings II LLC                                                       | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      141000 | PA      | $132423.15    | 0.01%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                            | Match Group Holdings II LLC                                                       | CUSIP: 57667JAC6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      227000 | PA      | $224286.69    | 0.01%             | 2033-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Mattamy Group Corp.                                    | Mattamy Group Corp.                                                               | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |       32000 | PA      | $30560.48     | 0.00%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mattamy Group Corp.                                    | Mattamy Group Corp.                                                               | CUSIP: 57701RAQ5<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |       22000 | PA      | $21121.44     | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                 | Mauser Packaging Solutions Holding Co.                                            | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     1771000 | PA      | $1790773.22   | 0.11%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                 | Mauser Packaging Solutions Holding Co.                                            | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |       91000 | PA      | $86728.55     | 0.01%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Buzzi SpA                                              | Buzzi SpA                                                                         | CUSIP: N/A<br>LEI: 5299003DX5YLKSVJ6K59       | Long             | EC               | CORP              | IT        |        1426 | NS      | $78078.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McAfee Corp.                                           | McAfee Corp.                                                                      | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |       91000 | PA      | $73733.15     | 0.00%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| McCormick & Co., Inc.                                  | McCormick & Co., Inc. (Non-Voting)                                                | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |        5373 | NS      | $273163.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC Holdings LLC                                       | CSC Holdings LLC, 1st Lien Term Loan B5                                           | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |      351360 | PA      | $309762.25    | 0.02%             | 2027-04-15      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                    | Deutsche Telekom AG (Registered)                                                  | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |       25073 | NS      | $809874.10    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                    | Medline Borrower LP                                                               | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      154000 | PA      | $157483.63    | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                             | Melco Resorts Finance Ltd.                                                        | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |      407000 | PA      | $397801.80    | 0.03%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                             | Melco Resorts Finance Ltd.                                                        | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |      806000 | PA      | $829631.92    | 0.05%             | 2032-04-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                               | Infineon Technologies AG                                                          | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | EC               | CORP              | DE        |        1770 | NS      | $119041.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                      | Merck & Co., Inc.                                                                 | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |        5028 | NS      | $548957.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Arc Holdco LLC                                | Meridian Arc Holdco LLC                                                           | CUSIP: 58990CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2449000 | PA      | $2448442.58   | 0.16%             | 2031-04-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp.                                   | Meritage Homes Corp.                                                              | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |      217000 | PA      | $212768.50    | 0.01%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Nokia OYJ                                              | Nokia OYJ                                                                         | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               | CORP              | FI        |       21542 | NS      | $273724.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rational AG                                            | Rational AG                                                                       | CUSIP: N/A<br>LEI: 529900K139N6UFJ1A758       | Long             | EC               | CORP              | DE        |          51 | NS      | $37291.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Methanex US Operations, Inc.                           | Methanex US Operations, Inc.                                                      | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       43000 | PA      | $44248.98     | 0.00%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Michaels Cos., Inc. (The)                              | Michaels Cos., Inc. (The)                                                         | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |      244000 | PA      | $240962.18    | 0.02%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                        | Microsoft Corp.                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |        9345 | NS      | $3810704.10   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology, Inc.                             | Microchip Technology, Inc.                                                        | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |        7156 | NS      | $664863.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology, Inc.                             | Microchip Technology, Inc.                                                        | CUSIP: 595017BM5<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |       53000 | PA      | $60552.50     | 0.00%             | 2030-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                     | Koninklijke KPN NV                                                                | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |       61289 | NS      | $327745.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Midcontinent Communications                            | Midcontinent Communications                                                       | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |      220000 | PA      | $207048.23    | 0.01%             | 2032-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Midcap Financial Issuer Trust                          | Midcap Financial Issuer Trust                                                     | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $198431.24    | 0.01%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                        | Telefonaktiebolaget LM Ericsson, Class B                                          | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |       48963 | NS      | $584079.55    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                 | Chocoladefabriken Lindt & Spruengli AG                                            | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EC               | CORP              | CH        |           4 | NS      | $49017.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STMicroelectronics NV                                  | STMicroelectronics NV                                                             | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | EC               | CORP              | NL        |        1065 | NS      | $58016.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Middleby Corp. (The)                                   | Middleby Corp. (The)                                                              | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |         853 | NS      | $119727.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |        8141 | NS      | $655350.98    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Telia Co. AB                                           | Telia Co. AB                                                                      | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |       21943 | NS      | $114697.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Telenet Financing USD LLC                              | Telenet Financing USD LLC, Facility 1st Lien Term Loan AR                         | CUSIP: B9000TBJ3<br>LEI: 213800BMPOX34U6DWN81 | Long             | LON              | CORP              | US        |       80000 | PA      | $79564.80     | 0.01%             | 2028-05-01      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| Midwest Gaming Borrower LLC                            | Midwest Gaming Borrower LLC                                                       | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       41000 | PA      | $40085.65     | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                              | Zurich Insurance Group AG                                                         | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |         397 | NS      | $276796.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                 | Koninklijke Philips NV                                                            | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | EC               | CORP              | NL        |        5006 | NS      | $132047.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aisin Corp.                                            | Aisin Corp.                                                                       | CUSIP: N/A<br>LEI: 3538004IOK08PDY6I723       | Long             | EC               | CORP              | JP        |        1500 | NS      | $23786.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ajinomoto Co., Inc.                                    | Ajinomoto Co., Inc.                                                               | CUSIP: N/A<br>LEI: 353800UT0TLROREPIC92       | Long             | EC               | CORP              | JP        |        3500 | NS      | $112491.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                              | Millrose Properties, Inc.                                                         | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      321000 | PA      | $325097.24    | 0.02%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                              | Millrose Properties, Inc.                                                         | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      337000 | PA      | $338476.52    | 0.02%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ANA Holdings, Inc.                                     | ANA Holdings, Inc.                                                                | CUSIP: N/A<br>LEI: 5493008IRKIY0G3TE305       | Long             | EC               | CORP              | JP        |        2400 | NS      | $39883.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amada Co. Ltd.                                         | Amada Co. Ltd.                                                                    | CUSIP: N/A<br>LEI: 529900QF5O6TQGCPDX85       | Long             | EC               | CORP              | JP        |         800 | NS      | $13527.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                    | Minejesa Capital BV                                                               | CUSIP: 602736AB6<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $193646.00    | 0.01%             | 2037-08-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                 | Mineral Resources Ltd.                                                            | CUSIP: 603051AG8<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       61000 | PA      | $60527.08     | 0.00%             | 2032-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                 | Mineral Resources Ltd.                                                            | CUSIP: 603051AH6<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       61000 | PA      | $60233.06     | 0.00%             | 2034-05-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Minerals Technologies, Inc.                            | Minerals Technologies, Inc.                                                       | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |      106000 | PA      | $105365.06    | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Minerva Luxembourg SA                                  | Minerva Luxembourg SA                                                             | CUSIP: 603374AK5<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $196100.00    | 0.01%             | 2036-04-22      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                               | AthenaHealth Group, Inc.                                                          | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |      827000 | PA      | $788252.83    | 0.05%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Singapore Technologies Engineering Ltd.                | Singapore Technologies Engineering Ltd.                                           | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |       35900 | NS      | $304233.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd.                              | Asahi Group Holdings Ltd.                                                         | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | EC               | CORP              | JP        |         300 | NS      | $2953.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp.                                      | Asahi Kasei Corp.                                                                 | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Long             | EC               | CORP              | JP        |       20500 | NS      | $201716.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AGC, Inc.                                              | AGC, Inc.                                                                         | CUSIP: N/A<br>LEI: JE4WFFEELMVPFZ0G1E77       | Long             | EC               | CORP              | JP        |         400 | NS      | $14345.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd.                                | ANZ Group Holdings Ltd.                                                           | CUSIP: N/A<br>LEI: 9845005D9C6BAA10BK72       | Long             | EC               | CORP              | AU        |         224 | NS      | $5949.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                       | Bank Hapoalim BM                                                                  | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | EC               | CORP              | IL        |        4934 | NS      | $132379.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                  | Westpac Banking Corp.                                                             | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | EC               | CORP              | AU        |        3957 | NS      | $110703.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                                | Bank Leumi Le-Israel BM                                                           | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               | CORP              | IL        |        5291 | NS      | $133939.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mohegan Tribal Gaming Authority                        | Mohegan Tribal Gaming Authority                                                   | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       54000 | PA      | $56213.73     | 0.00%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LY Corp.                                               | LY Corp.                                                                          | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |       33600 | NS      | $88375.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                | Molina Healthcare, Inc.                                                           | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       65000 | PA      | $60234.07     | 0.00%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                | Molina Healthcare, Inc.                                                           | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      318000 | PA      | $323549.03    | 0.02%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fortescue Ltd.                                         | Fortescue Ltd.                                                                    | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |       16085 | NS      | $231834.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co.                              | Molson Coors Beverage Co., Class B                                                | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |        5203 | NS      | $222376.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Telstra Group Ltd.                                     | Telstra Group Ltd.                                                                | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | EC               | CORP              | AU        |        7730 | NS      | $29687.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                           | Mondelez International, Inc., Class A                                             | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |       24104 | NS      | $1480949.76   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB, Inc.                                          | MongoDB, Inc., Class A                                                            | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |         642 | NS      | $161032.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLP Holdings Ltd.                                      | CLP Holdings Ltd.                                                                 | CUSIP: N/A<br>LEI: 25490002BUTSMP94GO68       | Long             | EC               | CORP              | HK        |       21500 | NS      | $206729.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Monolithic Power Systems, Inc.                         | Monolithic Power Systems, Inc.                                                    | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |         110 | NS      | $177585.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trend Micro, Inc.                                      | Trend Micro, Inc.                                                                 | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               | CORP              | JP        |        2800 | NS      | $97462.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bridgestone Corp.                                      | Bridgestone Corp.                                                                 | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Long             | EC               | CORP              | JP        |       17300 | NS      | $359512.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp. Japan                                     | Oracle Corp. Japan                                                                | CUSIP: N/A<br>LEI: 529900MIMKY9RU60Z323       | Long             | EC               | CORP              | JP        |         100 | NS      | $5521.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd.                                         | BHP Group Ltd.                                                                    | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |       18392 | NS      | $727943.24    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Moog, Inc.                                             | Moog, Inc., Class A                                                               | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |         357 | NS      | $107567.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog, Inc.                                             | Moog, Inc.                                                                        | CUSIP: 615394AP8<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |       61000 | PA      | $61054.41     | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mirvac Group                                           | Mirvac Group                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       17563 | NS      | $21698.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust     | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C26, Class XD     | CUSIP: 61690VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2085808 | PA      | $78.82        | 0.00%             | 2048-10-15      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                         | Morgan Stanley Capital I Trust, Series 2018-MP, Class E                           | CUSIP: 61691DAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      238000 | PA      | $183579.75    | 0.01%             | 2040-07-11      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Canon, Inc.                                            | Canon, Inc.                                                                       | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |        2900 | NS      | $74607.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | Morgan Stanley                                                                    | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       12044 | NS      | $2295465.96   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd.                                | DBS Group Holdings Ltd.                                                           | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |       27402 | NS      | $1263524.50   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                         | Morgan Stanley Capital I Trust, Series 2018-H3, Class C                           | CUSIP: 61767YBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      160000 | PA      | $153253.06    | 0.01%             | 2051-07-15      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Computershare Ltd.                                     | Computershare Ltd.                                                                | CUSIP: N/A<br>LEI: 21380085HOKTMGLV9G93       | Long             | EC               | CORP              | AU        |        6131 | NS      | $134693.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL Ltd.                                               | CSL Ltd.                                                                          | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |        8121 | NS      | $733006.22    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chiba Bank Ltd. (The)                                  | Chiba Bank Ltd. (The)                                                             | CUSIP: N/A<br>LEI: FGJPAKKCTZVSKZXNBS63       | Long             | EC               | CORP              | JP        |         700 | NS      | $9662.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                       | Mosaic Co. (The)                                                                  | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |        6599 | NS      | $153558.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chugai Pharmaceutical Co. Ltd.                         | Chugai Pharmaceutical Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 529900T9LAII161DCN95       | Long             | EC               | CORP              | JP        |        1300 | NS      | $69328.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REA Group Ltd.                                         | REA Group Ltd.                                                                    | CUSIP: N/A<br>LEI: 894500KA4UBDATOFPN36       | Long             | EC               | CORP              | AU        |         540 | NS      | $66854.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                               | Motorola Solutions, Inc.                                                          | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |         470 | NS      | $206344.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Transurban Group                                       | Transurban Group                                                                  | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Long             | EC               | CORP              | AU        |       54114 | NS      | $548432.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Origin Energy Ltd.                                     | Origin Energy Ltd.                                                                | CUSIP: N/A<br>LEI: ZSN2LWNPYW6ISMRUC664       | Long             | EC               | CORP              | AU        |         408 | NS      | $3567.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                         | Commonwealth Bank of Australia                                                    | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | EC               | CORP              | AU        |        4740 | NS      | $597034.65    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd.                                         | Rio Tinto Ltd.                                                                    | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               | CORP              | AU        |        1403 | NS      | $171852.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CyberAgent, Inc.                                       | CyberAgent, Inc.                                                                  | CUSIP: N/A<br>LEI: 3538006T5KZABPGS8Q08       | Long             | EC               | CORP              | JP        |        9600 | NS      | $76881.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                    | Rakuten Group, Inc.                                                               | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | EC               | CORP              | JP        |        2400 | NS      | $11685.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp.                             | Gainwell Acquisition Corp., 1st Lien Term Loan B                                  | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      147800 | PA      | $145090.86    | 0.01%             | 2027-10-01      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| APA Group                                              | APA Group                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |        3363 | NS      | $25122.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                    | Medline Borrower LP                                                               | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      332000 | PA      | $330409.95    | 0.02%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KDDI Corp.                                             | KDDI Corp.                                                                        | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |        6900 | NS      | $112915.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust                          | MTN Commercial Mortgage Trust, Series 2026-LPFX, Class A                          | CUSIP: 624944AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      872000 | PA      | $877041.25    | 0.06%             | 2043-05-15      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Daifuku Co. Ltd.                                       | Daifuku Co. Ltd.                                                                  | CUSIP: N/A<br>LEI: 3538006FG1W4X3MYHL36       | Long             | EC               | CORP              | JP        |         500 | NS      | $21860.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daikin Industries Ltd.                                 | Daikin Industries Ltd.                                                            | CUSIP: N/A<br>LEI: 549300Y7FWSTSHMW5Y57       | Long             | EC               | CORP              | JP        |        1200 | NS      | $169554.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai Nippon Printing Co. Ltd.                           | Dai Nippon Printing Co. Ltd.                                                      | CUSIP: N/A<br>LEI: 529900S7NFNQ4FT6OP83       | Long             | EC               | CORP              | JP        |        3200 | NS      | $60611.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCREEN Holdings Co. Ltd.                               | SCREEN Holdings Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 353800ND89FTQ9XQ0R07       | Long             | EC               | CORP              | JP        |        2000 | NS      | $132602.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co. Ltd.                          | Daiwa House Industry Co. Ltd.                                                     | CUSIP: N/A<br>LEI: 353800K9WXR9XRZJZI46       | Long             | EC               | CORP              | JP        |        9500 | NS      | $289854.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa Securities Group, Inc.                           | Daiwa Securities Group, Inc.                                                      | CUSIP: N/A<br>LEI: 353800WRC7Y23PWFJG38       | Long             | EC               | CORP              | JP        |        4300 | NS      | $40475.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd.                                | Aristocrat Leisure Ltd.                                                           | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |        5279 | NS      | $181626.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                               | Virgin Media Bristol LLC, Facility 1st Lien Term Loan Q                           | CUSIP: G9368PBE3<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |       83000 | PA      | $81046.18     | 0.01%             | 2029-01-31      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| Mitsubishi HC Capital, Inc.                            | Mitsubishi HC Capital, Inc.                                                       | CUSIP: N/A<br>LEI: 353800MZ3QX9RLMH7B09       | Long             | EC               | CORP              | JP        |        2800 | NS      | $25432.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pan Pacific International Holdings Corp.               | Pan Pacific International Holdings Corp.                                          | CUSIP: N/A<br>LEI: 529900QLHJM2E18A5763       | Long             | EC               | CORP              | JP        |       26700 | NS      | $151016.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Disco Corp.                                            | Disco Corp.                                                                       | CUSIP: N/A<br>LEI: 529900X0YGDYM51H4Q86       | Long             | EC               | CORP              | JP        |         300 | NS      | $142734.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                         | NCL Corp. Ltd.                                                                    | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      165000 | PA      | $164190.46    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                         | NCL Corp. Ltd.                                                                    | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       20000 | PA      | $19466.40     | 0.00%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                         | NCL Corp. Ltd.                                                                    | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      645000 | PA      | $624251.12    | 0.04%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NCMF Trust                                             | NCMF Trust, Series 2025-MFS, Class E                                              | CUSIP: 62887TAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $1003356.80   | 0.06%             | 2033-06-10      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                               | NGL Energy Operating LLC                                                          | CUSIP: 62922LAC2<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |      267000 | PA      | $276766.28    | 0.02%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                               | NGL Energy Operating LLC                                                          | CUSIP: 62922LAD0<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |      422000 | PA      | $442926.98    | 0.03%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                       | NRG Energy, Inc.                                                                  | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      200000 | PA      | $217260.30    | 0.01%             | 2028-03-15      | Variable      | 10.25%                | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                       | NRG Energy, Inc.                                                                  | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      591000 | PA      | $595569.61    | 0.04%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                       | NRG Energy, Inc.                                                                  | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      207000 | PA      | $209407.41    | 0.01%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                       | NRG Energy, Inc.                                                                  | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       65000 | PA      | $64970.37     | 0.00%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                       | NRG Energy, Inc.                                                                  | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      119000 | PA      | $118120.89    | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                       | NRG Energy, Inc.                                                                  | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      682000 | PA      | $677332.87    | 0.04%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                       | NRG Energy, Inc.                                                                  | CUSIP: 629377DF6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      112000 | PA      | $111597.07    | 0.01%             | 2034-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                       | NRG Energy, Inc.                                                                  | CUSIP: 629377DG4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      375000 | PA      | $373583.07    | 0.02%             | 2036-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NYC Trust                                              | NYC Trust, Series 2024-3ELV, Class A                                              | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      309363 | PA      | $309363.00    | 0.02%             | 2029-08-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                | Nabors Industries, Inc.                                                           | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |       53000 | PA      | $55301.68     | 0.00%             | 2032-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                          | NYC Commercial Mortgage Trust, Series 2026-1PARK, Class A                         | CUSIP: 62979QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $999062.50    | 0.06%             | 2043-02-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co.                                 | East Japan Railway Co.                                                            | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | EC               | CORP              | JP        |        7200 | NS      | $157168.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Technology One Ltd.                                    | Technology One Ltd.                                                               | CUSIP: N/A<br>LEI: 875500YEWBJIM91P9N12       | Long             | EC               | CORP              | AU        |        1984 | NS      | $40881.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eisai Co. Ltd.                                         | Eisai Co. Ltd.                                                                    | CUSIP: N/A<br>LEI: 353800HDEE0ZYEX4QV91       | Long             | EC               | CORP              | JP        |         900 | NS      | $26939.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elbit Systems Ltd.                                     | Elbit Systems Ltd.                                                                | CUSIP: N/A<br>LEI: 529900Q9CB1REUMZSS32       | Long             | EC               | CORP              | IL        |         162 | NS      | $134775.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aruba Investments Holdings LLC                         | Aruba Investments Holdings LLC, 1st Lien Term Loan                                | CUSIP: 04317JAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       83871 | PA      | $76322.54     | 0.00%             | 2027-11-24      | Variable      | 7.77%                 | No            |                  3 | On Loan: No      |
| Fast Retailing Co. Ltd.                                | Fast Retailing Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Long             | EC               | CORP              | JP        |         600 | NS      | $282447.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                   | Mitsubishi UFJ Financial Group, Inc.                                              | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |       37400 | NS      | $671810.24    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fisher & Paykel Healthcare Corp. Ltd.                  | Fisher & Paykel Healthcare Corp. Ltd.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NZ        |        3031 | NS      | $65318.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Subaru Corp.                                           | Subaru Corp.                                                                      | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |        8800 | NS      | $131077.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp.                                | FUJIFILM Holdings Corp.                                                           | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               | CORP              | JP        |       15000 | NS      | $276054.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujikura Ltd.                                          | Fujikura Ltd.                                                                     | CUSIP: N/A<br>LEI: 353800PSDZ8VRCKVPL51       | Long             | EC               | CORP              | JP        |        3000 | NS      | $115749.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FANUC Corp.                                            | FANUC Corp.                                                                       | CUSIP: N/A<br>LEI: 529900QTSW745LOKW705       | Long             | EC               | CORP              | JP        |        3200 | NS      | $141353.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujitsu Ltd.                                           | Fujitsu Ltd.                                                                      | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |       11700 | NS      | $234834.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Renewables LLC                           | Constellation Renewables LLC, 1st Lien Term Loan                                  | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |      239765 | PA      | $239565.73    | 0.02%             | 2027-12-15      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd.                         | Nomura Research Institute Ltd.                                                    | CUSIP: N/A<br>LEI: 5299005F1HCVF4M4QN79       | Long             | EC               | CORP              | JP        |        1800 | NS      | $48581.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Corp.                                          | Navient Corp.                                                                     | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |        3000 | PA      | $3113.18      | 0.00%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                          | Navient Corp.                                                                     | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |       69000 | PA      | $66418.28     | 0.00%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Hamamatsu Photonics KK                                 | Hamamatsu Photonics KK                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        2700 | NS      | $34804.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                 | Neptune Bidco US, Inc.                                                            | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |      355000 | PA      | $359029.07    | 0.02%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                 | Neptune Bidco US, Inc.                                                            | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |      131000 | PA      | $135188.20    | 0.01%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                 | Neptune Bidco US, Inc.                                                            | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |      186000 | PA      | $186147.57    | 0.01%             | 2033-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Dentsu Group, Inc.                                     | Dentsu Group, Inc.                                                                | CUSIP: N/A<br>LEI: 5299007PBBE83ZLJZG91       | Long             | EC               | CORP              | JP        |        2200 | NS      | $41768.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand Integrated Commercial Trust                 | CapitaLand Integrated Commercial Trust                                            | CUSIP: N/A<br>LEI: 54930031292WUTXF0L29       | Long             | EC               | CORP              | SG        |      419400 | NS      | $781139.50    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Murphy USA, Inc.                                       | Murphy USA, Inc., 1st Lien Term Loan B                                            | CUSIP: 62675KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       78605 | PA      | $79053.83     | 0.01%             | 2032-04-07      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| RealTruck Group, Inc.                                  | RealTruck Group, Inc., 1st Lien Term Loan                                         | CUSIP: 89778PAG2<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |       48805 | PA      | $27526.09     | 0.00%             | 2028-01-31      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| Resona Holdings, Inc.                                  | Resona Holdings, Inc.                                                             | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               | CORP              | JP        |        6500 | NS      | $81299.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Ltd.                                           | Hitachi Ltd.                                                                      | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |       18600 | NS      | $591449.29    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Group, Inc.                      | Sumitomo Mitsui Trust Group, Inc.                                                 | CUSIP: N/A<br>LEI: 353800P843RLCDBLNT17       | Long             | EC               | CORP              | JP        |        9300 | NS      | $310929.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hongkong Land Holdings Ltd.                            | Hongkong Land Holdings Ltd.                                                       | CUSIP: N/A<br>LEI: 213800XCHYNRPAYGXW28       | Long             | EC               | CORP              | BM        |        3900 | NS      | $30833.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Horiba Ltd.                                            | Horiba Ltd.                                                                       | CUSIP: N/A<br>LEI: 529900OOTWPYSNW0EC84       | Long             | EC               | CORP              | JP        |         100 | NS      | $13923.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoya Corp.                                             | Hoya Corp.                                                                        | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |         800 | NS      | $149395.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New Enterprise Stone & Lime Co., Inc.                  | New Enterprise Stone & Lime Co., Inc.                                             | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |       63000 | PA      | $63449.91     | 0.00%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| New Enterprise Stone & Lime Co., Inc.                  | New Enterprise Stone & Lime Co., Inc.                                             | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29740.31     | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Israel Discount Bank Ltd.                              | Israel Discount Bank Ltd., Class A                                                | CUSIP: 465074201<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |        3862 | NS      | $42964.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Risewell Homes, Inc.                                   | Risewell Homes, Inc.                                                              | CUSIP: 645370AF4<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |       46000 | PA      | $47729.65     | 0.00%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Risewell Homes, Inc.                                   | Risewell Homes, Inc.                                                              | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |       81000 | PA      | $82759.57     | 0.01%             | 2030-11-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Peraton Corp.                                          | Peraton Corp., 1st Lien Term Loan B                                               | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |      284449 | PA      | $242595.38    | 0.02%             | 2028-02-01      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| Orica Ltd.                                             | Orica Ltd.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |        8500 | NS      | $129646.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RealPage, Inc.                                         | RealPage, Inc., 1st Lien Term Loan                                                | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |      414630 | PA      | $405458.75    | 0.03%             | 2028-04-24      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Ltd.                        | Galaxy Entertainment Group Ltd.                                                   | CUSIP: N/A<br>LEI: 549300ZSEBV3HR826S10       | Long             | EC               | CORP              | HK        |       11000 | NS      | $46930.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IHI Corp.                                              | IHI Corp.                                                                         | CUSIP: N/A<br>LEI: 549300ETQIESIUQ2OE26       | Long             | EC               | CORP              | JP        |         500 | NS      | $9132.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Corp.                                           | ITOCHU Corp.                                                                      | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |       11500 | NS      | $142520.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jardine Matheson Holdings Ltd.                         | Jardine Matheson Holdings Ltd.                                                    | CUSIP: N/A<br>LEI: 2138009KENVUNWOLPK41       | Long             | EC               | CORP              | BM        |        1100 | NS      | $74989.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                    | Japan Tobacco, Inc.                                                               | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |        5500 | NS      | $204901.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New Mountain CLO 7 Ltd.                                | New Mountain CLO 7 Ltd., Series CLO-7A, Class A1                                  | CUSIP: 64754YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1500764.85   | 0.10%             | 2038-03-31      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO 3 Ltd.                                | New Mountain CLO 3 Ltd., Series CLO-3A, Class A1R                                 | CUSIP: 647550AQ5<br>LEI: 549300CEYMYPINCEX579 | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1503541.05   | 0.10%             | 2038-10-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Regis Resources Ltd.                                   | Regis Resources Ltd.                                                              | CUSIP: N/A<br>LEI: 213800XH9YUXBLYBD749       | Long             | EC               | CORP              | AU        |        4444 | NS      | $22786.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                    | New Residential Mortgage Loan Trust, Series 2026-NQM4, Class B1                   | CUSIP: 64790AAJ6<br>LEI: 213800UD7J2W19Q88M79 | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $987068.80    | 0.06%             | 2066-02-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Aeon Co. Ltd.                                          | Aeon Co. Ltd.                                                                     | CUSIP: N/A<br>LEI: 5299009MXFL34SA71416       | Long             | EC               | CORP              | JP        |        4600 | NS      | $44367.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kajima Corp.                                           | Kajima Corp.                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        7200 | NS      | $281405.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                    | New Residential Mortgage Loan Trust, Series 2026-NQM3, Class B1                   | CUSIP: 64832PAJ3<br>LEI: 213800BXPAJOYIE7S264 | Long             | ABS-MBS          | CORP              | US        |      400000 | PA      | $395284.20    | 0.03%             | 2066-02-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co., Inc. (The)                  | Kansai Electric Power Co., Inc. (The)                                             | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | EC               | CORP              | JP        |        6400 | NS      | $102529.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kao Corp.                                              | Kao Corp.                                                                         | CUSIP: N/A<br>LEI: 353800HM38HFCB8RGL63       | Long             | EC               | CORP              | JP        |        2600 | NS      | $96888.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kawasaki Kisen Kaisha Ltd.                             | Kawasaki Kisen Kaisha Ltd.                                                        | CUSIP: N/A<br>LEI: 353800FL04R73DS5P870       | Long             | EC               | CORP              | JP        |        1200 | NS      | $19641.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Keyence Corp.                                          | Keyence Corp.                                                                     | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |         500 | NS      | $229332.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                  | Churchill Downs, Inc., Facility 1st Lien Term Loan B1                             | CUSIP: 17148PAF8<br>LEI: 529900FODTBQC8MIS994 | Long             | LON              | CORP              | US        |       39481 | PA      | $39480.52     | 0.00%             | 2028-03-17      | Variable      | 5.40%                 | No            |                  3 | On Loan: No      |
| Korea Electric Power Corp.                             | Korea Electric Power Corp.                                                        | CUSIP: N/A<br>LEI: 988400QG33WS7JEIV602       | Long             | EC               | CORP              | KR        |        2183 | NS      | $65406.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Komatsu Ltd.                                           | Komatsu Ltd.                                                                      | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |       11800 | NS      | $505252.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kubota Corp.                                           | Kubota Corp.                                                                      | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Long             | EC               | CORP              | JP        |       12600 | NS      | $205688.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyocera Corp.                                          | Kyocera Corp.                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         600 | NS      | $10425.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyowa Kirin Co. Ltd.                                   | Kyowa Kirin Co. Ltd.                                                              | CUSIP: N/A<br>LEI: 529900TBXKVTQGYA3582       | Long             | EC               | CORP              | JP        |        3100 | NS      | $46704.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lasertec Corp.                                         | Lasertec Corp.                                                                    | CUSIP: N/A<br>LEI: 5299008UY0JUHZ3SAQ87       | Long             | EC               | CORP              | JP        |         100 | NS      | $27637.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                    | Newell Brands, Inc.                                                               | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       24000 | PA      | $23983.51     | 0.00%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                    | Newell Brands, Inc.                                                               | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      104000 | PA      | $100961.47    | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                    | Newell Brands, Inc.                                                               | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       91000 | PA      | $89125.92     | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                    | Newell Brands, Inc.                                                               | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      235000 | PA      | $245566.78    | 0.02%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings, Inc.                            | Tokio Marine Holdings, Inc.                                                       | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |        5700 | NS      | $261041.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy, Inc.                                   | NextEra Energy, Inc.                                                              | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |        9717 | NS      | $951099.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                  | NextEra Energy Capital Holdings, Inc.                                             | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       77000 | PA      | $80628.55     | 0.01%             | 2054-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                  | NextEra Energy Capital Holdings, Inc.                                             | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      133000 | PA      | $135730.89    | 0.01%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Nova Ltd.                                              | Nova Ltd.                                                                         | CUSIP: N/A<br>LEI: 529900B2DSWE5V3SC292       | Long             | EC               | CORP              | IL        |         158 | NS      | $78895.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| XPLR Infrastructure LP                                 | XPLR Infrastructure LP                                                            | CUSIP: 65341BAG1<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |      185000 | PA      | $184075.00    | 0.01%             | 2026-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd.                            | BOC Hong Kong Holdings Ltd.                                                       | CUSIP: N/A<br>LEI: 254900JB98W77JDJMW15       | Long             | EC               | CORP              | HK        |       53000 | NS      | $304866.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CoreLogic, Inc.                                        | CoreLogic, Inc., 1st Lien Term Loan                                               | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |      274857 | PA      | $268757.81    | 0.02%             | 2028-06-02      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| 1988 CLO 2 Ltd.                                        | 1988 CLO 2 Ltd., Series 2023-2A, Class A1R                                        | CUSIP: 653947AJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2000955.40   | 0.13%             | 2038-04-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                            | Federal Republic of Nigeria                                                       | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      200000 | PA      | $239050.00    | 0.02%             | 2034-12-09      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                            | Federal Republic of Nigeria                                                       | CUSIP: 65412AFG2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      200000 | PA      | $220500.00    | 0.01%             | 2046-01-13      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                        | Nissan Motor Acceptance Co. LLC                                                   | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      317000 | PA      | $312208.55    | 0.02%             | 2030-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Willobrook Mall                                        | Willobrook Mall, Series 2025-WBRK, Class A                                        | CUSIP: 65486BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $1028697.70   | 0.07%             | 2035-03-05      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                  | Nissan Motor Co. Ltd.                                                             | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $208492.02    | 0.01%             | 2032-07-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                  | Nissan Motor Co. Ltd.                                                             | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      400000 | PA      | $422028.72    | 0.03%             | 2035-07-17      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Noble Finance II LLC                                   | Noble Finance II LLC                                                              | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $26001.65     | 0.00%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                         | Lonza Group AG, Facility 1st Lien Term Loan B                                     | CUSIP: L4780EAC8<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      307259 | PA      | $283830.52    | 0.02%             | 2028-07-03      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| Nordson Corp.                                          | Nordson Corp.                                                                     | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |         324 | NS      | $93457.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp.                                 | Norfolk Southern Corp.                                                            | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |         688 | NS      | $217291.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                  | Sumitomo Mitsui Financial Group, Inc.                                             | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |       13100 | NS      | $462548.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand Ascendas REIT                               | CapitaLand Ascendas REIT                                                          | CUSIP: N/A<br>LEI: 549300ILIBAEMQZK3L20       | Long             | EC               | CORP              | SG        |       11719 | NS      | $23033.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp.                               | Panasonic Holdings Corp.                                                          | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | EC               | CORP              | JP        |        4200 | NS      | $85914.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hayward Industries, Inc.                               | Hayward Industries, Inc., 1st Lien Term Loan                                      | CUSIP: 421300AL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       53555 | PA      | $53755.35     | 0.00%             | 2028-05-30      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Suncorp Group Ltd.                                     | Suncorp Group Ltd.                                                                | CUSIP: N/A<br>LEI: 549300BVOKRTHDIWVT46       | Long             | EC               | CORP              | AU        |        2074 | NS      | $25809.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                           | Mizuho Financial Group, Inc.                                                      | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |        6900 | NS      | $296718.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Estate Co. Ltd.                             | Mitsubishi Estate Co. Ltd.                                                        | CUSIP: N/A<br>LEI: 353800KOFMRGOXSJ5Z65       | Long             | EC               | CORP              | JP        |       13900 | NS      | $396125.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                       | Mitsubishi Corp.                                                                  | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |        9800 | NS      | $313861.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp.                              | Mitsubishi Electric Corp.                                                         | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |        8600 | NS      | $345126.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd.                       | Mitsubishi Heavy Industries Ltd.                                                  | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Long             | EC               | CORP              | JP        |       16400 | NS      | $489472.73    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui & Co. Ltd.                                      | Mitsui & Co. Ltd.                                                                 | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |       37800 | NS      | $1419236.43   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Chemicals, Inc.                                 | Mitsui Chemicals, Inc.                                                            | CUSIP: N/A<br>LEI: 353800H2UB5ZEZRZQC02       | Long             | EC               | CORP              | JP        |        2200 | NS      | $26837.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co. Ltd.                                | Mitsui Fudosan Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |      129300 | NS      | $1416097.63   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                      | Polaris Newco LLC, 1st Lien Term Loan                                             | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |      215519 | PA      | $187314.35    | 0.01%             | 2028-06-02      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co. Ltd.                          | Murata Manufacturing Co. Ltd.                                                     | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |       32700 | NS      | $1084471.07   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hertz Corp.                                            | Hertz Corp. (The), 1st Lien Term Loan B                                           | CUSIP: 42804VBB6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |      137451 | PA      | $107830.04    | 0.01%             | 2028-06-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Hertz Corp.                                            | Hertz Corp. (The), 1st Lien Term Loan C                                           | CUSIP: 42804VBC4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |       27196 | PA      | $21335.43     | 0.00%             | 2028-06-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| NGK Corp.                                              | NGK Corp.                                                                         | CUSIP: N/A<br>LEI: 353800701BNCL25VYY16       | Long             | EC               | CORP              | JP        |        2000 | NS      | $63321.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                           | National Australia Bank Ltd.                                                      | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | EC               | CORP              | AU        |        6769 | NS      | $195811.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp.                              | Renesas Electronics Corp.                                                         | CUSIP: N/A<br>LEI: 5299000EPC47VJQOFB81       | Long             | EC               | CORP              | JP        |       25900 | NS      | $523766.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co. Ltd.                                      | Nintendo Co. Ltd.                                                                 | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |        3400 | NS      | $166324.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Denso Corp.                                            | Denso Corp.                                                                       | CUSIP: N/A<br>LEI: 549300RYPA10CQM3QK38       | Long             | EC               | CORP              | JP        |       13800 | NS      | $164883.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEC Corp.                                              | NEC Corp.                                                                         | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |        8700 | NS      | $231420.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nidec Corp.                                            | Nidec Corp.                                                                       | CUSIP: N/A<br>LEI: 353800IF171MZTNL6Y31       | Long             | EC               | CORP              | JP        |        3000 | NS      | $46211.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NH Foods Ltd.                                          | NH Foods Ltd.                                                                     | CUSIP: N/A<br>LEI: 353800NLDBIOUQILWU82       | Long             | EC               | CORP              | JP        |         100 | NS      | $4120.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NSK Ltd.                                               | NSK Ltd.                                                                          | CUSIP: N/A<br>LEI: 353800FVQK6SULSPBC69       | Long             | EC               | CORP              | JP        |        2300 | NS      | $18681.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corp.                                      | Nitto Denko Corp.                                                                 | CUSIP: N/A<br>LEI: 3538009GX5P09USH2J25       | Long             | EC               | CORP              | JP        |        4600 | NS      | $87493.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                  | Nomura Holdings, Inc.                                                             | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |       22900 | NS      | $183425.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                                        | Nippon Yusen KK                                                                   | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |        5700 | NS      | $204850.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nice Ltd.                                              | Nice Ltd.                                                                         | CUSIP: N/A<br>LEI: 254900YTY4EF5Z4W0A51       | Long             | EC               | CORP              | IL        |         777 | NS      | $79422.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Oil & Gas, Inc.                               | Northern Oil & Gas, Inc.                                                          | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      237000 | PA      | $245625.50    | 0.02%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Obayashi Corp.                                         | Obayashi Corp.                                                                    | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |        6400 | NS      | $150468.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ono Pharmaceutical Co. Ltd.                            | Ono Pharmaceutical Co. Ltd.                                                       | CUSIP: N/A<br>LEI: 529900G26L4NG4GFJZ86       | Long             | EC               | CORP              | JP        |        9100 | NS      | $134590.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIX Corp.                                             | ORIX Corp.                                                                        | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | EC               | CORP              | JP        |        3900 | NS      | $131260.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Asurion LLC                                            | Asurion LLC, 2nd Lien Term Loan B4                                                | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |       42000 | PA      | $42098.28     | 0.00%             | 2029-01-19      | Variable      | 9.02%                 | No            |                  2 | On Loan: No      |
| Osaka Gas Co. Ltd.                                     | Osaka Gas Co. Ltd.                                                                | CUSIP: N/A<br>LEI: 353800024KMNOPQRWZ02       | Long             | EC               | CORP              | JP        |        4100 | NS      | $147327.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Northriver Midstream Finance LP                        | Northriver Midstream Finance LP                                                   | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |       37000 | PA      | $37883.38     | 0.00%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                 | Northrop Grumman Corp.                                                            | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |        2008 | NS      | $1163595.84   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudera, Inc.                                         | Cloudera, Inc., 1st Lien Term Loan                                                | CUSIP: 74339VAB4<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |       92040 | PA      | $82319.13     | 0.01%             | 2028-10-09      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                      | Gen Digital, Inc.                                                                 | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |        3311 | NS      | $63869.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Industries, Inc.                              | Standard Industries, Inc., 1st Lien Term Loan                                     | CUSIP: 85350EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       60577 | PA      | $60620.14     | 0.00%             | 2028-09-22      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                             | AMSR Trust, Series 2026-SFR1, Class F1                                            | CUSIP: 66982GAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2000000 | PA      | $1729098.40   | 0.11%             | 2031-04-17      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| NRTH Commercial Mortgage Trust                         | NRTH Commercial Mortgage Trust, Series 2025-PARK, Class A                         | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $999375.70    | 0.06%             | 2040-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                          | Novelis Corp.                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      113000 | PA      | $108056.25    | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                          | Novelis Corp.                                                                     | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      674000 | PA      | $612686.09    | 0.04%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                          | Novelis Corp.                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      450000 | PA      | $461347.20    | 0.03%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                          | Novelis Corp.                                                                     | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      348000 | PA      | $349460.56    | 0.02%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JB Hi-Fi Ltd.                                          | JB Hi-Fi Ltd.                                                                     | CUSIP: N/A<br>LEI: 529900TPC8H040Y3ZQ65       | Long             | EC               | CORP              | AU        |         443 | NS      | $24740.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nutanix, Inc.                                          | Nutanix, Inc., Class A                                                            | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |        3287 | NS      | $134405.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                           | NVIDIA Corp.                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |         638 | NS      | $127325.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp.                                       | OGE Energy Corp.                                                                  | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |        6858 | NS      | $334670.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OCP SA                                                 | OCP SA                                                                            | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |      232000 | PA      | $249492.80    | 0.02%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                           | OCP CLO Ltd., Series 2017-13A, Class AR2                                          | CUSIP: 67097LAV8<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1002386.40   | 0.06%             | 2037-11-26      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                           | OCP CLO Ltd., Series 2021-23A, Class AR2                                          | CUSIP: 671026AW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2000235.40   | 0.13%             | 2039-01-17      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners VII Ltd.                           | OHA Credit Partners VII Ltd., Series 2012-7A, Class D1R4                          | CUSIP: 67102QBT4<br>LEI: 549300LXLBAFTIMXZT54 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $996133.10    | 0.06%             | 2038-02-20      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd.                                    | Qantas Airways Ltd.                                                               | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |        7801 | NS      | $47698.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                           | OCP CLO Ltd., Series 2020-18A, Class A1R2                                         | CUSIP: 671078AW3<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1002185.30   | 0.06%             | 2037-07-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 13 Ltd.                             | OHA Credit Funding 13 Ltd., Series 2022-13A, Class D2R                            | CUSIP: 67116CAW3<br>LEI: 254900P7TOYX9E9JQ066 | Long             | ABS-CBDO         | CORP              | BM        |     1000000 | PA      | $984394.00    | 0.06%             | 2037-07-20      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| ORL Trust                                              | ORL Trust, Series 2024-GLKS, Class A                                              | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      910000 | PA      | $911421.88    | 0.06%             | 2039-12-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                          | NYC Commercial Mortgage Trust, Series 2025-3BP, Class A                           | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      960000 | PA      | $957000.00    | 0.06%             | 2042-02-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                          | NYC Commercial Mortgage Trust, Series 2025-11X, Class A                           | CUSIP: 67122NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $1002500.00   | 0.06%             | 2040-10-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                              | OAK-Eagle Acquireco, Inc.                                                         | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |      658000 | PA      | $678013.75    | 0.04%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                              | OAK-Eagle Acquireco, Inc.                                                         | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |      620000 | PA      | $645188.68    | 0.04%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd.                               | QBE Insurance Group Ltd.                                                          | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |        5594 | NS      | $90610.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd.                           | Northern Star Resources Ltd.                                                      | CUSIP: N/A<br>LEI: 254900XFXCRYYZAX6M78       | Long             | EC               | CORP              | AU        |         877 | NS      | $13442.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Urban Investment Corp.                          | United Urban Investment Corp.                                                     | CUSIP: N/A<br>LEI: 353800GYZWBD7BDCN841       | Long             | EC               | CORP              | JP        |         550 | NS      | $620420.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexnord LLC                                            | Rexnord LLC, 1st Lien Term Loan B                                                 | CUSIP: 76168JAS5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      132428 | PA      | $132987.13    | 0.01%             | 2028-10-04      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| CCC Intelligent Solutions, Inc.                        | CCC Intelligent Solutions, Inc., 1st Lien Term Loan                               | CUSIP: 12511BAC6<br>LEI: 5493006JEEL9RIWY5T17 | Long             | LON              | CORP              | US        |      166897 | PA      | $165979.49    | 0.01%             | 2032-01-23      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Sandfire Resources Ltd.                                | Sandfire Resources Ltd.                                                           | CUSIP: N/A<br>LEI: 213800ZW52P23FVH1V47       | Long             | EC               | CORP              | AU        |        1618 | NS      | $19548.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                       | Oaktree CLO Ltd., Series 2020-1A, Class ARR                                       | CUSIP: 67402FAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1000141.20   | 0.06%             | 2038-01-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                     | Chord Energy Corp.                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |       28000 | PA      | $29136.02     | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| T&D Holdings, Inc.                                     | T&D Holdings, Inc.                                                                | CUSIP: N/A<br>LEI: 3538008ARJ1MACEWA242       | Long             | EC               | CORP              | JP        |        1500 | NS      | $36342.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medical Solutions Holdings, Inc.                       | Medical Solutions Holdings, Inc., 2nd Lien Term Loan                              | CUSIP: 58462QAM3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       87000 | PA      | $5916.00      | 0.00%             | 2029-11-01      | Variable      | 10.76%                | No            |                  2 | On Loan: No      |
| Medical Solutions Holdings, Inc.                       | Medical Solutions Holdings, Inc., 1st Lien Term Loan                              | CUSIP: 58462QAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      131131 | PA      | $18113.18     | 0.00%             | 2028-11-01      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XVI Ltd.                   | Octagon Investment Partners XVI Ltd., Series 2013-1A, Class CR                    | CUSIP: 67590BAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250478.45    | 0.02%             | 2030-07-17      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| SMC Corp.                                              | SMC Corp.                                                                         | CUSIP: N/A<br>LEI: 353800O40V08DOZ70X62       | Long             | EC               | CORP              | JP        |         100 | NS      | $49174.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                   | SoftBank Group Corp.                                                              | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | EC               | CORP              | JP        |       10900 | NS      | $372331.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd.                                  | OHA Loan Funding Ltd., Series 2013-1A, Class D1R3                                 | CUSIP: 67706HCC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1700000 | PA      | $1705198.60   | 0.11%             | 2037-04-23      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners X-R Ltd.                      | Oak Hill Credit Partners X-R Ltd., Series 2014-10RA, Class D1R2                   | CUSIP: 67707CBL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1989804.20   | 0.13%             | 2038-04-20      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Hanwha Aerospace Co. Ltd.                              | Hanwha Aerospace Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 9884001NSUA8FQKQWR25       | Long             | EC               | CORP              | KR        |         248 | NS      | $236930.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Santos Ltd.                                            | Santos Ltd.                                                                       | CUSIP: N/A<br>LEI: 5299000RK70B5O2M7077       | Long             | EC               | CORP              | AU        |       22643 | NS      | $130455.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Secom Co. Ltd.                                         | Secom Co. Ltd.                                                                    | CUSIP: N/A<br>LEI: 529900TYCL9N3E9PGE47       | Long             | EC               | CORP              | JP        |        2500 | NS      | $91661.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta, Inc.                                             | Okta, Inc., Class A                                                               | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |        1837 | NS      | $135295.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui Chemical Co. Ltd.                              | Sekisui Chemical Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 529900KQIVT7NWFNMI70       | Long             | EC               | CORP              | JP        |        5000 | NS      | $76619.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House Ltd.                                     | Sekisui House Ltd.                                                                | CUSIP: N/A<br>LEI: 529900GMNDOYQSAJAE76       | Long             | EC               | CORP              | JP        |        7800 | NS      | $169837.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimadzu Corp.                                         | Shimadzu Corp.                                                                    | CUSIP: N/A<br>LEI: 353800Y64Z08WEH8PH97       | Long             | EC               | CORP              | JP        |        3300 | NS      | $76710.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimizu Corp.                                          | Shimizu Corp.                                                                     | CUSIP: N/A<br>LEI: 353800BRAE0QFP3ZLY22       | Long             | EC               | CORP              | JP        |        4700 | NS      | $90804.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co. Ltd.                            | Shin-Etsu Chemical Co. Ltd.                                                       | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |        5200 | NS      | $239419.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shiseido Co. Ltd.                                      | Shiseido Co. Ltd.                                                                 | CUSIP: N/A<br>LEI: 5299008QCD0YDT5OF506       | Long             | EC               | CORP              | JP        |         200 | NS      | $4084.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                         | Olympus Water US Holding Corp.                                                    | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     1298000 | PA      | $1305695.84   | 0.08%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                         | Olympus Water US Holding Corp.                                                    | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     1529000 | PA      | $1494510.04   | 0.10%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                    | Omnicom Group, Inc.                                                               | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |        5138 | NS      | $394187.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Healthcare Ltd.                                  | Sonic Healthcare Ltd.                                                             | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |       10513 | NS      | $150426.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TransMontaigne Operating Co. LP                        | TransMontaigne Operating Co. LP, 1st Lien Term Loan B                             | CUSIP: 89376WAH1<br>LEI: 549300V4T155OZCUJ734 | Long             | LON              | CORP              | US        |      134552 | PA      | $134831.41    | 0.01%             | 2030-03-18      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Sony Group Corp.                                       | Sony Group Corp.                                                                  | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |       29900 | NS      | $599056.43    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp.                                 | ON Semiconductor Corp.                                                            | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |       67000 | PA      | $81606.00     | 0.01%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                         | 1011778 BC ULC                                                                    | CUSIP: 68245XAJ8<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |       55000 | PA      | $54306.58     | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                         | 1011778 BC ULC                                                                    | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |       17000 | PA      | $16173.09     | 0.00%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                         | 1011778 BC ULC                                                                    | CUSIP: 68245XAT6<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |       31000 | PA      | $31278.16     | 0.00%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                  | OneMain Finance Corp.                                                             | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      269000 | PA      | $280428.73    | 0.02%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                  | OneMain Finance Corp.                                                             | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       71000 | PA      | $72223.69     | 0.00%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                  | OneMain Finance Corp.                                                             | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      233000 | PA      | $232932.78    | 0.01%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                  | OneMain Finance Corp.                                                             | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       23000 | PA      | $23323.31     | 0.00%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                  | OneMain Finance Corp.                                                             | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      475000 | PA      | $474834.70    | 0.03%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                  | OneMain Finance Corp.                                                             | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      335000 | PA      | $328107.99    | 0.02%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                  | OneMain Finance Corp.                                                             | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      328000 | PA      | $322620.18    | 0.02%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cobham Ultra SeniorCo SARL                             | Cobham Ultra SeniorCo SARL, Facility 1st Lien Term Loan B                         | CUSIP: L1802PAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      232627 | PA      | $233597.34    | 0.01%             | 2029-08-03      | Variable      | 7.79%                 | No            |                  2 | On Loan: No      |
| OneSky Flight LLC                                      | OneSky Flight LLC                                                                 | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |       48000 | PA      | $50694.91     | 0.00%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                        | 1261229 BC Ltd.                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     2555000 | PA      | $2638747.79   | 0.17%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                         | Opal Bidco SAS                                                                    | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $203616.40    | 0.01%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                           | Fibercop SpA, Series 2034                                                         | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $191791.02    | 0.01%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                           | Fibercop SpA, Series 2036                                                         | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      507000 | PA      | $505732.50    | 0.03%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                           | Oracle Corp.                                                                      | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       14506 | NS      | $2341123.34   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health, Inc.                               | Option Care Health, Inc.                                                          | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |       59000 | PA      | $57102.93     | 0.00%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sumitomo Chemical Co. Ltd.                             | Sumitomo Chemical Co. Ltd.                                                        | CUSIP: N/A<br>LEI: 353800RSAU9BD8U4DM91       | Long             | EC               | CORP              | JP        |       53600 | NS      | $174901.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries Ltd.                      | Sumitomo Electric Industries Ltd.                                                 | CUSIP: N/A<br>LEI: 5493005SP87FL5TOS202       | Long             | EC               | CORP              | JP        |        2300 | NS      | $151418.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Metal Mining Co. Ltd.                         | Sumitomo Metal Mining Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 353800CF81IXL9974H84       | Long             | EC               | CORP              | JP        |         200 | NS      | $12296.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Realty & Development Co. Ltd.                 | Sumitomo Realty & Development Co. Ltd.                                            | CUSIP: N/A<br>LEI: 353800SO2DCLOI3LNZ64       | Long             | EC               | CORP              | JP        |        1000 | NS      | $30999.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corp.                                         | Sumitomo Corp.                                                                    | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |       13800 | NS      | $513114.45    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OLA Netherlands BV                                     | OLA Netherlands BV, 1st Lien Term Loan                                            | CUSIP: 67935LAB8<br>LEI: N/A                  | Long             | LON              | CORP              | SG        |      101951 | PA      | $101186.31    | 0.01%             | 2026-12-15      | Variable      | 10.00%                | No            |                  3 | On Loan: No      |
| Sun Hung Kai Properties Ltd.                           | Sun Hung Kai Properties Ltd.                                                      | CUSIP: N/A<br>LEI: 529900LUMD393RD3S874       | Long             | EC               | CORP              | HK        |       41500 | NS      | $726544.01    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzuki Motor Corp.                                     | Suzuki Motor Corp.                                                                | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |       13400 | NS      | $149858.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TDK Corp.                                              | TDK Corp.                                                                         | CUSIP: N/A<br>LEI: 3538005O8WNU39U8NX03       | Long             | EC               | CORP              | JP        |       12000 | NS      | $219412.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Taisei Corp.                                           | Taisei Corp.                                                                      | CUSIP: N/A<br>LEI: 529900TF7XJKIOWMLQ79       | Long             | EC               | CORP              | JP        |         700 | NS      | $75908.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                         | Takeda Pharmaceutical Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |        4400 | NS      | $147104.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corp.                                        | Advantest Corp.                                                                   | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               | CORP              | JP        |        2700 | NS      | $504140.14    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Oshkosh Corp.                                          | Oshkosh Corp.                                                                     | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |         684 | NS      | $106909.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysmex Corp.                                           | Sysmex Corp.                                                                      | CUSIP: N/A<br>LEI: 5299001ZO4CKWACMZI55       | Long             | EC               | CORP              | JP        |        8700 | NS      | $76824.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Terumo Corp.                                           | Terumo Corp.                                                                      | CUSIP: N/A<br>LEI: 353800JX1R4582QVK932       | Long             | EC               | CORP              | JP        |       13600 | NS      | $173046.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                   | Otis Worldwide Corp.                                                              | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |        4687 | NS      | $365023.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tohoku Electric Power Co., Inc.                        | Tohoku Electric Power Co., Inc.                                                   | CUSIP: N/A<br>LEI: 353800KTF7EYIIYHY088       | Long             | EC               | CORP              | JP        |       22000 | NS      | $153664.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Gas Co. Ltd.                                     | Tokyo Gas Co. Ltd.                                                                | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |         400 | NS      | $16987.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd.                                    | Tokyo Electron Ltd.                                                               | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |        7200 | NS      | $2121716.34   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Toray Industries, Inc.                                 | Toray Industries, Inc.                                                            | CUSIP: N/A<br>LEI: 35380099TCYR5FHT0A11       | Long             | EC               | CORP              | JP        |        2200 | NS      | $15795.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tosoh Corp.                                            | Tosoh Corp.                                                                       | CUSIP: N/A<br>LEI: 529900YSLFVJF2MDBX02       | Long             | EC               | CORP              | JP        |        1900 | NS      | $29278.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp.                                    | Toyota Tsusho Corp.                                                               | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |        8900 | NS      | $349376.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                     | Toyota Motor Corp.                                                                | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |       77200 | NS      | $1481886.24   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                             | Outfront Media Capital LLC                                                        | CUSIP: 69007TAC8<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |      166000 | PA      | $161520.57    | 0.01%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                             | Outfront Media Capital LLC                                                        | CUSIP: 69007TAE4<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |      111000 | PA      | $108294.24    | 0.01%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                             | Outfront Media Capital LLC                                                        | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       49000 | PA      | $51248.12     | 0.00%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Unicharm Corp.                                         | Unicharm Corp.                                                                    | CUSIP: N/A<br>LEI: 353800UQ4BZIJTAQEG85       | Long             | EC               | CORP              | JP        |       16800 | NS      | $97877.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fertitta Entertainment LLC                             | Fertitta Entertainment LLC, 1st Lien Term Loan B                                  | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      413797 | PA      | $410002.23    | 0.03%             | 2029-01-29      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp.                                 | Blue Owl Capital Corp.                                                            | CUSIP: 69121KAJ3<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |       66000 | PA      | $65548.14     | 0.00%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Guangdong Investment Ltd.                              | Guangdong Investment Ltd.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |       82000 | NS      | $85638.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd.                              | Mizrahi Tefahot Bank Ltd.                                                         | CUSIP: N/A<br>LEI: YZO9YEGEO4VYDZMDWF93       | Long             | EC               | CORP              | IL        |        1438 | NS      | $113074.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd.                              | United Overseas Bank Ltd.                                                         | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |       16000 | NS      | $455664.96    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                               | AthenaHealth Group, Inc., 1st Lien Term Loan                                      | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |      389637 | PA      | $387899.45    | 0.02%             | 2029-02-15      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| PLYM Commercial Mortgage Trust                         | PLYM Commercial Mortgage Trust, Series 2026-IND, Class D                          | CUSIP: 69292BAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $497502.10    | 0.03%             | 2043-03-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                             | PG&E Corp.                                                                        | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |       46346 | NS      | $770270.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp.                                             | PG&E Corp.                                                                        | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      195000 | PA      | $194960.94    | 0.01%             | 2056-09-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)               | PNC Financial Services Group, Inc. (The), Series W                                | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       29000 | PA      | $29469.71     | 0.00%             | 2030-03-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                                   | PPG Industries, Inc.                                                              | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |        3275 | NS      | $355337.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp.                                              | PPL Corp.                                                                         | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |       16807 | NS      | $629254.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PKHL Commercial Mortgage Trust                         | PKHL Commercial Mortgage Trust, Series 2021-MF, Class G                           | CUSIP: 69356GAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $18645.28     | 0.00%             | 2038-07-15      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| PACCAR, Inc.                                           | PACCAR, Inc.                                                                      | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |        5055 | NS      | $600534.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PGA Trust                                              | PGA Trust, Series 2024-RSR2, Class A                                              | CUSIP: 69381CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      300000 | PA      | $299906.25    | 0.02%             | 2039-06-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| PR RNO Property Owner 1 LLC                            | PR RNO Property Owner 1 LLC                                                       | CUSIP: 69393LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      711000 | PA      | $704753.08    | 0.04%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd.                                        | Wesfarmers Ltd.                                                                   | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | EC               | CORP              | AU        |        3497 | NS      | $185768.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| West Japan Railway Co.                                 | West Japan Railway Co.                                                            | CUSIP: N/A<br>LEI: 353800QGUXHZ7EBCR121       | Long             | EC               | CORP              | JP        |         500 | NS      | $9050.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palantir Technologies, Inc.                            | Palantir Technologies, Inc., Class A                                              | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |         846 | NS      | $117687.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palmer Square CLO Ltd.                                 | Palmer Square CLO Ltd., Series 2021-3A, Class CR                                  | CUSIP: 69688FAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1750000 | PA      | $1754762.45   | 0.11%             | 2038-10-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                 | Palmer Square CLO Ltd., Series 2024-3A, Class A                                   | CUSIP: 69688GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2004680.80   | 0.13%             | 2037-07-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                 | Palmer Square CLO Ltd., Series 2021-4A, Class A1R                                 | CUSIP: 69702EAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $3007989.90   | 0.19%             | 2038-07-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                 | Palmer Square CLO Ltd., Series 2021-4A, Class CR                                  | CUSIP: 69702EAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1400000 | PA      | $1404156.88   | 0.09%             | 2038-07-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                 | Palmer Square CLO Ltd., Series 2021-4A, Class D1R                                 | CUSIP: 69702EAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $3003915.00   | 0.19%             | 2038-07-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Palo Alto Networks, Inc.                               | Palo Alto Networks, Inc.                                                          | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |        3430 | NS      | $615067.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Woolworths Group Ltd.                                  | Woolworths Group Ltd.                                                             | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | EC               | CORP              | AU        |         279 | NS      | $6927.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Panama                                     | Republic of Panama                                                                | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      232000 | PA      | $247847.92    | 0.02%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Yakult Honsha Co. Ltd.                                 | Yakult Honsha Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 353800YJPSPGG7KI0S71       | Long             | EC               | CORP              | JP        |         700 | NS      | $12189.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Motor Co. Ltd.                                  | Yamaha Motor Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 3538004LR5NXILJDHY88       | Long             | EC               | CORP              | JP        |       12500 | NS      | $87799.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Astellas Pharma, Inc.                                  | Astellas Pharma, Inc.                                                             | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | EC               | CORP              | JP        |        9700 | NS      | $137465.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yaskawa Electric Corp.                                 | Yaskawa Electric Corp.                                                            | CUSIP: N/A<br>LEI: 3538003K39GR98R0CK58       | Long             | EC               | CORP              | JP        |         300 | NS      | $10638.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                              | Panther Escrow Issuer LLC                                                         | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1055000 | PA      | $1059940.24   | 0.07%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NEW AMI I LLC                                          | NEW AMI I LLC, 1st Lien Term Loan                                                 | CUSIP: 88607CAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       85158 | PA      | $60419.88     | 0.00%             | 2029-03-08      | Variable      | 9.65%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                         | Park Intermediate Holdings LLC                                                    | CUSIP: 70052LAD5<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |       64000 | PA      | $65339.71     | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                  | Clydesdale Acquisition Holdings, Inc., 1st Lien Term Loan B                       | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |       50000 | PA      | $47585.00     | 0.00%             | 2029-04-13      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                  | Parker-Hannifin Corp.                                                             | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |         267 | NS      | $242815.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Boerse AG                                     | Deutsche Boerse AG                                                                | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | EC               | CORP              | DE        |         615 | NS      | $188680.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pattern Energy Operations LP                           | Pattern Energy Operations LP                                                      | CUSIP: 70339PAA7<br>LEI: 254900P898KPCM50SP51 | Long             | DBT              | CORP              | US        |       24000 | PA      | $23579.89     | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Element Materials Technology Group US Holdings, Inc.   | Element Materials Technology Group US Holdings, Inc., 1st Lien Term Loan B        | CUSIP: 284375LE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      167454 | PA      | $168187.81    | 0.01%             | 2029-06-22      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel LP                                   | Pebblebrook Hotel LP                                                              | CUSIP: 70510LAA7<br>LEI: 549300DXEFK267TXZ832 | Long             | DBT              | CORP              | US        |       27000 | PA      | $27436.99     | 0.00%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Penn Entertainment, Inc.                               | Penn Entertainment, Inc., 1st Lien Term Loan B                                    | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       83005 | PA      | $83280.88     | 0.01%             | 2029-05-03      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Galaxy US Opco, Inc.                                   | Galaxy US Opco, Inc., 1st Lien Term Loan                                          | CUSIP: 36321DAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      112795 | PA      | $97144.87     | 0.01%             | 2030-07-31      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                 | AXA SA                                                                            | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |       35713 | NS      | $1721555.70   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| AZZ, Inc.                                              | AZZ, Inc., 1st Lien Term Loan                                                     | CUSIP: 00247NAG7<br>LEI: 549300HD1X2NFLWPYC83 | Long             | LON              | CORP              | US        |       24938 | PA      | $25016.38     | 0.00%             | 2029-05-14      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                      | PennyMac Financial Services, Inc.                                                 | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       41000 | PA      | $42540.17     | 0.00%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                      | PennyMac Financial Services, Inc.                                                 | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       23000 | PA      | $23302.43     | 0.00%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                      | PennyMac Financial Services, Inc.                                                 | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      512000 | PA      | $506380.54    | 0.03%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Barracuda Networks, Inc.                               | Barracuda Networks, Inc., 1st Lien Term Loan                                      | CUSIP: 06832FAB3<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |      130221 | PA      | $88588.13     | 0.01%             | 2029-08-15      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert NV                            | Groupe Bruxelles Lambert NV                                                       | CUSIP: N/A<br>LEI: 549300KV0ZEHT2KVU152       | Long             | EC               | CORP              | BE        |         388 | NS      | $36245.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Porsche Automobil Holding SE                           | Porsche Automobil Holding SE (Preference)                                         | CUSIP: N/A<br>LEI: 52990053Z17ZYM1KFV27       | Long             | EP               | CORP              | DE        |         809 | NS      | $29436.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                            | Novartis AG (Registered)                                                          | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |        5813 | NS      | $859101.35    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NKT A/S                                                | NKT A/S                                                                           | CUSIP: N/A<br>LEI: 529900197LKWCEQ0NL18       | Long             | EC               | CORP              | DK        |        1246 | NS      | $184049.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fraport AG Frankfurt Airport Services Worldwide        | Fraport AG Frankfurt Airport Services Worldwide                                   | CUSIP: N/A<br>LEI: 5299001ERX0K10IZUL40       | Long             | EC               | CORP              | DE        |        1974 | NS      | $161972.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd.                                               | ABB Ltd. (Registered)                                                             | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |       12766 | NS      | $1291149.97   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                       | Roche Holding AG                                                                  | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |         587 | NS      | $245519.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                              | Holcim AG                                                                         | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |        3604 | NS      | $334906.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                              | Nestle SA (Registered)                                                            | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |       20232 | NS      | $2048280.48   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexans SA                                              | Nexans SA                                                                         | CUSIP: N/A<br>LEI: 96950015FU78G84UIV14       | Long             | EC               | CORP              | FR        |         370 | NS      | $69061.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                            | Equinor ASA                                                                       | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |        3328 | NS      | $135440.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                          | PepsiCo, Inc.                                                                     | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       20236 | NS      | $3207203.64   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group, Inc.                           | Performance Food Group, Inc.                                                      | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |       24000 | PA      | $23268.10     | 0.00%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                           | Performance Food Group, Inc.                                                      | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      265000 | PA      | $268622.55    | 0.02%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                           | Performance Food Group, Inc.                                                      | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      323000 | PA      | $316269.22    | 0.02%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Perimeter Holdings LLC                                 | Perimeter Holdings LLC                                                            | CUSIP: 71384AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      241000 | PA      | $239838.38    | 0.02%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Skanska AB                                             | Skanska AB, Class B                                                               | CUSIP: N/A<br>LEI: 549300UINV5RINHGMG07       | Long             | EC               | CORP              | SE        |        5283 | NS      | $142679.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                        | Permian Resources Operating LLC                                                   | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       39000 | PA      | $40568.58     | 0.00%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                        | Permian Resources Operating LLC                                                   | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      386000 | PA      | $395218.74    | 0.03%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                          | Perrigo Finance Unlimited Co.                                                     | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |       97000 | PA      | $91273.89     | 0.01%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                               | Enel SpA                                                                          | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |      135902 | NS      | $1586750.33   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                                | Eni SpA                                                                           | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |       12461 | NS      | $352352.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonova Holding AG                                      | Sonova Holding AG (Registered)                                                    | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Long             | EC               | CORP              | CH        |         619 | NS      | $135689.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Peru                                       | Republic of Peru                                                                  | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      203000 | PA      | $168033.25    | 0.01%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                            | Petrobras Global Finance BV                                                       | CUSIP: 71645WAS0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |      157000 | PA      | $156803.75    | 0.01%             | 2041-01-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                    | Petroleos Mexicanos                                                               | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      298000 | PA      | $291667.50    | 0.02%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                    | Petroleos Mexicanos                                                               | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      325233 | PA      | $348324.54    | 0.02%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PFP Ltd.                                               | PFP Ltd., Series 2026-13, Class A                                                 | CUSIP: 716966AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1001580.10   | 0.06%             | 2043-08-18      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                      | Philip Morris International, Inc.                                                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       18657 | NS      | $3079710.99   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Swatch Group AG (The)                                  | Swatch Group AG (The)                                                             | CUSIP: N/A<br>LEI: 529900NTES2LEON1JZ55       | Long             | EC               | CORP              | CH        |         988 | NS      | $229343.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66                                            | Phillips 66                                                                       | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |        6144 | NS      | $1100697.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Phoenix Aviation Capital Ltd.                          | Phoenix Aviation Capital Ltd.                                                     | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |      663000 | PA      | $676629.95    | 0.04%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                    | EssilorLuxottica SA                                                               | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |        1346 | NS      | $284907.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pikes Peak CLO 5                                       | Pikes Peak CLO 5, Series 2020-5A, Class A1R                                       | CUSIP: 72133PAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1100000 | PA      | $1102323.31   | 0.07%             | 2037-10-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                            | Pinnacle West Capital Corp.                                                       | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |        6627 | NS      | $687352.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Discovery Purchaser Corp.                              | Discovery Purchaser Corp., 1st Lien Term Loan                                     | CUSIP: 25471NAC0<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |      293367 | PA      | $290286.24    | 0.02%             | 2029-10-04      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                               | Snam SpA                                                                          | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | EC               | CORP              | IT        |       30418 | NS      | $239858.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                     | Credit Agricole SA                                                                | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |       28418 | NS      | $555063.72    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Plains GP Holdings LP                                  | Plains GP Holdings LP, Class A                                                    | CUSIP: 72651A207<br>LEI: 549300O56BSKRD8FAM12 | Long             |  |  | US        |        7551 | NS      | $184621.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Playtika Holding Corp.                                 | Playtika Holding Corp.                                                            | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |       39000 | PA      | $33594.21     | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pluspetrol Camisea SA                                  | Pluspetrol Camisea SA                                                             | CUSIP: 72941KAA4<br>LEI: 254900VNCHIPPJ2OFY98 | Long             | DBT              | CORP              | PE        |      150000 | PA      | $156780.00    | 0.01%             | 2036-07-03      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                         | BNP Paribas SA                                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |        9267 | NS      | $973234.39    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland                                     | Republic of Poland                                                                | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       75000 | PA      | $75187.50     | 0.00%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                     | Republic of Poland                                                                | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      235000 | PA      | $219106.95    | 0.01%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alfa Laval AB                                          | Alfa Laval AB                                                                     | CUSIP: N/A<br>LEI: 549300UCKT2UK88AG251       | Long             | EC               | CORP              | SE        |        1944 | NS      | $116988.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lonza Group AG                                         | Lonza Group AG (Registered)                                                       | CUSIP: N/A<br>LEI: 549300EFW4H2TCZ71055       | Long             | EC               | CORP              | CH        |         198 | NS      | $121734.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                    | Post Holdings, Inc.                                                               | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      144000 | PA      | $135379.93    | 0.01%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                    | Post Holdings, Inc.                                                               | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      295000 | PA      | $294885.25    | 0.02%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                    | Post Holdings, Inc.                                                               | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      173000 | PA      | $170779.03    | 0.01%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                    | Post Holdings, Inc.                                                               | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      179000 | PA      | $177823.24    | 0.01%             | 2036-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                 | Cie de Saint-Gobain SA                                                            | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |        7912 | NS      | $724896.47    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Enagas SA                                              | Enagas SA                                                                         | CUSIP: N/A<br>LEI: 213800OU3FQKGM4M2U23       | Long             | EC               | CORP              | ES        |        1690 | NS      | $33818.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prairie Acquiror LP                                    | Prairie Acquiror LP                                                               | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |       39000 | PA      | $40726.61     | 0.00%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Gates Global LLC                                       | Gates Global LLC, 1st Lien Term Loan B4                                           | CUSIP: 36740UAX0<br>LEI: 549300XI79MQJV13DW27 | Long             | LON              | CORP              | US        |       79498 | PA      | $79561.14     | 0.01%             | 2029-11-16      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Prime Healthcare Services, Inc.                        | Prime Healthcare Services, Inc.                                                   | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       45000 | PA      | $46663.84     | 0.00%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| ADT Security Corp. (The)                               | ADT Security Corp. (The)                                                          | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |       48000 | PA      | $45713.68     | 0.00%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PRIO Luxembourg Holding SARL                           | PRIO Luxembourg Holding SARL                                                      | CUSIP: 74259PAA5<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $199156.00    | 0.01%             | 2030-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                             | Procter & Gamble Co. (The)                                                        | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |        1652 | NS      | $242992.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp. (The)                                | Progressive Corp. (The)                                                           | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |        6612 | NS      | $1330863.36   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis, Inc.                                         | Prologis, Inc.                                                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |        9324 | NS      | $1324194.48   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Unique Pub Finance Co. plc (The)                       | Unique Pub Finance Co. plc (The), Series N                                        | CUSIP: N/A<br>LEI: 213800FOMWLKHQTI5562       | Long             | ABS-O            | CORP              | GB        |      164331 | PA      | $230783.50    | 0.01%             | 2032-03-30      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                             | PRPM Trust, Series 2026-NQM1, Class B1                                            | CUSIP: 74391DAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1978571.20   | 0.13%             | 2071-02-25      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| PRPM Issuer LLC                                        | PRPM Issuer LLC, Series 2026-CRE1, Class A                                        | CUSIP: 74391FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      900000 | PA      | $900119.34    | 0.06%             | 2043-03-19      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                               | PRPM LLC, Series 2026-RCF2, Class M2                                              | CUSIP: 74449JAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1174000 | PA      | $1115812.71   | 0.07%             | 2056-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                  | Public Service Enterprise Group, Inc.                                             | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |        3480 | NS      | $284176.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                         | Public Storage                                                                    | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |        2470 | NS      | $747051.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Everpure, Inc.                                         | Everpure, Inc., Class A                                                           | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |        2291 | NS      | $163691.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Qnity Electronics, Inc.                                | Qnity Electronics, Inc.                                                           | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      122000 | PA      | $123173.76    | 0.01%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                | Qnity Electronics, Inc.                                                           | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      124000 | PA      | $126867.62    | 0.01%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Qualys, Inc.                                           | Qualys, Inc.                                                                      | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |         703 | NS      | $61111.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                                  | Quanta Services, Inc.                                                             | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |         658 | NS      | $478872.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| QXO Building Products, Inc.                            | QXO Building Products, Inc.                                                       | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |      618000 | PA      | $630385.00    | 0.04%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                    | Rocket Mortgage LLC                                                               | CUSIP: 74841CAB7<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |      137000 | PA      | $127190.64    | 0.01%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                | Quikrete Holdings, Inc.                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      695000 | PA      | $705965.73    | 0.04%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                | Quikrete Holdings, Inc.                                                           | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      296000 | PA      | $300163.17    | 0.02%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                | RHP Hotel Properties LP                                                           | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       72000 | PA      | $73880.06     | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                | RHP Hotel Properties LP                                                           | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      408000 | PA      | $420245.30    | 0.03%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RLJ Lodging Trust LP                                   | RLJ Lodging Trust LP                                                              | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |       28000 | PA      | $27933.62     | 0.00%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RR 7 Ltd.                                              | RR 7 Ltd., Series 2019-7A, Class A2B                                              | CUSIP: 74980EAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1200000 | PA      | $1200000.00   | 0.08%             | 2037-01-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| RXO, Inc.                                              | RXO, Inc.                                                                         | CUSIP: 74982TAA1<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |       43000 | PA      | $42580.57     | 0.00%             | 2031-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                | RHP Hotel Properties LP                                                           | CUSIP: 74984CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      582000 | PA      | $578512.58    | 0.04%             | 2034-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RR 24 Ltd.                                             | RR 24 Ltd., Series 2022-24A, Class A1A2                                           | CUSIP: 75000HBA1<br>LEI: 2549005CH9FMTJFP8I04 | Long             | ABS-CBDO         | CORP              | BM        |     1000000 | PA      | $1002565.50   | 0.06%             | 2037-01-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                | Raizen Fuels Finance SA                                                           | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      282000 | PA      | $154042.50    | 0.01%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                            | Caesars Entertainment, Inc., 1st Lien Term Loan B                                 | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |      219938 | PA      | $213157.76    | 0.01%             | 2030-02-06      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Valiant Holding AG                                     | Valiant Holding AG (Registered)                                                   | CUSIP: N/A<br>LEI: 529900R30EKFHO09CN42       | Long             | EC               | CORP              | CH        |         679 | NS      | $157811.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp.                                  | Range Resources Corp.                                                             | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |        4325 | NS      | $188137.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rand Parent LLC                                        | Rand Parent LLC                                                                   | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      127000 | PA      | $131921.12    | 0.01%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                            | Asurion LLC, 1st Lien Term Loan B11                                               | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |       28928 | PA      | $28909.76     | 0.00%             | 2028-08-21      | Variable      | 8.01%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial, Inc.                          | Raymond James Financial, Inc.                                                     | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |        1118 | NS      | $177001.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp.                                              | RTX Corp.                                                                         | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |        4800 | NS      | $845136.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sedgwick Claims Management Services, Inc.              | Sedgwick Claims Management Services, Inc., 1st Lien Term Loan                     | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |      371261 | PA      | $368372.63    | 0.02%             | 2031-07-31      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                         | Anywhere Real Estate Group LLC                                                    | CUSIP: 75606DAS0<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |      141829 | PA      | $141895.79    | 0.01%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                         | Anywhere Real Estate Group LLC                                                    | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       26000 | PA      | $27764.68     | 0.00%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                           | Klepierre SA                                                                      | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | EC               | CORP              | FR        |        1437 | NS      | $58221.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regency Centers Corp.                                  | Regency Centers Corp.                                                             | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |       11677 | NS      | $909054.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Regatta XI Funding Ltd.                                | Regatta XI Funding Ltd., Series 2018-1A, Class AR                                 | CUSIP: 75887XAN7<br>LEI: 254900TUAAER6MTE4E64 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1001374.90   | 0.06%             | 2037-07-17      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Regatta XXIV Funding Ltd.                              | Regatta XXIV Funding Ltd., Series 2021-5A, Class AR                               | CUSIP: 75889HAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2004453.20   | 0.13%             | 2038-01-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp.                                | Regions Financial Corp.                                                           | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |       13481 | NS      | $384882.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris, Inc.                                         | Entegris, Inc., 1st Lien Term Loan B                                              | CUSIP: 29362LAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      185238 | PA      | $185817.72    | 0.01%             | 2029-07-06      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan Trust                     | Renaissance Home Equity Loan Trust, Series 2004-4, Class MF2                      | CUSIP: 759950EQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      459994 | PA      | $412514.75    | 0.03%             | 2035-02-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Renew Treasury Ifsc Pvt Ltd.                           | Renew Treasury Ifsc Pvt Ltd.                                                      | CUSIP: 759963AA9<br>LEI: 335800IK4XWJ5637BW61 | Long             | DBT              | CORP              | IN        |      200000 | PA      | $198860.00    | 0.01%             | 2031-02-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                           | Oriental Republic of Uruguay                                                      | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      249000 | PA      | $228964.07    | 0.01%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                           | Oriental Republic of Uruguay                                                      | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     9225000 | PA      | $234129.72    | 0.01%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ResMed, Inc.                                           | ResMed, Inc.                                                                      | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |         773 | NS      | $165275.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Funding, Inc.                                  | Resideo Funding, Inc.                                                             | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |      198000 | PA      | $199820.81    | 0.01%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Restaurant Brands International, Inc.                  | Restaurant Brands International, Inc.                                             | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |        3639 | NS      | $293594.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty, Inc.                        | Rexford Industrial Realty, Inc.                                                   | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |        5609 | NS      | $201307.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivers Enterprise Borrower LLC                         | Rivers Enterprise Borrower LLC                                                    | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       37000 | PA      | $37778.37     | 0.00%             | 2033-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Borrower LLC                         | Rivers Enterprise Borrower LLC                                                    | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       41000 | PA      | $41708.15     | 0.00%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Rivian Holdings LLC                                    | Rivian Holdings LLC                                                               | CUSIP: 76954LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       42000 | PA      | $41803.09     | 0.00%             | 2031-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                      | EMRLD Borrower LP, 1st Lien Term Loan B                                           | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |      488719 | PA      | $489065.57    | 0.03%             | 2030-05-31      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| TGNR Intermediate Holdings LLC                         | TGNR Intermediate Holdings LLC                                                    | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |      351000 | PA      | $346223.77    | 0.02%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                      | Rocket Cos., Inc.                                                                 | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      609000 | PA      | $618034.52    | 0.04%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                      | Rocket Cos., Inc.                                                                 | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      340000 | PA      | $344146.30    | 0.02%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                      | Rocket Cos., Inc.                                                                 | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       70000 | PA      | $71308.23     | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                      | Rocket Cos., Inc.                                                                 | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      425000 | PA      | $439290.63    | 0.03%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                    | Rocket Mortgage LLC                                                               | CUSIP: 77313LAB9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |      295000 | PA      | $265786.76    | 0.02%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                | Rockford Tower CLO Ltd., Series 2018-2A, Class C                                  | CUSIP: 77342KAE0<br>LEI: 5493001SZ764RMCNU069 | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $301039.20    | 0.02%             | 2031-10-20      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Rollins, Inc.                                          | Rollins, Inc.                                                                     | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |        3253 | NS      | $181289.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Romania                                                | Romania Government Bond                                                           | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       72000 | PA      | $72169.20     | 0.00%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ross Stores, Inc.                                      | Ross Stores, Inc.                                                                 | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |        1261 | NS      | $287243.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken NV                                            | Heineken NV                                                                       | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               | CORP              | NL        |         747 | NS      | $58153.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rubrik, Inc.                                           | Rubrik, Inc., Class A                                                             | CUSIP: 781154109<br>LEI: 254900TRGK2WTBYMYU27 | Long             | EC               | CORP              | US        |        2527 | NS      | $134385.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bleriot US Bidco, Inc.                                 | Bleriot US Bidco, Inc., 1st Lien Term Loan                                        | CUSIP: 09353TAJ9<br>LEI: 254900ALCQ2A2VYD5Z08 | Long             | LON              | CORP              | US        |      189832 | PA      | $190285.52    | 0.01%             | 2030-10-31      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                                  | Ontario Gaming GTA LP, 1st Lien Term Loan B                                       | CUSIP: C6907UAB7<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |      113886 | PA      | $107821.28    | 0.01%             | 2030-08-01      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                     | Ryan Specialty LLC                                                                | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |      119000 | PA      | $118981.75    | 0.01%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                     | Ryan Specialty LLC                                                                | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |       43000 | PA      | $41728.92     | 0.00%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SCC Power plc                                          | SCC Power plc                                                                     | CUSIP: 78397YAC6<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | GB        |      223943 | PA      | $55985.75     | 0.00%             | 2032-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SCG Trust                                              | SCG Trust, Series 2025-SNIP, Class A                                              | CUSIP: 78398JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      977000 | PA      | $979442.50    | 0.06%             | 2042-09-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                               | SBA Communications Corp., Class A                                                 | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |         861 | NS      | $190453.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp.                               | SBA Communications Corp.                                                          | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |       22000 | PA      | $21178.34     | 0.00%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SHR Trust                                              | SHR Trust, Series 2024-LXRY, Class A                                              | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      400000 | PA      | $401399.04    | 0.03%             | 2041-10-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| SCG Mortgage Trust                                     | SCG Mortgage Trust, Series 2024-MSP, Class A                                      | CUSIP: 78436EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      190000 | PA      | $190000.00    | 0.01%             | 2041-04-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust                          | SG Residential Mortgage Trust, Series 2026-2, Class B1                            | CUSIP: 78438NAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1024000 | PA      | $990113.89    | 0.06%             | 2066-04-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                       | SLG Office Trust, Series 2026-OMA, Class A                                        | CUSIP: 78451FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $1003612.90   | 0.06%             | 2041-04-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                       | SLG Office Trust, Series 2026-OMA, Class E                                        | CUSIP: 78451FAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $1005059.60   | 0.06%             | 2041-04-15      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                       | SLG Office Trust, Series 2026-OMA, Class F                                        | CUSIP: 78451FAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $1006924.20   | 0.06%             | 2041-04-15      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                          | SM Energy Co.                                                                     | CUSIP: 78454LAZ3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      370000 | PA      | $375115.25    | 0.02%             | 2034-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                | SS&C Technologies, Inc.                                                           | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |        2000 | PA      | $2023.67      | 0.00%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SV RNO Property Owner 1 LLC                            | SV RNO Property Owner 1 LLC                                                       | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1188000 | PA      | $1165604.64   | 0.07%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                         | SWCH Commercial Mortgage Trust, Series 2025-DATA, Class A                         | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $991250.00    | 0.06%             | 2042-02-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Sable International Finance Ltd.                       | Sable International Finance Ltd.                                                  | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |      800000 | PA      | $802680.00    | 0.05%             | 2032-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Sabre Financial Borrower LLC                           | Sabre Financial Borrower LLC                                                      | CUSIP: 78573XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      386000 | PA      | $396235.95    | 0.03%             | 2029-06-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Tenneco, Inc.                                          | Tenneco, Inc., 1st Lien Term Loan B                                               | CUSIP: 88037HAP9<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |      257000 | PA      | $256650.48    | 0.02%             | 2028-11-17      | Variable      | 8.76%                 | No            |                  2 | On Loan: No      |
| SailPoint, Inc.                                        | SailPoint, Inc.                                                                   | CUSIP: 78781J109<br>LEI: 529900IRT8OM8CEOPC03 | Long             | EC               | CORP              | US        |        7676 | NS      | $87659.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Star Parent, Inc.                                      | Star Parent, Inc., 1st Lien Term Loan                                             | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |      209421 | PA      | $209435.64    | 0.01%             | 2030-09-27      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| Cogeco Financing 2 LP                                  | Cogeco Financing 2 LP, 1st Lien Term Loan B                                       | CUSIP: 19239BAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       49869 | PA      | $48298.13     | 0.00%             | 2028-09-01      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| RealTruck Group, Inc.                                  | RealTruck Group, Inc., 1st Lien Term Loan                                         | CUSIP: 89778PAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      110497 | PA      | $63093.73     | 0.00%             | 2028-01-31      | Variable      | 8.93%                 | No            |                  2 | On Loan: No      |
| JFL-Tiger Acquisition Co., Inc.                        | JFL-Tiger Acquisition Co., Inc., 1st Lien Term Loan                               | CUSIP: 465966AB5<br>LEI: 254900KPFL42CYD2VY03 | Long             | LON              | CORP              | US        |      106806 | PA      | $106805.66    | 0.01%             | 2030-10-17      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| Samarco Mineracao SA                                   | Samarco Mineracao SA                                                              | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |       43006 | PA      | $43049.01     | 0.00%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Action Environmental Group, Inc. (The)                 | Action Environmental Group, Inc. (The), 1st Lien Term Loan                        | CUSIP: 00507JAF3<br>LEI: 549300BB30QUQC86W666 | Long             | LON              | CORP              | US        |      135982 | PA      | $135676.18    | 0.01%             | 2030-10-24      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                       | Fantasia Holdings Group Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |      400000 | PA      | $4500.00      | 0.00%             | 2021-12-18      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| BlackRock Funds III                                    | BlackRock Cash Funds: Institutional, SL Agency Shares                             | CUSIP: 066922519<br>LEI: 549300JDHS1T46VWOG19 | Long             | STIV             | RF                | US        |    23915610 | NS      | $23922784.86  | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Boels Topholding BV                                    | Boels Topholding BV                                                               | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $120181.94    | 0.01%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sandstone Peak IV Ltd.                                 | Sandstone Peak IV Ltd., Series 2025-1A, Class A1                                  | CUSIP: 80012AAA3<br>LEI: 254900HZXZ4VWBL5OX74 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1002386.30   | 0.06%             | 2039-01-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                | Sasol Financing USA LLC                                                           | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199195.00    | 0.01%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                | Kingdom of Saudi Arabia                                                           | CUSIP: 80413TBE8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      200000 | PA      | $172368.00    | 0.01%             | 2053-01-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                        | TransDigm, Inc., 1st Lien Term Loan J                                             | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      608108 | PA      | $608892.46    | 0.04%             | 2031-02-28      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                | American Airlines, Inc., 1st Lien Term Loan                                       | CUSIP: 02376CBM6<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |      318559 | PA      | $310311.89    | 0.02%             | 2029-06-04      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| BIP Pipeco Holding LLC                                 | Bip Pipeco Holding LLC, 1st Lien Term Loan                                        | CUSIP: 05554DAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      108213 | PA      | $108449.96    | 0.01%             | 2030-12-05      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                    | Iron Mountain, Inc., 1st Lien Term Loan B                                         | CUSIP: 46284NAV1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              | CORP              | US        |      159389 | PA      | $159189.56    | 0.01%             | 2031-01-31      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                             | Charles Schwab Corp. (The)                                                        | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |        7435 | NS      | $681343.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp.               | Science Applications International Corp.                                          | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |       81000 | PA      | $80195.02     | 0.01%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Science Applications International Corp.               | Science Applications International Corp.                                          | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |      186000 | PA      | $183459.07    | 0.01%             | 2033-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                           | Scientific Games Holdings LP                                                      | CUSIP: 80874DAA4<br>LEI: 549300W5GPFXXB6TQ330 | Long             | DBT              | CORP              | US        |      134000 | PA      | $113085.60    | 0.01%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                           | Scotts Miracle-Gro Co. (The)                                                      | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |       45000 | PA      | $41988.84     | 0.00%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                           | Scotts Miracle-Gro Co. (The)                                                      | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |       27000 | PA      | $25121.93     | 0.00%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.              | Seagate Data Storage Technology Pte. Ltd.                                         | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |       72000 | PA      | $73562.90     | 0.00%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.              | Seagate Data Storage Technology Pte. Ltd.                                         | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      150000 | PA      | $152578.95    | 0.01%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings, Inc.                                  | WEC US Holdings, Inc., 1st Lien Term Loan                                         | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |      410140 | PA      | $410955.75    | 0.03%             | 2031-01-27      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Bombardier Recreational Products, Inc.                 | Bombardier Recreational Products, Inc., 1st Lien Term Loan                        | CUSIP: 09776MAT1<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      135972 | PA      | $135564.58    | 0.01%             | 2031-01-22      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| TMK Hawk Parent Corp.                                  | TMK Hawk Parent Corp., 1st Lien Term Loan B                                       | CUSIP: 87258WAV7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      149183 | PA      | $67878.45     | 0.00%             | 2029-06-29      | Variable      | 7.65%                 | No            |                  3 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.       | American Builders & Contractors Supply Co., Inc., 1st Lien Term Loan B            | CUSIP: 02474RAJ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      242335 | PA      | $243032.55    | 0.02%             | 2031-01-31      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                            | Caesars Entertainment, Inc., 1st Lien Term Loan B1                                | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |      337604 | PA      | $326422.71    | 0.02%             | 2031-02-06      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                              | UKG, Inc., 1st Lien Term Loan                                                     | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |      506816 | PA      | $488636.65    | 0.03%             | 2031-02-10      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Motion Finco SARL                                      | Motion Finco SARL, Facility 1st Lien Term Loan B3                                 | CUSIP: L6526BAG9<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      299698 | PA      | $265140.18    | 0.02%             | 2029-11-13      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Sempra                                                 | Sempra                                                                            | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |        3352 | NS      | $318842.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies, Inc.                             | Sensata Technologies, Inc.                                                        | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |       85000 | PA      | $82412.84     | 0.01%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                             | Sensata Technologies, Inc.                                                        | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      824000 | PA      | $850187.54    | 0.05%             | 2032-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SentinelOne, Inc.                                      | SentinelOne, Inc., Class A                                                        | CUSIP: 81730H109<br>LEI: 984500DCD44DBF954221 | Long             | EC               | CORP              | US        |        3077 | NS      | $43570.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Serbia                                     | Republic of Serbia                                                                | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      200000 | PA      | $205100.00    | 0.01%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                            | Service Corp. International                                                       | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |       78000 | PA      | $73695.96     | 0.00%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                            | Service Corp. International                                                       | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      370000 | PA      | $373262.29    | 0.02%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                               | Service Properties Trust                                                          | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     1147000 | PA      | $1206984.66   | 0.08%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                               | Service Properties Trust                                                          | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       47000 | PA      | $48230.84     | 0.00%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                               | Service Properties Trust                                                          | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      297000 | PA      | $272892.42    | 0.02%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Applied Systems, Inc.                                  | Applied Systems, Inc., 1st Lien Term Loan B                                       | CUSIP: 03827FBD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      368158 | PA      | $362970.98    | 0.02%             | 2031-02-24      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Summer BC Holdco B SARL                                | Summer BC Holdco B SARL, Facility 1st Lien Term Loan B                            | CUSIP: 86564BAC6<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |       66325 | PA      | $55650.60     | 0.00%             | 2029-02-15      | Variable      | 8.96%                 | No            |                  2 | On Loan: No      |
| Cotiviti, Inc.                                         | Cotiviti, Inc., 1st Lien Term Loan                                                | CUSIP: 22164MAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      135215 | PA      | $128201.40    | 0.01%             | 2031-05-01      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Cotiviti, Inc.                                         | Cotiviti, Inc., 1st Lien Term Loan B                                              | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |      272924 | PA      | $250134.47    | 0.02%             | 2031-05-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                   | Clear Channel Outdoor Holdings, Inc., 1st Lien Term Loan                          | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |       65503 | PA      | $65652.86     | 0.00%             | 2028-08-23      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| ICON Luxembourg SARL                                   | ICON Luxembourg SARL, 1st Lien Term Loan                                          | CUSIP: L5000DAE7<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | LU        |       62557 | PA      | $62752.44     | 0.00%             | 2028-07-03      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                             | Sherwin-Williams Co. (The)                                                        | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |        1292 | NS      | $415520.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments LLC                                    | Shift4 Payments LLC                                                               | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |      654000 | PA      | $652707.70    | 0.04%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| StubHub HoldCo Sub LLC                                 | StubHub Holdco Sub LLC, 1st Lien Term Loan B                                      | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |      255754 | PA      | $253132.94    | 0.02%             | 2030-03-15      | Variable      | 8.40%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                    | Station Casinos LLC, Facility 1st Lien Term Loan B                                | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |      162744 | PA      | $163108.58    | 0.01%             | 2031-03-14      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| SHOPS Commercial Mortgage Trust                        | SHOPS Commercial Mortgage Trust, Series 2026-CSTL, Class A                        | CUSIP: 82510YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      780000 | PA      | $780000.00    | 0.05%             | 2039-05-15      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| PRA Health Sciences, Inc.                              | PRA Health Sciences, Inc., 1st Lien Term Loan B                                   | CUSIP: L5000DAF4<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | US        |       15701 | PA      | $15750.18     | 0.00%             | 2028-07-03      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Air Canada                                             | Air Canada, 1st Lien Term Loan                                                    | CUSIP: C0102MAS4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |      244481 | PA      | $243869.51    | 0.02%             | 2031-03-21      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                       | NRG Energy, Inc., 1st Lien Term Loan                                              | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |      404909 | PA      | $405549.02    | 0.03%             | 2031-04-16      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                | Quikrete Holdings, Inc., 1st Lien Term Loan B2                                    | CUSIP: 74839XAK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      310416 | PA      | $310586.27    | 0.02%             | 2029-03-19      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO 8 Ltd.                                | Silver Point CLO 8 Ltd., Series 2025-8A, Class A1                                 | CUSIP: 827918AA1<br>LEI: 254900U97WKD6RJ07L38 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1000907.60   | 0.06%             | 2038-04-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO 1 Ltd.                                | Silver Point CLO 1 Ltd., Series 2022-1A, Class BR                                 | CUSIP: 828085AS9<br>LEI: 549300UJUGKIKZF7CD63 | Long             | ABS-CBDO         | CORP              | JE        |     1500000 | PA      | $1505561.10   | 0.10%             | 2038-01-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO 7 Ltd.                                | Silver Point CLO 7 Ltd., Series 2024-7A, Class A1                                 | CUSIP: 82808UAA3<br>LEI: 254900UZNMKMPK9GWJ82 | Long             | ABS-CBDO         | CORP              | KY        |     1700000 | PA      | $1704346.22   | 0.11%             | 2038-01-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Simmons Foods, Inc.                                    | Simmons Foods, Inc.                                                               | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       49000 | PA      | $47276.59     | 0.00%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Simon Property Group, Inc.                             | Simon Property Group, Inc.                                                        | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |        3788 | NS      | $771653.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Television Group, Inc.                        | Sinclair Television Group, Inc.                                                   | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |      459000 | PA      | $475326.63    | 0.03%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                          | Six Flags Entertainment Corp.                                                     | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $40666.04     | 0.00%             | 2032-01-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XV Ltd.                               | Sixth Street CLO XV Ltd., Series 2020-15A, Class AR                               | CUSIP: 83012BAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1001927.20   | 0.06%             | 2037-10-24      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO IX Ltd.                               | Sixth Street CLO IX Ltd., Series 2017-9A, Class AR                                | CUSIP: 83012CAC9<br>LEI: 549300T5OQR4UD880D68 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2004491.80   | 0.13%             | 2037-07-21      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XX Ltd.                               | Sixth Street CLO XX Ltd., Series 2021-20A, Class BR                               | CUSIP: 83012QAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      750000 | PA      | $753358.35    | 0.05%             | 2038-07-17      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Skeena Resources Ltd.                                  | Skeena Resources Ltd.                                                             | CUSIP: 83056PAA1<br>LEI: 549300DCWSQFVVZ21289 | Long             | DBT              | CORP              | CA        |       22000 | PA      | $23033.34     | 0.00%             | 2031-04-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                                | Genesee & Wyoming, Inc., 1st Lien Term Loan                                       | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |      490452 | PA      | $490745.84    | 0.03%             | 2031-04-10      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Brand Industrial Services, Inc.                        | Brand Industrial Services, Inc., 1st Lien Term Loan C                             | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |      286813 | PA      | $248064.87    | 0.02%             | 2030-08-01      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                       | Modena Buyer LLC, 1st Lien Term Loan                                              | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |       87865 | PA      | $79347.23     | 0.01%             | 2031-07-01      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                          | Six Flags Entertainment Corp., 1st Lien Term Loan B                               | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |       97067 | PA      | $96318.88     | 0.01%             | 2031-05-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Snap-on, Inc.                                          | Snap-on, Inc.                                                                     | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |         699 | NS      | $267996.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap, Inc.                                             | Snap, Inc.                                                                        | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      331000 | PA      | $322240.81    | 0.02%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Snap, Inc.                                             | Snap, Inc.                                                                        | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      149000 | PA      | $144212.97    | 0.01%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Snowflake, Inc.                                        | Snowflake, Inc., Class A                                                          | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |        1273 | NS      | $173726.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EyeCare Partners LLC                                   | EyeCare Partners LLC, 1st Lien Term Loan C                                        | CUSIP: 30233PAR1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        5791 | PA      | $970.01       | 0.00%             | 2028-11-30      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials, Inc.                      | Solstice Advanced Materials, Inc.                                                 | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |      249000 | PA      | $247673.68    | 0.02%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sotheby's                                              | Sotheby's                                                                         | CUSIP: 835898AJ6<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |      402000 | PA      | $390539.06    | 0.02%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                             | Sotera Health Holdings LLC                                                        | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |       62000 | PA      | $64445.38     | 0.00%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                               | Republic of South Africa                                                          | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      279000 | PA      | $207855.00    | 0.01%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                               | Republic of South Africa                                                          | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      252000 | PA      | $203616.00    | 0.01%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                               | Republic of South Africa                                                          | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      200000 | PA      | $209200.00    | 0.01%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                               | Republic of South Africa                                                          | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      222000 | PA      | $226728.60    | 0.01%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                | SS&C Technologies, Inc., 1st Lien Term Loan B8                                    | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |      204381 | PA      | $204373.25    | 0.01%             | 2031-05-09      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| South Bow Corp.                                        | South Bow Corp.                                                                   | CUSIP: 83671M105<br>LEI: 2549000XS5TAFA3YF943 | Long             | EC               | CORP              | CA        |        5686 | NS      | $194688.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Parent LLC                                     | Central Parent LLC, 1st Lien Term Loan                                            | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      319267 | PA      | $142712.38    | 0.01%             | 2029-07-06      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Setanta Aircraft Leasing DAC                           | Setanta Aircraft Leasing DAC, 1st Lien Term Loan B                                | CUSIP: G8057JAC0<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |       56000 | PA      | $56288.96     | 0.00%             | 2028-11-06      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Core & Main LP                                         | Core & Main LP, 1st Lien Term Loan D                                              | CUSIP: 40416VAG0<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |      244711 | PA      | $245219.51    | 0.02%             | 2028-07-27      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corp.                                  | Epicor Software Corp., 1st Lien Term Loan E                                       | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |      331592 | PA      | $326827.01    | 0.02%             | 2031-05-30      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Celestica, Inc.                                        | Celestica, Inc., 1st Lien Term Loan B                                             | CUSIP: C2348CAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      245160 | PA      | $244701.90    | 0.02%             | 2031-06-20      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Gates Corp.                                            | Gates Corp., 1st Lien Term Loan B5                                                | CUSIP: 36740UAY8<br>LEI: 984500F43C791F4C7894 | Long             | LON              | CORP              | US        |      203012 | PA      | $203217.06    | 0.01%             | 2031-06-04      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                    | LBM Acquisition LLC, 1st Lien Term Loan                                           | CUSIP: 50179JAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      149619 | PA      | $124483.25    | 0.01%             | 2031-06-06      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Gulfside Supply, Inc.                                  | Gulfside Supply, Inc., 1st Lien Term Loan                                         | CUSIP: 40273UAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      181096 | PA      | $162307.56    | 0.01%             | 2031-06-17      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                      | Gen Digital, Inc., 1st Lien Term Loan B                                           | CUSIP: 66877AAF5<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |      289967 | PA      | $285173.60    | 0.02%             | 2029-09-12      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                     | Southern Co. (The)                                                                | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |       10630 | NS      | $1027921.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corp.                                  | Southern Copper Corp.                                                             | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |        1555 | NS      | $266977.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst Catalyst Technologies LLC                      | Ecovyst Catalyst Technologies LLC, 1st Lien Term Loan                             | CUSIP: 27922JAC0<br>LEI: 254900NH3N3I82Z6Q744 | Long             | LON              | CORP              | US        |      157888 | PA      | $158028.63    | 0.01%             | 2031-06-12      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                        | Trans Union LLC, 1st Lien Term Loan B8                                            | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |      382567 | PA      | $382376.14    | 0.02%             | 2031-06-24      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC                          | White Cap Supply Holdings LLC, Facility 1st Lien Term Loan C                      | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |      459869 | PA      | $456953.61    | 0.03%             | 2029-10-19      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                           | Scientific Games Holdings LP, 1st Lien Term Loan                                  | CUSIP: 80875CAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      177634 | PA      | $174747.65    | 0.01%             | 2029-04-04      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Mitchell International, Inc.                           | Mitchell International, Inc., 2nd Lien Term Loan                                  | CUSIP: 60662WAZ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       74344 | PA      | $68024.76     | 0.00%             | 2032-06-07      | Variable      | 8.90%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                      | Clarios Global LP, 1st Lien Term Loan                                             | CUSIP: C8000CAM5<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |      370487 | PA      | $371761.43    | 0.02%             | 2030-05-06      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                 | Chart Industries, Inc., 1st Lien Term Loan                                        | CUSIP: 16115EAT4<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |       78479 | PA      | $78552.80     | 0.00%             | 2030-03-15      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| DS Admiral Bidco LLC                                   | DS Admiral Bidco LLC, 1st Lien Term Loan                                          | CUSIP: 23344UAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      126460 | PA      | $118872.55    | 0.01%             | 2031-06-26      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                 | Southwest Airlines Co.                                                            | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |        4979 | NS      | $188803.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Power Systems, Inc.                            | Generac Power Systems, Inc., 1st Lien Term Loan                                   | CUSIP: 36874VAQ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      200153 | PA      | $201569.90    | 0.01%             | 2031-06-12      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux SARL                                | Jazz Financing Lux SARL, 1st Lien Term Loan B2                                    | CUSIP: G5080AAJ1<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |      248293 | PA      | $249293.34    | 0.02%             | 2028-05-05      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group Finco Pty. Ltd.                         | Ardonagh Group Finco Pty. Ltd., Facility 1st Lien Term Loan B                     | CUSIP: N/A<br>LEI: 254900YP2E642AGM4G32       | Long             | LON              | CORP              | AU        |      249230 | PA      | $245596.68    | 0.02%             | 2031-02-18      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| City Football Group Ltd.                               | City Football Group Ltd., 1st Lien Term Loan                                      | CUSIP: 17781XAD8<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      155908 | PA      | $155284.48    | 0.01%             | 2030-07-22      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Spire, Inc.                                            | Spire, Inc.                                                                       | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |        2276 | NS      | $207525.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Project Boost Purchaser LLC                            | Project Boost Purchaser LLC, 1st Lien Term Loan                                   | CUSIP: 74339NAG1<br>LEI: 254900SVSL94NTLSDY26 | Long             | LON              | CORP              | US        |      211835 | PA      | $207693.35    | 0.01%             | 2031-07-16      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Darktrace Finco US LLC                                 | Darktrace Finco US LLC, 1st Lien Term Loan                                        | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |       84648 | PA      | $79410.88     | 0.01%             | 2031-10-09      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                  | OneMain Finance Corp.                                                             | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       73000 | PA      | $71959.61     | 0.00%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Vizient, Inc.                                          | Vizient, Inc., 1st Lien Term Loan B8                                              | CUSIP: 92855LAR7<br>LEI: 5493007V6T3HZ7777P70 | Long             | LON              | CORP              | US        |       71267 | PA      | $71373.72     | 0.00%             | 2031-08-01      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Spruce Hill Mortgage Loan Trust                        | Spruce Hill Mortgage Loan Trust, Series 2022-SH1, Class A1A                       | CUSIP: 85213XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1174544 | PA      | $1163224.68   | 0.07%             | 2057-07-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                            | Block, Inc.                                                                       | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      649000 | PA      | $661365.81    | 0.04%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                            | Block, Inc.                                                                       | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100100.90    | 0.01%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                            | Block, Inc.                                                                       | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      132000 | PA      | $131745.24    | 0.01%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STAG Industrial, Inc.                                  | STAG Industrial, Inc.                                                             | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |        4029 | NS      | $155438.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Building Solutions, Inc.                      | Standard Building Solutions, Inc.                                                 | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      163000 | PA      | $164610.44    | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                      | Standard Building Solutions, Inc.                                                 | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      275000 | PA      | $274823.75    | 0.02%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                      | Standard Building Solutions, Inc.                                                 | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      339000 | PA      | $330483.37    | 0.02%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                              | Standard Industries, Inc.                                                         | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      292000 | PA      | $278794.28    | 0.02%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                              | Standard Industries, Inc.                                                         | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       44000 | PA      | $39937.96     | 0.00%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Wilsonart LLC                                          | Wilsonart LLC, 1st Lien Term Loan                                                 | CUSIP: 97246FAM8<br>LEI: 549300SAZRUMYKDJBY14 | Long             | LON              | CORP              | US        |      413120 | PA      | $374332.00    | 0.02%             | 2031-08-05      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Star Holding LLC                                       | Star Holding LLC                                                                  | CUSIP: 85513AAA6<br>LEI: 254900BDGPE9N1WAKD59 | Long             | DBT              | CORP              | US        |      143000 | PA      | $145907.62    | 0.01%             | 2031-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Star Parent, Inc.                                      | Star Parent, Inc.                                                                 | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |      467000 | PA      | $489207.72    | 0.03%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                          | Starwood Property Trust, Inc.                                                     | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |       54000 | PA      | $55957.93     | 0.00%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                          | Starwood Property Trust, Inc.                                                     | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      109000 | PA      | $111675.51    | 0.01%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                          | Starwood Property Trust, Inc.                                                     | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |       71000 | PA      | $73023.86     | 0.00%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                     | State Street Corp.                                                                | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |        2112 | NS      | $322798.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Station Casinos LLC                                    | Station Casinos LLC                                                               | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |       75000 | PA      | $73833.70     | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                    | Station Casinos LLC                                                               | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |      445000 | PA      | $450547.37    | 0.03%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                   | Steel Dynamics, Inc.                                                              | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |         818 | NS      | $187043.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stillwater Mining Co.                                  | Stillwater Mining Co.                                                             | CUSIP: 86074QAQ5<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |      200000 | PA      | $190625.00    | 0.01%             | 2029-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Jetblue Airways Corp.                                  | Jetblue Airways Corp., 1st Lien Term Loan                                         | CUSIP: G5112TAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      192955 | PA      | $171087.55    | 0.01%             | 2029-08-27      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| STL Holding Co. LLC                                    | STL Holding Co. LLC                                                               | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |       27000 | PA      | $28017.09     | 0.00%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                              | Stonepeak Nile Parent LLC                                                         | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |       28000 | PA      | $29296.75     | 0.00%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SIRVA Worldwide, Inc.                                  | SIRVA Worldwide, Inc., 1st Lien Term Loan                                         | CUSIP: 82967VAX8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       41533 | PA      | $16613.05     | 0.00%             | 2029-08-20      | Variable      | 11.66%                | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                        | TransDigm, Inc., 1st Lien Term Loan L                                             | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      227708 | PA      | $228010.66    | 0.01%             | 2032-01-19      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Paint Intermediate III LLC                             | Paint Intermediate III LLC, 1st Lien Term Loan B                                  | CUSIP: 69575EAL3<br>LEI: 549300C2JJM7BNZTR054 | Long             | LON              | CORP              | US        |       93060 | PA      | $93153.06     | 0.01%             | 2031-10-09      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Delta 2 (Lux) SARL                                     | Delta 2 (Lux) SARL, 1st Lien Term Loan B                                          | CUSIP: L2465BAW6<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |      404249 | PA      | $404552.41    | 0.03%             | 2031-09-30      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                     | Ryan Specialty LLC, 1st Lien Term Loan B1                                         | CUSIP: 78350UAJ4<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |      201941 | PA      | $202344.66    | 0.01%             | 2031-09-15      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Corpay Technologies Operating Co. LLC                  | Corpay Technologies Operating Co. LLC, 1st Lien Term Loan B4                      | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |      204882 | PA      | $205041.60    | 0.01%             | 2028-04-28      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                            | Asurion LLC, 1st Lien Term Loan B12                                               | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      114019 | PA      | $114080.78    | 0.01%             | 2030-09-19      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                 | LifePoint Health, Inc., 1st Lien Term Loan B1                                     | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |      202507 | PA      | $201536.93    | 0.01%             | 2031-05-19      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Sun Communities, Inc.                                  | Sun Communities, Inc.                                                             | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |        9339 | NS      | $1193897.76   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BCPE Pequod Buyer, Inc.                                | BCPE Pequod Buyer, Inc., 1st Lien Term Loan                                       | CUSIP: 05624AAB8<br>LEI: 254900HEEOS2IWC84V94 | Long             | LON              | CORP              | US        |      228274 | PA      | $225706.35    | 0.01%             | 2031-11-25      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                              | Sunoco LP                                                                         | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      967000 | PA      | $1001382.65   | 0.06%             | 2030-09-18      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                              | Sunoco LP                                                                         | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       37000 | PA      | $37137.31     | 0.00%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                              | Sunoco LP                                                                         | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       37000 | PA      | $36867.21     | 0.00%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                              | Sunoco LP                                                                         | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      302000 | PA      | $308767.22    | 0.02%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                          | Surgery Center Holdings, Inc.                                                     | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |      824000 | PA      | $821800.17    | 0.05%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Suriname Government International Bond                 | Suriname Government International Bond                                            | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |      200000 | PA      | $218762.50    | 0.01%             | 2035-11-06      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                         | US Foods, Inc., 1st Lien Term Loan B                                              | CUSIP: 90351HAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      120475 | PA      | $121408.68    | 0.01%             | 2031-10-03      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Sword Purchaser LLC                                    | Sword Purchaser LLC                                                               | CUSIP: 87110CAB3<br>LEI: 254900S0VY2QTAITBR94 | Long             | DBT              | CORP              | US        |      172000 | PA      | $175983.21    | 0.01%             | 2033-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd.                                 | Sycamore Tree CLO Ltd., Series 2023-3A, Class CR                                  | CUSIP: 87122FAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1001255.10   | 0.06%             | 2037-04-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd.                                 | Sycamore Tree CLO Ltd., Series 2025-6A, Class D1A                                 | CUSIP: 87122HAJ1<br>LEI: 2138001M3BAXCUCAUG38 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2001598.00   | 0.13%             | 2038-04-20      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                         | Synopsys, Inc.                                                                    | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |         576 | NS      | $277977.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TCO Commercial Mortgage Trust                          | TCO Commercial Mortgage Trust, Series 2024-DPM, Class A                           | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1150000 | PA      | $1150000.00   | 0.07%             | 2039-12-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| TICP CLO XI Ltd.                                       | TICP CLO XI Ltd., Series 2018-11A, Class DR                                       | CUSIP: 87249QAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $299209.89    | 0.02%             | 2037-04-25      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.            | Taiwan Semiconductor Manufacturing Co. Ltd.                                       | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |         783 | NS      | $310114.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Talen Energy Supply LLC                                | Talen Energy Supply LLC                                                           | CUSIP: 87422VAQ1<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      440000 | PA      | $440784.63    | 0.03%             | 2031-05-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                           | Tallgrass Energy Partners LP                                                      | CUSIP: 87470LAD3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |       91000 | PA      | $90780.86     | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                           | Tallgrass Energy Partners LP                                                      | CUSIP: 87470LAL5<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |      279000 | PA      | $287434.73    | 0.02%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                             | Trident TPI Holdings, Inc., 1st Lien Term Loan B7                                 | CUSIP: 00216EAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      157768 | PA      | $148409.51    | 0.01%             | 2028-09-15      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                         | Raven Acquisition Holdings LLC, Delayed Draw 1st Lien Term Loan                   | CUSIP: 75419XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       12810 | PA      | $12725.38     | 0.00%             | 2031-11-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                         | Raven Acquisition Holdings LLC, 1st Lien Term Loan                                | CUSIP: 75419XAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      177711 | PA      | $176537.74    | 0.01%             | 2031-11-19      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings LP                               | Endo Finance Holdings LP, 1st Lien Term Loan                                      | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      128942 | PA      | $127427.37    | 0.01%             | 2031-04-23      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                 | Citadel Securities Global Holdings LLC, Facility 1st Lien Term Loan               | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |      449213 | PA      | $450708.63    | 0.03%             | 2031-10-31      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co., Inc.                          | Dynasty Acquisition Co., Inc., 1st Lien Term Loan B1                              | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |      293614 | PA      | $294488.65    | 0.02%             | 2031-10-31      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co., Inc.                          | Dynasty Acquisition Co., Inc., 1st Lien Term Loan B2                              | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |      112225 | PA      | $112558.98    | 0.01%             | 2031-10-31      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer, Inc.                             | Zelis Payments Buyer, Inc., 1st Lien Term Loan                                    | CUSIP: 98932TAH6<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |      317995 | PA      | $313771.98    | 0.02%             | 2031-11-26      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                         | Tapestry, Inc.                                                                    | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |        1026 | NS      | $148811.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Construction Partners, Inc.                            | Construction Partners, Inc., 1st Lien Term Loan                                   | CUSIP: 21043XAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      128227 | PA      | $128922.37    | 0.01%             | 2031-11-03      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                           | Target Corp.                                                                      | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |        9529 | NS      | $1236387.75   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                                  | Targa Resources Corp.                                                             | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |        1961 | NS      | $510016.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Learfield Communications LLC                           | Learfield Communications LLC, 1st Lien Term Loan                                  | CUSIP: 00165HAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      161702 | PA      | $162024.99    | 0.01%             | 2028-06-30      | Variable      | 8.15%                 | No            |                  2 | On Loan: No      |
| Clover Holdings 2 LLC                                  | Clover Holdings 2 LLC, 1st Lien Term Loan                                         | CUSIP: 18914DAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      275359 | PA      | $264085.95    | 0.02%             | 2031-12-09      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                      | Taylor Morrison Communities, Inc.                                                 | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |       31000 | PA      | $31331.11     | 0.00%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TC Energy Corp.                                        | TC Energy Corp.                                                                   | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |        4789 | NS      | $320527.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Canadian Gaming Corp.                            | Great Canadian Gaming Corp., 1st Lien Term Loan B                                 | CUSIP: C4111RAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      204062 | PA      | $198387.24    | 0.01%             | 2029-11-01      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| Telecom Argentina SA                                   | Telecom Argentina SA                                                              | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |      148750 | PA      | $157808.88    | 0.01%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                              | Telecom Italia Capital SA                                                         | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      190000 | PA      | $215130.16    | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies, Inc.                            | Teledyne Technologies, Inc.                                                       | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |         294 | NS      | $189879.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International, Inc.                         | Somnigroup International, Inc.                                                    | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29021.21     | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                 | Tenet Healthcare Corp.                                                            | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      106000 | PA      | $108922.00    | 0.01%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                 | Tenet Healthcare Corp.                                                            | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       96000 | PA      | $97030.94     | 0.01%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                 | Tenet Healthcare Corp.                                                            | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      115000 | PA      | $114706.69    | 0.01%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tenneco, Inc.                                          | Tenneco, Inc.                                                                     | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |      368000 | PA      | $372372.58    | 0.02%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                | Ellucian Holdings, Inc., 2nd Lien Term Loan                                       | CUSIP: 28917XAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       44000 | PA      | $42643.48     | 0.00%             | 2032-11-15      | Variable      | 8.40%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                | Ellucian Holdings, Inc., 1st Lien Term Loan B1                                    | CUSIP: 28917XAB6<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |      336055 | PA      | $329515.13    | 0.02%             | 2029-10-09      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems US Holdings, Inc.               | Axalta Coating Systems US Holdings, Inc., Facility 1st Lien Term Loan B7          | CUSIP: 90347BAP3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      289199 | PA      | $289499.95    | 0.02%             | 2029-12-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| SeaWorld Parks & Entertainment, Inc.                   | SeaWorld Parks & Entertainment, Inc., 1st Lien Term Loan B3                       | CUSIP: 78488CAL4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       71968 | PA      | $71068.31     | 0.00%             | 2031-12-04      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                            | Terex Corp.                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |      198000 | PA      | $201240.67    | 0.01%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Minerals Technologies, Inc.                            | Minerals Technologies, Inc., 1st Lien Term Loan B                                 | CUSIP: 60315GAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      192692 | PA      | $192932.71    | 0.01%             | 2031-11-26      | Variable      | 5.65%                 | No            |                  3 | On Loan: No      |
| WEX, Inc.                                              | WEX, Inc., 1st Lien Term Loan B2                                                  | CUSIP: 96208UAW1<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |       59248 | PA      | $59248.12     | 0.00%             | 2028-04-03      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                   | Prime Security Services Borrower LLC, 1st Lien Term Loan B1                       | CUSIP: 03765VAP5<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |       75875 | PA      | $75923.04     | 0.00%             | 2030-10-15      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                | Texas Instruments, Inc.                                                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |        2518 | NS      | $707759.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron, Inc.                                          | Textron, Inc.                                                                     | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |        1404 | NS      | $134727.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                         | Thermo Fisher Scientific, Inc.                                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |         667 | NS      | $319466.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Go Daddy Operating Co. LLC                             | Go Daddy Operating Co. LLC, 1st Lien Term Loan B8                                 | CUSIP: 38017BAX4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      153211 | PA      | $150992.26    | 0.01%             | 2029-11-09      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                  | Jane Street Group LLC, 1st Lien Term Loan                                         | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |      581553 | PA      | $580465.78    | 0.04%             | 2031-12-15      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| CRC Insurance Group LLC                                | CRC Insurance Group LLC, 1st Lien Term Loan B                                     | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      394798 | PA      | $391640.00    | 0.02%             | 2031-05-06      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                           | MH Sub I LLC, 1st Lien Term Loan                                                  | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |      109758 | PA      | $85885.37     | 0.01%             | 2031-12-31      | Variable      | 7.90%                 | No            |                  2 | On Loan: No      |
| Allspring Buyer LLC                                    | Allspring Buyer LLC, 1st Lien Term Loan                                           | CUSIP: 98922AAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      144902 | PA      | $145445.65    | 0.01%             | 2030-11-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Whatabrands LLC                                        | Whatabrands LLC, 1st Lien Term Loan B                                             | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |      193234 | PA      | $193498.99    | 0.01%             | 2028-08-03      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp.                                  | Reworld Holding Corp., 1st Lien Term Loan B                                       | CUSIP: 22282GAM9<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |      240184 | PA      | $240285.19    | 0.02%             | 2028-11-30      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                   | Flutter Financing BV, 1st Lien Term Loan B                                        | CUSIP: N3313EAG5<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |      327778 | PA      | $326548.42    | 0.02%             | 2030-12-02      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Perrigo Investments LLC                                | Perrigo Investments LLC, 1st Lien Term Loan B                                     | CUSIP: 71429TAF7<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |      213902 | PA      | $213634.98    | 0.01%             | 2029-04-20      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Sparta US HoldCo LLC                                   | Sparta US HoldCo LLC, 1st Lien Term Loan                                          | CUSIP: 84673EAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      151367 | PA      | $151413.94    | 0.01%             | 2030-08-02      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Engines Center LLC (The)             | Edelman Financial Engines Center LLC (The), 1st Lien Term Loan                    | CUSIP: 27943UAM8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      280884 | PA      | $280777.15    | 0.02%             | 2028-04-07      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Ascensus Holdings, Inc.                                | Ascensus Holdings, Inc., 1st Lien Term Loan B                                     | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      325000 | PA      | $321993.75    | 0.02%             | 2032-11-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| USI, Inc.                                              | USI, Inc., 1st Lien Term Loan D                                                   | CUSIP: 90351NAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      203506 | PA      | $203686.98    | 0.01%             | 2029-11-21      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| USI, Inc.                                              | USI, Inc., 1st Lien Term Loan                                                     | CUSIP: 90351NAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      254469 | PA      | $254667.75    | 0.02%             | 2030-09-27      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Dealer Tire Financial LLC                              | Dealer Tire Financial LLC, 1st Lien Term Loan B5                                  | CUSIP: 24228HAR9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      348181 | PA      | $346586.75    | 0.02%             | 2031-07-02      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                             | Cloud Software Group, Inc.                                                        | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      678000 | PA      | $660138.76    | 0.04%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tidewater, Inc.                                        | Tidewater, Inc.                                                                   | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |       38000 | PA      | $40906.92     | 0.00%             | 2030-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                            | Grant Thornton Advisors LLC, 1st Lien Term Loan                                   | CUSIP: 38821UAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      258835 | PA      | $250531.80    | 0.02%             | 2031-06-02      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Core & Main LP                                         | Core & Main LP, 1st Lien Term Loan E                                              | CUSIP: 40416VAH8<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |      160902 | PA      | $160969.69    | 0.01%             | 2031-02-10      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| SWF Holdings I Corp.                                   | SWF Holdings I Corp., 1st Lien Term Loan A1                                       | CUSIP: 78489HAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       41665 | PA      | $41277.45     | 0.00%             | 2029-12-19      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| SWF Holdings I Corp.                                   | SWF Holdings I Corp., Delayed Draw 1st Lien Term Loan                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       55553 | PA      | $55036.60     | 0.00%             | 2029-12-19      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| Derby Buyer LLC                                        | Derby Buyer LLC, 1st Lien Term Loan                                               | CUSIP: 24968CAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      165277 | PA      | $165381.01    | 0.01%             | 2030-11-01      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                     | Wand NewCo 3, Inc., 1st Lien Term Loan                                            | CUSIP: 93369PAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      288389 | PA      | $288726.06    | 0.02%             | 2031-01-30      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| GIP Pilot Acquisition Partners LP                      | GIP Pilot Acquisition Partners LP, 1st Lien Term Loan                             | CUSIP: 31773HAE2<br>LEI: 254900NQOAOPPA12X060 | Long             | LON              | CORP              | US        |       23257 | PA      | $23332.55     | 0.00%             | 2030-10-04      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                      | Clarios Global LP, 1st Lien Term Loan                                             | CUSIP: C8000CAP8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |      555210 | PA      | $557525.23    | 0.04%             | 2032-01-28      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Ciena Corp.                                            | Ciena Corp., 1st Lien Term Loan                                                   | CUSIP: 17178HAR3<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | LON              | CORP              | US        |      284823 | PA      | $284646.02    | 0.02%             | 2030-10-24      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas, Inc.                                   | Hunter Douglas, Inc., 1st Lien Term Loan B1                                       | CUSIP: N8137FAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      300301 | PA      | $296868.56    | 0.02%             | 2032-01-16      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| TransAlta Corp.                                        | TransAlta Corp.                                                                   | CUSIP: 89346DAL1<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |      131000 | PA      | $130672.28    | 0.01%             | 2034-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC              | Oryx Midstream Services Permian Basin LLC, 1st Lien Term Loan                     | CUSIP: 68764JAJ0<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |      365409 | PA      | $366347.93    | 0.02%             | 2028-10-05      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| TransDigm Group, Inc.                                  | TransDigm Group, Inc.                                                             | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         293 | NS      | $339874.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm, Inc.                                        | TransDigm, Inc.                                                                   | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      137000 | PA      | $138850.60    | 0.01%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                        | TransDigm, Inc.                                                                   | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       54000 | PA      | $55077.57     | 0.00%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                        | TransDigm, Inc.                                                                   | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      513000 | PA      | $527206.51    | 0.03%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                        | TransDigm, Inc.                                                                   | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      656000 | PA      | $662271.13    | 0.04%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                        | TransDigm, Inc.                                                                   | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      936000 | PA      | $943196.90    | 0.06%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                        | TransDigm, Inc.                                                                   | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      177000 | PA      | $181001.26    | 0.01%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                        | TransDigm, Inc.                                                                   | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      631000 | PA      | $648223.78    | 0.04%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                        | TransDigm, Inc.                                                                   | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      631000 | PA      | $631694.05    | 0.04%             | 2034-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Genesys Cloud Services, Inc.                           | Genesys Cloud Services, Inc., 1st Lien Term Loan                                  | CUSIP: 39479UAY9<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |      255849 | PA      | $247086.05    | 0.02%             | 2032-01-30      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Garrett Motion Holdings, Inc.                          | Garrett Motion Holdings, Inc., 1st Lien Term Loan                                 | CUSIP: 36649XAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      145000 | PA      | $145181.15    | 0.01%             | 2032-01-30      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| LS Group OpCo Acquistion LLC                           | LS Group OpCo Acquistion LLC, 1st Lien Term Loan B                                | CUSIP: 50220KAD6<br>LEI: 549300GJM1TKHPYFPF83 | Long             | LON              | CORP              | US        |      229321 | PA      | $229130.87    | 0.01%             | 2031-04-23      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Acuren Delaware Holdco, Inc.                           | Acuren Delaware Holdco, Inc., 1st Lien Term Loan                                  | CUSIP: 00036YAD5<br>LEI: 984500AF5AADE92B5332 | Long             | LON              | CORP              | US        |       96269 | PA      | $96616.37     | 0.01%             | 2031-07-30      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                          | Transocean International Ltd.                                                     | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |       53000 | PA      | $56791.83     | 0.00%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                          | Transocean International Ltd.                                                     | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |       33600 | PA      | $35192.67     | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                          | Transocean International Ltd.                                                     | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      142000 | PA      | $150161.17    | 0.01%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                 | HUB International Ltd., 1st Lien Term Loan                                        | CUSIP: 44332EAZ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      533390 | PA      | $534610.99    | 0.03%             | 2030-06-20      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Mavis Tire Express Services Topco Corp.                | Mavis Tire Express Services Topco Corp., 1st Lien Term Loan                       | CUSIP: 57777YAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      332747 | PA      | $332993.51    | 0.02%             | 2028-05-04      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| OneDigital Borrower LLC                                | OneDigital Borrower LLC, 1st Lien Term Loan                                       | CUSIP: 68277FAN9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      114267 | PA      | $112495.83    | 0.01%             | 2031-07-02      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Co., Inc.                                 | Boxer Parent Co., Inc., 1st Lien Term Loan                                        | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |      418873 | PA      | $386933.93    | 0.02%             | 2031-07-30      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                                       | EOC Borrower LLC, 1st Lien Term Loan B                                            | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      409444 | PA      | $410364.90    | 0.03%             | 2032-03-24      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Kaman Corp.                                            | Kaman Corp., 1st Lien Term Loan                                                   | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |      103519 | PA      | $103950.54    | 0.01%             | 2032-02-26      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| Kaman Corp.                                            | Kaman Corp., Delayed Draw 1st Lien Term Loan                                      | CUSIP: 48354VAN2<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |       12007 | PA      | $12057.40     | 0.00%             | 2032-02-26      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Concentra Health Services, Inc.                        | Concentra Health Services, Inc., 1st Lien Term Loan B1                            | CUSIP: 20602RAD2<br>LEI: 984500GB84105F75DE32 | Long             | LON              | CORP              | US        |      242389 | PA      | $243399.89    | 0.02%             | 2031-07-28      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                | Quikrete Holdings, Inc., 1st Lien Term Loan B3                                    | CUSIP: 74839XAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      175690 | PA      | $175756.76    | 0.01%             | 2032-02-10      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp.                                   | CNT Holdings I Corp., 1st Lien Term Loan                                          | CUSIP: 12656AAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      201195 | PA      | $201863.17    | 0.01%             | 2032-11-08      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                           | Focus Financial Partners LLC, 1st Lien Term Loan B                                | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |      416118 | PA      | $412652.00    | 0.03%             | 2031-09-15      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Trimaran Cavu Ltd.                                     | Trimaran CAVU Ltd., Series 2021-1A, Class AR                                      | CUSIP: 89624NAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2004170.20   | 0.13%             | 2037-07-23      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Trimaran Cavu Ltd.                                     | Trimaran CAVU Ltd., Series 2021-1A, Class BR                                      | CUSIP: 89624NAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1001677.40   | 0.06%             | 2037-07-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Trimaran Cavu Ltd.                                     | Trimaran CAVU Ltd., Series 2021-1A, Class D1R                                     | CUSIP: 89624NAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1001593.10   | 0.06%             | 2037-07-23      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd.                                     | Trimaran CAVU Ltd., Series 2022-2A, Class AR                                      | CUSIP: 89625BAN3<br>LEI: 549300JHXVOIVLAKRV03 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2004139.60   | 0.13%             | 2038-03-27      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Republic of Trinidad & Tobago                          | Republic of Trinidad & Tobago                                                     | CUSIP: 896292AN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |      320000 | PA      | $327702.40    | 0.02%             | 2036-01-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sunrise Financing Partnership                          | Sunrise Financing Partnership, Facility 1st Lien Term Loan B                      | CUSIP: N9000DAK3<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |      115000 | PA      | $114956.30    | 0.01%             | 2032-02-16      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                           | Trivium Packaging Finance BV                                                      | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |      760000 | PA      | $792443.64    | 0.05%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Savor Acquisition, Inc.                                | Savor Acquisition, Inc., 1st Lien Term Loan                                       | CUSIP: 80536AAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       15920 | PA      | $15962.15     | 0.00%             | 2032-02-19      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                    | Hilcorp Energy I LP, 1st Lien Term Loan                                           | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |      198990 | PA      | $199155.16    | 0.01%             | 2030-02-11      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Rand Parent LLC                                        | Rand Parent LLC, 1st Lien Term Loan B                                             | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      253454 | PA      | $254183.78    | 0.02%             | 2030-03-18      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Services, Inc.                       | GFL Environmental Services, Inc., 1st Lien Term Loan                              | CUSIP: 36257SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      368033 | PA      | $368493.36    | 0.02%             | 2032-03-03      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Fortis 333, Inc.                                       | Fortis 333, Inc., 1st Lien Term Loan B                                            | CUSIP: 34958SAB5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      207732 | PA      | $204615.77    | 0.01%             | 2032-03-29      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Trust 2401                                             | Trust 2401                                                                        | CUSIP: 89834MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      200000 | PA      | $217576.00    | 0.01%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Clearwater Analytics LLC                               | Clearwater Analytics LLC, 1st Lien Term Loan                                      | CUSIP: 18512EAF9<br>LEI: 894500N8DN2JO5ZDRQ11 | Long             | LON              | CORP              | US        |      316410 | PA      | $315916.40    | 0.02%             | 2032-04-21      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                   | Prime Security Services Borrower LLC, 1st Lien Term Loan B2                       | CUSIP: 03765VAQ3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |      247132 | PA      | $244275.58    | 0.02%             | 2032-03-08      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Reynolds Consumer Products LLC                         | Reynolds Consumer Products LLC, 1st Lien Term Loan                                | CUSIP: 76171JAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       62591 | PA      | $62825.68     | 0.00%             | 2032-03-04      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Novelis, Inc.                                          | Novelis, Inc., 1st Lien Term Loan                                                 | CUSIP: 67000LAB8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      324493 | PA      | $325404.90    | 0.02%             | 2032-03-11      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                                     | APi Group DE, Inc., 1st Lien Term Loan                                            | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |      323811 | PA      | $324688.78    | 0.02%             | 2029-01-03      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Turkcell Iletisim Hizmetleri A/S                       | Turkcell Iletisim Hizmetleri A/S                                                  | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |      200000 | PA      | $208433.02    | 0.01%             | 2032-01-24      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                              | Republic of Turkiye (The)                                                         | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      296000 | PA      | $301994.00    | 0.02%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                              | Republic of Turkiye (The)                                                         | CUSIP: 900123DT4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      200000 | PA      | $192845.00    | 0.01%             | 2033-03-14      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Apple Bidco LLC                                        | Apple Bidco LLC, 1st Lien Term Loan                                               | CUSIP: 48254EAG6<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |      321827 | PA      | $322029.95    | 0.02%             | 2031-09-23      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Apex Group Treasury LLC                                | Apex Group Treasury LLC, 1st Lien Term Loan B                                     | CUSIP: G0472CAK1<br>LEI: 254900N6HRPDDNW7HP03 | Long             | LON              | CORP              | US        |      281281 | PA      | $263818.72    | 0.02%             | 2032-02-27      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| Quartz AcquireCo LLC                                   | Quartz AcquireCo LLC, 1st Lien Term Loan B2                                       | CUSIP: 74773KAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      241783 | PA      | $200530.21    | 0.01%             | 2030-06-28      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| HB Fuller Co.                                          | HB Fuller Co., 1st Lien Term Loan B                                               | CUSIP: 40409VAW4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      277028 | PA      | $277980.74    | 0.02%             | 2030-02-15      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| DK Crown Holdings, Inc.                                | DK Crown Holdings, Inc., 1st Lien Term Loan B                                     | CUSIP: 23326SAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      225643 | PA      | $225829.86    | 0.01%             | 2032-03-04      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Coherent Corp.                                         | Coherent Corp.                                                                    | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |       80000 | PA      | $79134.89     | 0.01%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                      | Tyson Foods, Inc., Class A                                                        | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |        6117 | NS      | $391916.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                           | UBS Group AG                                                                      | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $233407.80    | 0.01%             | 2033-11-13      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                           | UBS Group AG                                                                      | CUSIP: 902613BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $213351.20    | 0.01%             | 2031-04-12      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                           | UBS Group AG                                                                      | CUSIP: 902613BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $201673.40    | 0.01%             | 2030-08-05      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                           | UBS Group AG                                                                      | CUSIP: 902613BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $203531.40    | 0.01%             | 2035-02-05      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                           | UBS Group AG                                                                      | CUSIP: 902613BV9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $201392.00    | 0.01%             | 2031-01-08      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                              | UDR, Inc.                                                                         | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |       21789 | NS      | $791812.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TK Elevator Midco GmbH                                 | TK Elevator Midco GmbH, 1st Lien Term Loan B1                                     | CUSIP: D9000BAJ1<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | DE        |      605592 | PA      | $610473.26    | 0.04%             | 2030-04-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                              | UKG, Inc.                                                                         | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |      235000 | PA      | $228728.65    | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                         | US Foods, Inc.                                                                    | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |       47000 | PA      | $46488.34     | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                         | US Foods, Inc.                                                                    | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |       13000 | PA      | $13522.03     | 0.00%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Kaseya, Inc.                                           | Kaseya, Inc., 1st Lien Term Loan                                                  | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |      539534 | PA      | $489244.01    | 0.03%             | 2032-03-22      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| WEX, Inc.                                              | WEX, Inc., 1st Lien Term Loan B3                                                  | CUSIP: 96208UAX9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      138600 | PA      | $138055.30    | 0.01%             | 2032-03-05      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Sunrise FinCo. I BV                                    | Sunrise FinCo. I BV                                                               | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $384288.00    | 0.02%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| USI, Inc.                                              | USI, Inc.                                                                         | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |      398000 | PA      | $409387.03    | 0.03%             | 2032-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                       | UWM Holdings LLC                                                                  | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      416000 | PA      | $399261.91    | 0.03%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                       | UWM Holdings LLC                                                                  | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      207000 | PA      | $191961.80    | 0.01%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| US Acute Care Solutions LLC                            | US Acute Care Solutions LLC                                                       | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      293000 | PA      | $276895.89    | 0.02%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                | Ukraine Government Bond                                                           | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       52207 | PA      | $40460.43     | 0.00%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                | Ukraine Government Bond                                                           | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       34805 | PA      | $21231.05     | 0.00%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                | Ukraine Government Bond                                                           | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |        4753 | PA      | $2999.14      | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                | Ukraine Government Bond                                                           | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       17761 | PA      | $8365.43      | 0.00%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                | Ukraine Government Bond                                                           | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       15009 | PA      | $7639.58      | 0.00%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                | Ukraine Government Bond                                                           | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       12508 | PA      | $6347.81      | 0.00%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                             | AAdvantage Loyalty IP Ltd., 1st Lien Term Loan                                    | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      247380 | PA      | $245799.63    | 0.02%             | 2028-04-20      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Citrin Cooperman Advisors LLC                          | Citrin Cooperman Advisors LLC, 1st Lien Term Loan                                 | CUSIP: 17737EAC7<br>LEI: 254900DPG9ZEAP5MK895 | Long             | LON              | CORP              | US        |      184355 | PA      | $177441.34    | 0.01%             | 2032-04-01      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Aimbridge Acquisition Co, Inc.                         | Aimbridge Acquisition Co., Inc., 1st Lien Term Loan                               | CUSIP: 00900YAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       39060 | PA      | $38180.89     | 0.00%             | 2030-03-11      | Variable      | 9.28%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                  | Clydesdale Acquisition Holdings, Inc., 1st Lien Term Loan B                       | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |      253619 | PA      | $234571.88    | 0.01%             | 2032-04-01      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Aimbridge Acquisition Co., Inc.                        | Aimbridge Acquisition Co., Inc., 1st Lien Term Loan                               | CUSIP: 00900YAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       36877 | PA      | $36016.47     | 0.00%             | 2030-03-11      | Variable      | 11.28%                | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                    | Union Pacific Corp.                                                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |        3730 | NS      | $1005160.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings, Inc.                         | United Airlines Holdings, Inc.                                                    | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |      108000 | PA      | $106446.30    | 0.01%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                  | United Mexican States                                                             | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      245000 | PA      | $240835.00    | 0.02%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                  | United Mexican States                                                             | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $197800.00    | 0.01%             | 2038-02-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| United Natural Foods, Inc.                             | United Natural Foods, Inc.                                                        | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100062.70    | 0.01%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                     | United Rentals North America, Inc.                                                | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      251000 | PA      | $248184.42    | 0.02%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MP Midco Holdings LLC                                  | MP Midco Holdings LLC, 1st Lien Term Loan                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20873 | PA      | $20877.11     | 0.00%             | 2030-03-29      | Variable      | 10.16%                | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                               | UnitedHealth Group, Inc.                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |        9415 | NS      | $3488069.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group LP                                         | Uniti Group LP                                                                    | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | PA      | $28987.53     | 0.00%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP                                         | Uniti Group LP                                                                    | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      122000 | PA      | $119866.93    | 0.01%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP                                         | Uniti Group LP, Series Feb                                                        | CUSIP: 91327CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      505000 | PA      | $528535.24    | 0.03%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                        | Naked Juice LLC, 1st Lien Term Loan                                               | CUSIP: 62984CAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      104833 | PA      | $58706.54     | 0.00%             | 2029-01-24      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                        | Naked Juice LLC, 1st Lien Term Loan                                               | CUSIP: 62984CAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      151245 | PA      | $31593.47     | 0.00%             | 2030-01-24      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                        | Naked Juice LLC, 1st Lien Term Loan                                               | CUSIP: 62984CAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      194858 | PA      | $193838.45    | 0.01%             | 2029-01-24      | Variable      | 9.20%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                         | Univision Communications, Inc.                                                    | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       29000 | PA      | $28972.41     | 0.00%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                         | Univision Communications, Inc.                                                    | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      292000 | PA      | $296350.74    | 0.02%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                         | Univision Communications, Inc.                                                    | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      248000 | PA      | $256642.30    | 0.02%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                         | Univision Communications, Inc.                                                    | CUSIP: 914906BB7<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      255000 | PA      | $256389.87    | 0.02%             | 2033-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Upland CLO Ltd.                                        | Upland CLO Ltd., Series 2016-1A, Class CR                                         | CUSIP: 915328BA5<br>LEI: 54930052JF7HYEE5CO91 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $502886.50    | 0.03%             | 2031-04-20      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| USA Compression Partners LP                            | USA Compression Partners LP                                                       | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      206000 | PA      | $212887.40    | 0.01%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| USA Compression Partners LP                            | USA Compression Partners LP                                                       | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      391000 | PA      | $394562.40    | 0.03%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VF Ukraine PAT                                         | VF Ukraine PAT                                                                    | CUSIP: 918212AA9<br>LEI: 213800C9OW7RIPPP6Z96 | Long             | DBT              | CORP              | UA        |      150045 | PA      | $148919.67    | 0.01%             | 2027-02-11      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond              | Republic of Uzbekistan                                                            | CUSIP: 91822QVX2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      200000 | PA      | $211674.00    | 0.01%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                | VZ Secured Financing BV                                                           | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |      201000 | PA      | $176130.65    | 0.01%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                     | Vail Resorts, Inc.                                                                | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |      193000 | PA      | $196888.18    | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                     | Vail Resorts, Inc.                                                                | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |       34000 | PA      | $33797.36     | 0.00%             | 2030-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Valaris Ltd.                                           | Valaris Ltd.                                                                      | CUSIP: 91889FAC5<br>LEI: 5299008BQ9IREYWBTS30 | Long             | DBT              | CORP              | BM        |       78000 | PA      | $81335.98     | 0.01%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                     | Vale Overseas Ltd.                                                                | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |       72000 | PA      | $73710.00     | 0.00%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                     | Vale Overseas Ltd.                                                                | CUSIP: 91911TAT0<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $201180.00    | 0.01%             | 2056-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Vallourec SACA                                         | Vallourec SACA                                                                    | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |      220000 | PA      | $231966.90    | 0.01%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Orion US Finco, Inc.                                   | Orion US Finco, Inc., 1st Lien Term Loan                                          | CUSIP: 68631KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      167000 | PA      | $166712.76    | 0.01%             | 2032-10-08      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| Pregis TopCo LLC                                       | Pregis TopCo LLC, 1st Lien Term Loan                                              | CUSIP: 74045BAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      188116 | PA      | $188057.91    | 0.01%             | 2029-02-01      | Variable      | 7.65%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                   | Flutter Financing BV, 1st Lien Term Loan B                                        | CUSIP: N3313EAJ9<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |      154207 | PA      | $153147.61    | 0.01%             | 2032-06-04      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| VEGAS Trust                                            | VEGAS Trust, Series 2024-TI, Class A                                              | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      260000 | PA      | $260392.47    | 0.02%             | 2039-11-10      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                 | Velocity Commercial Capital Loan Trust, Series 2024-2, Class M5                   | CUSIP: 92259PAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      274884 | PA      | $279906.38    | 0.02%             | 2054-04-25      | Variable      | 10.72%                | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                 | Velocity Commercial Capital Loan Trust, Series 2025-5, Class M2                   | CUSIP: 92262KAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      248841 | PA      | $248046.63    | 0.02%             | 2055-12-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                 | Velocity Commercial Capital Loan Trust, Series 2026-P1, Class A                   | CUSIP: 92263AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2608040 | PA      | $2597273.36   | 0.17%             | 2056-03-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                 | Velocity Commercial Capital Loan Trust, Series 2026-P1, Class M1                  | CUSIP: 92263AAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      222225 | PA      | $220869.89    | 0.01%             | 2056-03-25      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                 | Velocity Commercial Capital Loan Trust, Series 2026-P1, Class M2                  | CUSIP: 92263AAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      206545 | PA      | $205187.42    | 0.01%             | 2056-03-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                 | Velocity Commercial Capital Loan Trust, Series 2026-P1, Class M3                  | CUSIP: 92263AAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      393351 | PA      | $388759.90    | 0.02%             | 2056-03-25      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                 | Velocity Commercial Capital Loan Trust, Series 2026-P1, Class M4                  | CUSIP: 92263AAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      263567 | PA      | $260097.44    | 0.02%             | 2056-03-25      | Variable      | 9.53%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                     | Venture Global Plaquemines LNG LLC                                                | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      136000 | PA      | $150818.97    | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                     | Venture Global Plaquemines LNG LLC                                                | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      144000 | PA      | $161958.82    | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                     | Venture Global Plaquemines LNG LLC                                                | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      533000 | PA      | $558318.03    | 0.04%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                     | Venture Global Plaquemines LNG LLC                                                | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      834000 | PA      | $886575.36    | 0.06%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                     | Venture Global Plaquemines LNG LLC                                                | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      451000 | PA      | $465106.38    | 0.03%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                               | Venture Global LNG, Inc.                                                          | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       27000 | PA      | $28151.12     | 0.00%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                               | Venture Global LNG, Inc.                                                          | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      776000 | PA      | $846900.79    | 0.05%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                               | Venture Global LNG, Inc.                                                          | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      556000 | PA      | $596507.38    | 0.04%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                               | Venture Global LNG, Inc.                                                          | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      782000 | PA      | $773431.39    | 0.05%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co.                                  | Veritiv Operating Co.                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |      123000 | PA      | $129614.30    | 0.01%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| VeriSign, Inc.                                         | VeriSign, Inc.                                                                    | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |         607 | NS      | $163076.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.                           | Verizon Communications, Inc.                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |        1880 | NS      | $90296.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Asurion LLC                                            | Asurion LLC, 1st Lien Term Loan B13                                               | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      301885 | PA      | $301885.29    | 0.02%             | 2030-09-19      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| Wellness Pet LLC                                       | Wellness Pet LLC, 1st Lien Term Loan B                                            | CUSIP: 95004UAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       29859 | PA      | $4006.16      | 0.00%             | 2029-12-31      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust, Series 2026-3, Class B1                               | CUSIP: 92490HAM8<br>LEI: 213800WC8BFD1C25XM36 | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $990974.50    | 0.06%             | 2071-03-25      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust, Series 2026-3, Class B2                               | CUSIP: 92490HAN6<br>LEI: 213800WC8BFD1C25XM36 | Long             | ABS-MBS          | CORP              | US        |      250000 | PA      | $241436.80    | 0.02%             | 2071-03-25      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| Versant Media Group, Inc.                              | Versant Media Group, Inc.                                                         | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |       42000 | PA      | $43607.11     | 0.00%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co.                                    | Vertiv Holdings Co., Class A                                                      | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |        1625 | NS      | $533796.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Colossus Acquireco LLC                                 | Colossus Acquireco LLC, 1st Lien Term Loan                                        | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |      502512 | PA      | $502406.88    | 0.03%             | 2032-07-30      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Gryphon Acquire NewCo LLC                              | Gryphon Acquire NewCo LLC, 1st Lien Term Loan                                     | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      253000 | PA      | $253263.12    | 0.02%             | 2032-09-13      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Aggreko Holdings, Inc.                                 | Aggreko Holdings, Inc., 1st Lien Term Loan                                        | CUSIP: 01330EAD0<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | LU        |      285950 | PA      | $286808.12    | 0.02%             | 2031-05-21      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                            | Beach Acquisition Bidco LLC, 1st Lien Term Loan B1                                | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |      161595 | PA      | $162100.79    | 0.01%             | 2032-09-13      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                    | Viking Cruises Ltd.                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      139000 | PA      | $146468.75    | 0.01%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                    | Viking Cruises Ltd.                                                               | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      367000 | PA      | $367932.55    | 0.02%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                                       | Proofpoint, Inc., 1st Lien Term Loan                                              | CUSIP: 74345HAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      628014 | PA      | $608909.77    | 0.04%             | 2028-08-31      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Viking Ocean Cruises Ship VII Ltd.                     | Viking Ocean Cruises Ship VII Ltd.                                                | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       37000 | PA      | $36975.91     | 0.00%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Somnigroup International, Inc.                         | Somnigroup International, Inc., 1st Lien Term Loan B                              | CUSIP: 88025BAP6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       99981 | PA      | $100230.81    | 0.01%             | 2031-10-24      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                             | Visa, Inc., Class A                                                               | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |        6558 | NS      | $2163090.72   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                           | Vistra Corp.                                                                      | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |        1382 | NS      | $218134.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                           | Vistra Corp.                                                                      | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |      222000 | PA      | $222648.46    | 0.01%             | 2026-12-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Vista Energy Argentina SAU                             | Vista Energy Argentina SAU                                                        | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |       75000 | PA      | $79514.06     | 0.01%             | 2033-06-10      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                             | Vmed O2 UK Financing I plc                                                        | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      377000 | PA      | $324566.31    | 0.02%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                             | Vmed O2 UK Financing I plc                                                        | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $173019.38    | 0.01%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                             | Vmed O2 UK Financing I plc                                                        | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      396000 | PA      | $384977.26    | 0.02%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Crown Finance US, Inc.                                 | Crown Finance US, Inc., 1st Lien Term Loan                                        | CUSIP: 22834KAV3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      107419 | PA      | $107269.82    | 0.01%             | 2031-12-02      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| Volcan Cia Minera SAA                                  | Volcan Cia Minera SAA                                                             | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |      162000 | PA      | $166655.88    | 0.01%             | 2032-10-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VoltaGrid LLC                                          | VoltaGrid LLC                                                                     | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |      671000 | PA      | $696445.66    | 0.04%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                                     | Voyager Parent LLC                                                                | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |      193000 | PA      | $205244.50    | 0.01%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                         | WP Carey, Inc.                                                                    | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |       10324 | NS      | $752929.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group, Inc.                                 | WEC Energy Group, Inc.                                                            | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       11885 | NS      | $1401716.90   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WR Grace Holdings LLC                                  | WR Grace Holdings LLC                                                             | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     1385000 | PA      | $1321426.17   | 0.08%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                  | WR Grace Holdings LLC                                                             | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      388000 | PA      | $392035.59    | 0.02%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                  | WR Grace Holdings LLC                                                             | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      254000 | PA      | $252114.13    | 0.02%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                  | WR Grace Holdings LLC                                                             | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      218000 | PA      | $216548.12    | 0.01%             | 2033-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.              | Westinghouse Air Brake Technologies Corp.                                         | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |         316 | NS      | $85285.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CP Atlas Buyer, Inc.                                   | CP Atlas Buyer, Inc., 1st Lien Term Loan B                                        | CUSIP: 12658HAL6<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |      167931 | PA      | $149773.91    | 0.01%             | 2030-07-08      | Variable      | 8.90%                 | No            |                  2 | On Loan: No      |
| Radiate Holdco LLC                                     | Radiate Holdco LLC, 1st Lien Term Loan                                            | CUSIP: 75025KAM0<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |      323165 | PA      | $294034.96    | 0.02%             | 2029-09-25      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| Walker & Dunlop, Inc.                                  | Walker & Dunlop, Inc.                                                             | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       33000 | PA      | $32817.12     | 0.00%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Froneri US, Inc.                                       | Froneri US, Inc., Facility 1st Lien Term Loan B6                                  | CUSIP: G3679YAM4<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      230423 | PA      | $228645.95    | 0.01%             | 2032-09-30      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                    | Cushman & Wakefield US Borrower LLC, 1st Lien Term Loan                           | CUSIP: 23340DAW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       47460 | PA      | $47578.65     | 0.00%             | 2030-01-31      | Variable      | 6.40%                 | No            |                  3 | On Loan: No      |
| Chariot Buyer LLC                                      | Chariot Buyer LLC, 1st Lien Term Loan                                             | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |      401690 | PA      | $400894.90    | 0.03%             | 2032-09-08      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Creative Artists Agency LLC                            | Creative Artists Agency LLC, 1st Lien Term Loan                                   | CUSIP: 22526WAU2<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |      304826 | PA      | $305502.74    | 0.02%             | 2031-10-01      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                   | Boots Group Finco LP, 1st Lien Term Loan                                          | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | GB        |      352118 | PA      | $353768.93    | 0.02%             | 2032-08-30      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust          | WaMu Mortgage Pass-Through Certificates Trust, Series 2007-OA4, Class 2A          | CUSIP: 93364CAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      207851 | PA      | $178936.98    | 0.01%             | 2047-05-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Summit Acquisition, Inc.                               | Summit Acquisition, Inc., 1st Lien Term Loan                                      | CUSIP: 86600DAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       36815 | PA      | $36891.58     | 0.00%             | 2031-10-16      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                     | Wand NewCo 3, Inc.                                                                | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |      543000 | PA      | $565280.38    | 0.04%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| PointClickCare Technologies, Inc.                      | PointClickCare Technologies, Inc., 1st Lien Term Loan                             | CUSIP: C7365BAG1<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      100584 | PA      | $100521.72    | 0.01%             | 2031-11-03      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Co.                                   | Alterra Mountain Co., 1st Lien Term Loan B8                                       | CUSIP: 46124CAS6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      253029 | PA      | $253239.05    | 0.02%             | 2030-05-31      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Finastra USA, Inc.                                     | Finastra USA, Inc., 1st Lien Term Loan                                            | CUSIP: 31772YAD8<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |      357000 | PA      | $339317.79    | 0.02%             | 2032-09-15      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                         | Olympus Water US Holding Corp., 1st Lien Term Loan                                | CUSIP: 68163YAK1<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |      378052 | PA      | $373640.63    | 0.02%             | 2032-11-03      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| VS Buyer LLC                                           | VS Buyer LLC, 1st Lien Term Loan                                                  | CUSIP: 91834WAG5<br>LEI: 254900G5QLDMHSCYJK25 | Long             | LON              | CORP              | US        |      261996 | PA      | $258393.89    | 0.02%             | 2031-04-14      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                    | Medline Borrower LP, 1st Lien Term Loan                                           | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |      615082 | PA      | $617425.83    | 0.04%             | 2030-10-23      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Entain Holdings (Gibraltar) Ltd.                       | Entain Holdings (Gibraltar) Ltd., 1st Lien Term Loan B5                           | CUSIP: G3168QAB3<br>LEI: N/A                  | Long             | LON              | CORP              | GI        |       84571 | PA      | $84556.05     | 0.01%             | 2032-07-30      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Hyperion Refinance SARL                                | Hyperion Refinance SARL, 1st Lien Term Loan                                       | CUSIP: G4712JBB7<br>LEI: 213800R6D9EVRN5D3117 | Long             | LON              | CORP              | LU        |      208140 | PA      | $204822.74    | 0.01%             | 2031-02-17      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Sanmina Corp.                                          | Sanmina Corp., 1st Lien Term Loan B1                                              | CUSIP: 80105GAP5<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | LON              | CORP              | US        |      242000 | PA      | $242907.50    | 0.02%             | 2032-10-27      | Variable      | 5.66%                 | No            |                  3 | On Loan: No      |
| Filtration Group Corp.                                 | Filtration Group Corp., 1st Lien Term Loan                                        | CUSIP: 31732FAX4<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |      447097 | PA      | $447575.85    | 0.03%             | 2028-10-23      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Digicel International Finance Ltd.                     | Digicel International Finance Ltd., 1st Lien Term Loan                            | CUSIP: G2761UAC5<br>LEI: N/A                  | Long             | LON              | CORP              | JM        |      138267 | PA      | $138324.74    | 0.01%             | 2032-08-09      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| Atlas CC Acquisition Corp.                             | Atlas CC Acquisition Corp., 1st Lien Term Loan                                    | CUSIP: 04921TAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      640169 | PA      | $118111.17    | 0.01%             | 2029-05-25      | Variable      | 8.43%                 | No            |                  2 | On Loan: No      |
| Atlas CC Acquisition Corp.                             | Atlas CC Acquisition Corp., 1st Lien Term Loan C                                  | CUSIP: 04921TAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       86596 | PA      | $15977.00     | 0.00%             | 2029-05-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Covia Holdings LLC                                     | Covia Holdings LLC, 1st Lien Term Loan                                            | CUSIP: 22305CAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      220391 | PA      | $219471.93    | 0.01%             | 2032-02-26      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                      | Alliant Holdings Intermediate LLC, 1st Lien Term Loan                             | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |      558714 | PA      | $557607.96    | 0.04%             | 2031-09-19      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                            | Allied Universal Holdco LLC, 1st Lien Term Loan                                   | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |      610070 | PA      | $611552.34    | 0.04%             | 2032-08-20      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Resideo Funding, Inc.                                  | Resideo Funding, Inc., 1st Lien Term Loan                                         | CUSIP: 76090LAM6<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |      251735 | PA      | $251840.73    | 0.02%             | 2032-08-13      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                  | WR Grace Holdings LLC, 1st Lien Term Loan B1                                      | CUSIP: 92943HAD1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | LON              | CORP              | US        |      302742 | PA      | $302741.84    | 0.02%             | 2032-08-19      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                | Qnity Electronics, Inc., 1st Lien Term Loan                                       | CUSIP: 74737SAB9<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |      407978 | PA      | $409168.79    | 0.03%             | 2032-10-29      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| TRQ Sales LLC                                          | TRQ Sales LLC, 1st Lien Term Loan                                                 | CUSIP: 89776TAB7<br>LEI: 254900RI25V4FBT02P38 | Long             | LON              | CORP              | US        |      191000 | PA      | $187418.75    | 0.01%             | 2032-12-30      | Variable      | 6.94%                 | No            |                  3 | On Loan: No      |
| Waystar Technologies, Inc.                             | Waystar Technologies, Inc., 1st Lien Term Loan                                    | CUSIP: 63939WAN3<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |      160003 | PA      | $160002.99    | 0.01%             | 2029-10-22      | Variable      | 5.65%                 | No            |                  3 | On Loan: No      |
| Cloud Software Group, Inc.                             | Cloud Software Group, Inc., 1st Lien Term Loan B                                  | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      507515 | PA      | $468898.64    | 0.03%             | 2032-08-16      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                             | Cloud Software Group, Inc., 1st Lien Term Loan B                                  | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |       90000 | PA      | $83151.90     | 0.01%             | 2031-03-21      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| ECL Entertainment LLC                                  | ECL Entertainment LLC, 1st Lien Term Loan B                                       | CUSIP: 26826TAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       84458 | PA      | $84062.08     | 0.01%             | 2030-08-30      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| QuidelOrtho Corp.                                      | QuidelOrtho Corp., 1st Lien Term Loan B                                           | CUSIP: 74840YAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      241785 | PA      | $234350.11    | 0.01%             | 2032-08-20      | Variable      | 7.65%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                          | Surgery Center Holdings, Inc., 1st Lien Term Loan                                 | CUSIP: 86880NBD4<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |      185177 | PA      | $185614.39    | 0.01%             | 2030-12-19      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                 | Waste Management, Inc.                                                            | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |        3339 | NS      | $776484.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Pro USA, Inc.                                    | Waste Pro USA, Inc.                                                               | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |     1115000 | PA      | $1135856.54   | 0.07%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Watco Cos. LLC                                         | Watco Cos. LLC                                                                    | CUSIP: 941130AD8<br>LEI: 549300UK74AMHGBXZG45 | Long             | DBT              | CORP              | US        |       24000 | PA      | $24925.22     | 0.00%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                | Level 3 Financing, Inc., 1st Lien Term Loan B4                                    | CUSIP: 52729KAU0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |      505000 | PA      | $506080.70    | 0.03%             | 2032-03-29      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Ring Container Technologies Group LLC                  | Ring Container Technologies Group LLC, 1st Lien Term Loan                         | CUSIP: 76680YAJ1<br>LEI: 254900MFUG4RPN6Y4A98 | Long             | LON              | CORP              | US        |      163328 | PA      | $163094.07    | 0.01%             | 2032-09-15      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Deep Blue Operating I LLC                              | Deep Blue Operating I LLC, 1st Lien Term Loan                                     | CUSIP: 24369TAD3<br>LEI: 254900D4FS23P1TU7R69 | Long             | LON              | CORP              | US        |       72000 | PA      | $72270.00     | 0.00%             | 2032-10-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Avalara, Inc.                                          | Avalara, Inc., 1st Lien Term Loan                                                 | CUSIP: 05338KAD9<br>LEI: 549300Q16CMW239SS315 | Long             | LON              | CORP              | US        |      291590 | PA      | $285831.13    | 0.02%             | 2032-03-26      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                             | Outfront Media Capital LLC, 1st Lien Term Loan                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      180000 | PA      | $180675.00    | 0.01%             | 2032-09-24      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Arcline FM Holdings LLC                                | Arcline FM Holdings LLC, 1st Lien Term Loan                                       | CUSIP: 03960DAJ2<br>LEI: 2549000HKCEC1E8UTO17 | Long             | LON              | CORP              | US        |      244263 | PA      | $245352.31    | 0.02%             | 2030-06-24      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                             | TKO Worldwide Holdings LLC, 1st Lien Term Loan B5                                 | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |      486751 | PA      | $487861.10    | 0.03%             | 2031-11-21      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Baldwin Insurance Group Holdings LLC (The)             | Baldwin Insurance Group Holdings LLC (The), 1st Lien Term Loan B2                 | CUSIP: 05825HAH7<br>LEI: 5493004GCDREAQPPYG20 | Long             | LON              | CORP              | US        |      230364 | PA      | $228060.27    | 0.01%             | 2031-05-26      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Pinnacle Buyer LLC                                     | Pinnacle Buyer LLC, 1st Lien Term Loan B                                          | CUSIP: 72349UAB8<br>LEI: 254900F51XXB8NHJPB58 | Long             | LON              | CORP              | US        |      217372 | PA      | $218246.03    | 0.01%             | 2032-10-01      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Pinnacle Buyer LLC                                     | Pinnacle Buyer LLC, Delayed Draw 1st Lien Term Loan B                             | CUSIP: 72349UAC6<br>LEI: 254900F51XXB8NHJPB58 | Long             | LON              | CORP              | US        |       41907 | PA      | $42075.59     | 0.00%             | 2032-10-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| AHP Health Partners, Inc.                              | AHP Health Partners, Inc., 1st Lien Term Loan B                                   | CUSIP: 00130MAL8<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | LON              | CORP              | US        |       45237 | PA      | $45369.46     | 0.00%             | 2032-09-20      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                             | Sotera Health Holdings LLC, 1st Lien Term Loan                                    | CUSIP: 83600VAH4<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |      221847 | PA      | $222494.80    | 0.01%             | 2031-05-30      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| ACP Tara Holdings, Inc.                                | ACP Tara Holdings, Inc., 1st Lien Term Loan                                       | CUSIP: 00110HAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       64000 | PA      | $64096.00     | 0.00%             | 2032-12-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Meade Pipeline Co. LLC                                 | Meade Pipeline Co. LLC, 1st Lien Term Loan                                        | CUSIP: 58307PAB8<br>LEI: 254900UZE9CEDHUYSZ47 | Long             | LON              | CORP              | US        |       66000 | PA      | $66144.54     | 0.00%             | 2032-09-22      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials, Inc.                      | Solstice Advanced Materials, Inc., 1st Lien Term Loan B                           | CUSIP: 83443PAC9<br>LEI: 2138004GZ4H9TW6HK435 | Long             | LON              | CORP              | US        |      322000 | PA      | $323912.68    | 0.02%             | 2032-10-29      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Weber-Stephen Products LLC                             | Weber-Stephen Products LLC, 1st Lien Term Loan B                                  | CUSIP: 94767KAR2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      381000 | PA      | $370701.57    | 0.02%             | 2032-10-01      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp.                                  | Reworld Holding Corp., 1st Lien Term Loan                                         | CUSIP: 22282GAR8<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |       95760 | PA      | $95760.00     | 0.01%             | 2031-01-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Coherent Corp.                                         | Coherent Corp., 1st Lien Term Loan B3                                             | CUSIP: 45173JAT1<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |      224821 | PA      | $224821.05    | 0.01%             | 2029-07-02      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Option Care Health, Inc.                               | Option Care Health, Inc., 1st Lien Term Loan                                      | CUSIP: 68404YAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      201851 | PA      | $202507.39    | 0.01%             | 2032-09-22      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                         | Weatherford International Ltd.                                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |      368000 | PA      | $381777.86    | 0.02%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| M6 ETX Holdings II Midco LLC                           | M6 ETX Holdings II Midco LLC, 1st Lien Term Loan                                  | CUSIP: 55285DAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      134384 | PA      | $134720.02    | 0.01%             | 2032-04-01      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Lavender Dutch Borrower Co. BV                         | Lavender Dutch Borrower Co. BV, Facility 1st Lien Term Loan B                     | CUSIP: 51944RAB8<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |      213465 | PA      | $211797.84    | 0.01%             | 2032-12-30      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                              | Stonepeak Nile Parent LLC, 1st Lien Term Loan                                     | CUSIP: 86184XAD6<br>LEI: 254900TJV3VAFZD0GU41 | Long             | LON              | CORP              | US        |      208478 | PA      | $209130.03    | 0.01%             | 2032-04-09      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                    | Peer Holding III BV, Facility 1st Lien Term Loan B8                               | CUSIP: N6872NAQ9<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |       88000 | PA      | $87978.00     | 0.01%             | 2032-09-29      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Madison Safety & Flow LLC                              | Madison Safety & Flow LLC, 1st Lien Term Loan                                     | CUSIP: 55822DAN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      120632 | PA      | $120760.79    | 0.01%             | 2031-09-26      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                    | Clean Harbors, Inc., 1st Lien Term Loan                                           | CUSIP: 18449EAJ9<br>LEI: 5493000SJVZVZJKHJF48 | Long             | LON              | CORP              | US        |      175560 | PA      | $176594.05    | 0.01%             | 2032-10-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                          | ION Platform Finance US, Inc., 1st Lien Term Loan                                 | CUSIP: 46206RAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      353808 | PA      | $281149.99    | 0.02%             | 2032-10-07      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                    | Buckeye Partners LP, 1st Lien Term Loan B7                                        | CUSIP: 11823LAR6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | LON              | CORP              | US        |      138430 | PA      | $139064.29    | 0.01%             | 2032-11-22      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Project Aurora US Finco, Inc.                          | Project Aurora US Finco, Inc., Facility 1st Lien Term Loan B2                     | CUSIP: 74352DAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       59850 | PA      | $59962.52     | 0.00%             | 2032-12-06      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC                                | Windstream Services LLC, 1st Lien Term Loan                                       | CUSIP: 97381JAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      199500 | PA      | $199500.00    | 0.01%             | 2032-10-06      | Variable      | 7.65%                 | No            |                  2 | On Loan: No      |
| Chemours Co. LLC                                       | Chemours Co. LLC, 1st Lien Term Loan B4                                           | CUSIP: 16384YAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      250452 | PA      | $249512.98    | 0.02%             | 2032-10-15      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Weekley Homes LLC                                      | Weekley Homes LLC                                                                 | CUSIP: 948565AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $54366.60     | 0.00%             | 2034-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co.                                                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       11598 | NS      | $953703.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust, Series 2016-NXS5, Class B                  | CUSIP: 95000CBG7<br>LEI: 549300SGFUCMB43V8P22 | Long             | ABS-MBS          | CORP              | US        |      148651 | PA      | $143448.29    | 0.01%             | 2059-01-15      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                              | Zayo Group Holdings, Inc., 1st Lien Term Loan                                     | CUSIP: 98919XAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      221983 | PA      | $221427.95    | 0.01%             | 2030-03-11      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| Dayforce Bidco LLC                                     | Dayforce Bidco LLC, 1st Lien Term Loan                                            | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      310000 | PA      | $292097.50    | 0.02%             | 2033-02-04      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Welltower, Inc.                                        | Welltower, Inc.                                                                   | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |        6889 | NS      | $1497255.26   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO Distribution, Inc.                               | WESCO Distribution, Inc.                                                          | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       30000 | PA      | $31069.95     | 0.00%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                               | WESCO Distribution, Inc.                                                          | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       49000 | PA      | $50611.76     | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                               | WESCO Distribution, Inc.                                                          | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       70000 | PA      | $69956.40     | 0.00%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                               | WESCO Distribution, Inc.                                                          | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      231000 | PA      | $230405.87    | 0.01%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESCO International, Inc.                              | WESCO International, Inc.                                                         | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |        2124 | NS      | $741530.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE FRANCE SA                                       | Altice France SA, 1st Lien Term Loan B14                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      366266 | PA      | $372744.86    | 0.02%             | 2031-05-30      | Variable      | 10.55%                | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                | Talen Energy Supply LLC, 1st Lien Term Loan B                                     | CUSIP: 87422LBA7<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |      354112 | PA      | $354335.59    | 0.02%             | 2032-11-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Chicago US MidCo III LP                                | Chicago US MidCo III LP, Delayed Draw 1st Lien Term Loan                          | CUSIP: 16825PAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       37056 | PA      | $37074.84     | 0.00%             | 2032-10-29      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago US MidCo III LP                                | Chicago US MidCo III LP, 1st Lien Term Loan                                       | CUSIP: 16825PAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      249513 | PA      | $249637.27    | 0.02%             | 2032-10-29      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| NEP Group, Inc.                                        | NEP Group, Inc., 1st Lien Term Loan                                               | CUSIP: 62908HAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      386000 | PA      | $347257.18    | 0.02%             | 2031-10-17      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                        | Live Nation Entertainment, Inc., 1st Lien Term Loan B                             | CUSIP: 53803HAY6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |      243390 | PA      | $243314.55    | 0.02%             | 2032-10-21      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| CoorsTek, Inc.                                         | CoorsTek, Inc., 1st Lien Term Loan B                                              | CUSIP: 21702EAF3<br>LEI: GHWONX83GNDLWPBRQQ83 | Long             | LON              | CORP              | US        |      128678 | PA      | $129427.69    | 0.01%             | 2032-10-28      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| CP Iris Holdco I, Inc.                                 | CP Iris Holdco I, Inc., Delayed Draw 1st Lien Term Loan                           | CUSIP: 12659EAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        7010 | PA      | $6904.63      | 0.00%             | 2032-10-27      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| CP Iris Holdco I, Inc.                                 | CP Iris Holdco I, Inc., 1st Lien Term Loan                                        | CUSIP: 12659EAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      238332 | PA      | $234757.44    | 0.01%             | 2032-10-27      | Variable      | 7.65%                 | No            |                  3 | On Loan: No      |
| CPI Holdco B LLC                                       | CPI Holdco B LLC, 1st Lien Term Loan                                              | CUSIP: 1261MAAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      407698 | PA      | $407534.71    | 0.03%             | 2031-05-19      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                            | Chobani LLC, 1st Lien Term Loan                                                   | CUSIP: 17026YAL3<br>LEI: 549300ISVDMZ91KNTR38 | Long             | LON              | CORP              | US        |      405982 | PA      | $408085.49    | 0.03%             | 2032-10-28      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Legence Holdings LLC                                   | Legence Holdings LLC, 1st Lien Term Loan                                          | CUSIP: 75865HAM0<br>LEI: 2549003DYOLJRQR9G070 | Long             | LON              | CORP              | US        |      323880 | PA      | $324978.14    | 0.02%             | 2031-12-16      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health, Inc.                             | Elanco Animal Health, Inc., 1st Lien Term Loan B                                  | CUSIP: 28414BAJ5<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |      118877 | PA      | $119173.77    | 0.01%             | 2032-10-29      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Anticimex Global AB                                    | Anticimex Global AB, Facility 1st Lien Term Loan B8                               | CUSIP: 03703HAD8<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |      118319 | PA      | $118516.64    | 0.01%             | 2031-11-17      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| QXO Building Products, Inc.                            | QXO Building Products, Inc., 1st Lien Term Loan B                                 | CUSIP: 07368RAM3<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |      111444 | PA      | $111448.90    | 0.01%             | 2032-04-30      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Ping Identity Holding Corp.                            | Ping Identity Holding Corp., 1st Lien Term Loan                                   | CUSIP: 72342MAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      136000 | PA      | $134187.12    | 0.01%             | 2032-11-15      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp.                                  | Western Digital Corp.                                                             | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |        1982 | NS      | $861218.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PG Polaris BidCo SARL                                  | PG Polaris BidCo SARL, 1st Lien Term Loan                                         | CUSIP: 91728NAD1<br>LEI: 254900XMCCB3IEZ2A005 | Long             | LON              | CORP              | US        |      169293 | PA      | $169980.54    | 0.01%             | 2031-03-26      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp.                                      | IRB Holding Corp., 1st Lien Term Loan B                                           | CUSIP: 44988LAM9<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |      202349 | PA      | $202822.05    | 0.01%             | 2030-12-16      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                             | Allison Transmission, Inc., 1st Lien Term Loan                                    | CUSIP: 01973KAJ5<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | LON              | CORP              | US        |      230000 | PA      | $231212.10    | 0.01%             | 2033-01-03      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                 | Mauser Packaging Solutions Holding Co., 1st Lien Term Loan                        | CUSIP: 57763TAF0<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |      250000 | PA      | $245260.00    | 0.02%             | 2030-04-15      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Aretec Group, Inc.                                     | Aretec Group, Inc., 1st Lien Term Loan B4                                         | CUSIP: 04009DAJ3<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |      127659 | PA      | $127890.99    | 0.01%             | 2030-08-09      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Propulsion BC Finco SARL                               | Propulsion BC Finco SARL, 1st Lien Term Loan                                      | CUSIP: 74347UAG5<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      152773 | PA      | $153569.16    | 0.01%             | 2032-12-01      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Element Solutions, Inc.                                | Element Solutions, Inc., 1st Lien Term Loan B3                                    | CUSIP: 72766TAK5<br>LEI: 549300FLGN6P5CU20J91 | Long             | LON              | CORP              | US        |      161842 | PA      | $162217.48    | 0.01%             | 2030-12-18      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| WEX, Inc.                                              | WEX, Inc.                                                                         | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |      368000 | PA      | $366534.33    | 0.02%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                    | Shift4 Payments LLC, 1st Lien Term Loan                                           | CUSIP: 82453JAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      145635 | PA      | $146090.84    | 0.01%             | 2032-07-06      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| MSOF Beacon LLC                                        | MSOF Beacon LLC, 1st Lien Term Loan                                               | CUSIP: 62477VAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      179000 | PA      | $179596.07    | 0.01%             | 2032-12-23      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Pye-Barker Fire & Safety LLC                           | Pye-Barker Fire & Safety LLC, Delayed Draw 1st Lien Term Loan                     | CUSIP: 69380SAC7<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |       26650 | PA      | $26747.81     | 0.00%             | 2032-12-16      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Pye-Barker Fire & Safety LLC                           | Pye-Barker Fire & Safety LLC, 1st Lien Term Loan                                  | CUSIP: 69380SAB9<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |      178350 | PA      | $179004.54    | 0.01%             | 2032-12-16      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                    | Herc Holdings, Inc., 1st Lien Term Loan B                                         | CUSIP: 42705FAF3<br>LEI: 549300TP80QLITMSBP82 | Long             | LON              | CORP              | US        |       70822 | PA      | $71062.59     | 0.00%             | 2032-06-02      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| PAREXEL International Corp.                            | PAREXEL International Corp., 1st Lien Term Loan                                   | CUSIP: 71911KAF1<br>LEI: 549300GCZVUYB6P2OA17 | Long             | LON              | CORP              | US        |      304552 | PA      | $304551.63    | 0.02%             | 2031-12-12      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC                          | White Cap Supply Holdings LLC                                                     | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |     1524000 | PA      | $1540989.55   | 0.10%             | 2030-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                 | Aramark Services, Inc., 1st Lien Term Loan B10                                    | CUSIP: 03852JBC4<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |      236218 | PA      | $237030.45    | 0.02%             | 2030-06-24      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Jones DesLauriers Insurance Management, Inc.           | Jones DesLauriers Insurance Management, Inc., 1st Lien Term Loan                  | CUSIP: C4900AAP2<br>LEI: 549300JQIWNFU00E5424 | Long             | LON              | CORP              | CA        |      251756 | PA      | $247979.93    | 0.02%             | 2033-02-02      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                    | Bausch + Lomb Corp., 1st Lien Term Loan                                           | CUSIP: C0787FAL6<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |      403057 | PA      | $404947.17    | 0.03%             | 2031-01-15      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| Citrin Cooperman Advisors LLC                          | Citrin Cooperman Advisors LLC, Delayed Draw 1st Lien Term Loan                    | CUSIP: 17737EAE3<br>LEI: 254900DPG9ZEAP5MK895 | Long             | LON              | CORP              | US        |       66881 | PA      | $63704.11     | 0.00%             | 2032-04-01      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Fortrex LLC                                            | Fortrex LLC, 1st Lien Term Loan                                                   | CUSIP: 34967RAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       21338 | PA      | $20431.36     | 0.00%             | 2031-03-10      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Sazerac Co., Inc.                                      | Sazerac Co., Inc., 1st Lien Term Loan B2                                          | CUSIP: 80583EAP1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      114312 | PA      | $114176.47    | 0.01%             | 2032-07-09      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                                     | Voyager Parent LLC, 1st Lien Term Loan B                                          | CUSIP: 92921HAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      123964 | PA      | $123913.48    | 0.01%             | 2032-07-01      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| Charter Next Generation, Inc.                          | Charter Next Generation, Inc., 1st Lien Term Loan                                 | CUSIP: 16125TAP7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      364548 | PA      | $364456.85    | 0.02%             | 2030-11-29      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Wildfire Intermediate Holdings LLC                     | Wildfire Intermediate Holdings LLC                                                | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |      315000 | PA      | $324199.58    | 0.02%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                              | Williams Cos., Inc. (The)                                                         | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |       13041 | NS      | $995158.71    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Scotsman, Inc.                                | Williams Scotsman, Inc.                                                           | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |      470000 | PA      | $489496.07    | 0.03%             | 2031-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                | Williams Scotsman, Inc.                                                           | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25660.55     | 0.00%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                | Williams Scotsman, Inc.                                                           | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |      101000 | PA      | $104022.02    | 0.01%             | 2030-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Williams-Sonoma, Inc.                                  | Williams-Sonoma, Inc.                                                             | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |         809 | NS      | $146598.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | IRS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     6612000 | PA      | $1939.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | IRS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    19836000 | PA      | $5586.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC                    | LSF12 Crown US Commercial Bidco LLC, 1st Lien Term Loan                           | CUSIP: 50221UAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      161635 | PA      | $162511.48    | 0.01%             | 2031-12-02      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Hologic, Inc.                                          | Hologic, Inc., 1st Lien Term Loan B                                               | CUSIP: 43644ABL2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      685000 | PA      | $681150.30    | 0.04%             | 2033-04-07      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| CompoSecure Holdings LLC                               | CompoSecure Holdings LLC, 1st Lien Term Loan                                      | CUSIP: 20459KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      358000 | PA      | $358597.86    | 0.02%             | 2033-01-14      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                             | Amneal Pharmaceuticals LLC, 1st Lien Term Loan                                    | CUSIP: 03167DAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      271347 | PA      | $272250.84    | 0.02%             | 2032-08-02      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                   | Osaic Holdings, Inc., 1st Lien Term Loan B1                                       | CUSIP: 68773JAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      309000 | PA      | $308774.43    | 0.02%             | 2032-07-30      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | IRS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     4435000 | PA      | $42489.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                     | AmWINS Group, Inc., 1st Lien Term Loan                                            | CUSIP: 03234TBB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      453721 | PA      | $453136.04    | 0.03%             | 2032-01-30      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Wilsonart LLC                                          | Wilsonart LLC                                                                     | CUSIP: 97246JAA6<br>LEI: 549300SAZRUMYKDJBY14 | Long             | DBT              | CORP              | US        |      104000 | PA      | $80358.26     | 0.01%             | 2032-08-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Graham Packaging Co., Inc.                             | Graham Packaging Co., Inc., 1st Lien Term Loan                                    | CUSIP: 38469EAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      246000 | PA      | $245508.00    | 0.02%             | 2033-01-26      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Lsf12 Helix Parent LLC                                 | Lsf12 Helix Parent LLC, 1st Lien Term Loan B                                      | CUSIP: 54913EAB8<br>LEI: 254900H70V4IL22BHL88 | Long             | LON              | CORP              | US        |      342167 | PA      | $342211.15    | 0.02%             | 2033-02-10      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Dycom Industries, Inc.                                 | Dycom Industries, Inc., 1st Lien Term Loan B                                      | CUSIP: 26747FAV1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      178000 | PA      | $179224.64    | 0.01%             | 2033-01-27      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Belron Finance 2019 LLC                                | Belron Finance 2019 LLC, 1st Lien Term Loan B                                     | CUSIP: 08078UAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      604405 | PA      | $606925.13    | 0.04%             | 2031-10-16      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | IRS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1911000 | PA      | $3104.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amynta Agency Borrower, Inc.                           | Amynta Agency Borrower, Inc., 1st Lien Term Loan B                                | CUSIP: 57810JAN8<br>LEI: 5493000GP6HBRVTWBO85 | Long             | LON              | CORP              | US        |      166812 | PA      | $165457.78    | 0.01%             | 2031-12-29      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | IRS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1905085 | PA      | $3241.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Herschend Entertainment Co. LLC                        | Herschend Entertainment Co. LLC, 1st Lien Term Loan                               | CUSIP: 42778EAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      241287 | PA      | $242153.44    | 0.02%             | 2032-05-27      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                     | Light & Wonder International, Inc., 1st Lien Term Loan B3                         | CUSIP: 80875AAY7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      251290 | PA      | $251290.03    | 0.02%             | 2029-04-16      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| WhiteWater Matterhorn Holdings LLC                     | WhiteWater Matterhorn Holdings LLC, 1st Lien Term Loan B1                         | CUSIP: 96618PAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      203840 | PA      | $203257.02    | 0.01%             | 2032-06-16      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Hudson River Trading LLC                               | Hudson River Trading LLC, 1st Lien Term Loan B2                                   | CUSIP: 44413EAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      489483 | PA      | $490735.90    | 0.03%             | 2030-03-18      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | NDIRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     2409000 | PA      | $-8251.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | IRS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1722000 | PA      | $9506.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Windstream Services LLC                                | Windstream Services LLC                                                           | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     1587000 | PA      | $1678566.73   | 0.11%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Uniti Services LLC                                     | Uniti Services LLC                                                                | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |      159000 | PA      | $167404.10    | 0.01%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Columbus McKinnon Corp.                                | Columbus McKinnon Corp., 1st Lien Term Loan                                       | CUSIP: 19933MAS2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      245572 | PA      | $245675.22    | 0.02%             | 2033-02-03      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Resilience Parent LLC                                  | Resilience Parent LLC, 1st Lien Term Loan                                         | CUSIP: 75908HAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      284000 | PA      | $284568.00    | 0.02%             | 2033-02-28      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | IRS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1722000 | PA      | $3689.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | IRS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     6427000 | PA      | $-1388.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | IRS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    10024000 | PA      | $-733.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | NDIRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    48500000 | PA      | $-6328.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | NDIRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      315000 | PA      | $-28.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Azuria Water Solutions, Inc.                           | Azuria Water Solutions, Inc., Delayed Draw 1st Lien Term Loan                     | CUSIP: 05503BAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       38089 | PA      | $37993.63     | 0.00%             | 2033-04-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                    | OIS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    28736000 | PA      | $-1902.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Azuria Water Solutions, Inc.                           | Azuria Water Solutions, Inc., 1st Lien Term Loan                                  | CUSIP: 05503BAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      285666 | PA      | $284952.16    | 0.02%             | 2033-04-25      | Variable      | 6.19%                 | No            |                  3 | On Loan: No      |
| N/A                                                    | NDIRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     2597000 | PA      | $-778.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MKS Instruments, Inc.                                  | MKS Instruments, Inc., 1st Lien Term Loan B                                       | CUSIP: 55314NBB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      243000 | PA      | $243607.50    | 0.02%             | 2033-02-04      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| EG America LLC                                         | EG America LLC, 1st Lien Term Loan                                                | CUSIP: 28228QAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      350000 | PA      | $350000.00    | 0.02%             | 2031-02-10      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Osmosis Buyer Ltd.                                     | Osmosis Buyer Ltd., 1st Lien Term Loan B                                          | CUSIP: 00132UAQ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      353486 | PA      | $354309.76    | 0.02%             | 2028-07-31      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Freeport LNG Investments LLLP                          | Freeport LNG Investments LLLP, 1st Lien Term Loan B                               | CUSIP: 35670CAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      363000 | PA      | $363228.69    | 0.02%             | 2033-02-11      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | NDIRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    88309895 | PA      | $-5851.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | NDIRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     9090000 | PA      | $2013.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | NDIRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3030000 | PA      | $480.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | NDIRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     5192000 | PA      | $-1069.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Biomarin Pharmaceutical                                | Biomarin Pharmaceutical, 1st Lien Term Loan B                                     | CUSIP: 09075UAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      198000 | PA      | $198526.68    | 0.01%             | 2033-01-28      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | IRS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    29744310 | PA      | $496.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | NDIRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    24427177 | PA      | $-2965.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | IRS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     3319000 | PA      | $14387.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | NDIRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    16702941 | PA      | $-1583.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | NDIRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    16701882 | PA      | $-1286.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | IRS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    29165079 | PA      | $162.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | IRS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    29291883 | PA      | $8.02         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Treehouse Foods, Inc.                                  | Treehouse Foods, Inc., 1st Lien Term Loan                                         | CUSIP: 89468XAX3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      166000 | PA      | $167193.54    | 0.01%             | 2033-02-11      | Variable      | 7.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | IRS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    47783000 | PA      | $4157.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | IRS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     6813000 | PA      | $-2993.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | IRS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    15813000 | PA      | $-194.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | IRS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    15813000 | PA      | $194.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | IRS                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    22485000 | PA      | $1535.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                  | United Airlines, Inc., 1st Lien Term Loan B                                       | CUSIP: 90932RAQ7<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |      319592 | PA      | $319793.18    | 0.02%             | 2031-02-24      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Examworks Bidco, Inc.                                  | Examworks Bidco, Inc., 1st Lien Term Loan                                         | CUSIP: 28542CAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      163114 | PA      | $163665.14    | 0.01%             | 2033-02-07      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Gibraltar Industries, Inc.                             | Gibraltar Industries, Inc., 1st Lien Term Loan B                                  | CUSIP: 37468UAL4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       56923 | PA      | $56923.08     | 0.00%             | 2033-02-02      | Variable      | 5.91%                 | No            |                  3 | On Loan: No      |
| GTCR Everest Borrower LLC                              | GTCR Everest Borrower LLC, 1st Lien Term Loan                                     | CUSIP: 36269YAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      117116 | PA      | $116833.05    | 0.01%             | 2031-09-05      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Indicor LLC                                            | Indicor LLC, 1st Lien Term Loan E                                                 | CUSIP: 77669LAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      188051 | PA      | $188536.29    | 0.01%             | 2029-11-22      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Team Health Holdings, Inc.                             | Team Health Holdings, Inc., 1st Lien Term Loan                                    | CUSIP: 87817JAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      109176 | PA      | $109193.77    | 0.01%             | 2028-06-30      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| WOM Chile Holdco SpA                                   | WOM Chile Holdco SpA                                                              | CUSIP: 97810KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |      281019 | PA      | $255052.84    | 0.02%             | 2032-04-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| WOM Mobile SA                                          | WOM Mobile SA                                                                     | CUSIP: 97810LAA7<br>LEI: 549300T600VUO0QJ3063 | Long             | DBT              | CORP              | CL        |       20054 | PA      | $20387.10     | 0.00%             | 2031-04-01      | Variable      | 11.00%                | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                        | TransDigm, Inc., 1st Lien Term Loan N                                             | CUSIP: 89364MCG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      215000 | PA      | $215309.60    | 0.01%             | 2033-02-14      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| LABL, Inc.                                             | LABL, Inc., 1st Lien Term Loan                                                    | CUSIP: 62538LAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       53084 | PA      | $52907.29     | 0.00%             | 2026-11-03      | Variable      | 10.41%                | No            |                  2 | On Loan: No      |
| LABL, Inc.                                             | LABL, Inc., 1st Lien Term Loan                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       51286 | PA      | $43080.34     | 0.00%             | 2026-12-02      | Variable      | 10.43%                | No            |                  3 | On Loan: No      |
| Asurion LLC                                            | Asurion LLC, 1st Lien Term Loan B14                                               | CUSIP: 04649VBF6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |       40000 | PA      | $39316.80     | 0.00%             | 2033-02-23      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| ProAmpac PG Borrower LLC                               | ProAmpac PG Borrower LLC, 1st Lien Term Loan                                      | CUSIP: 74274NAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      241767 | PA      | $236024.83    | 0.02%             | 2033-03-07      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Galileo Parent, Inc.                                   | Galileo Parent, Inc., 1st Lien Term Loan                                          | CUSIP: 36355RAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      119000 | PA      | $118777.47    | 0.01%             | 2033-03-03      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Woodward, Inc.                                         | Woodward, Inc.                                                                    | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |         459 | NS      | $166612.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday, Inc.                                          | Workday, Inc., Class A                                                            | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |        1180 | NS      | $144432.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PECF USS Intermediate Holding III Corp.                | PECF USS Intermediate Holding III Corp., 1st Lien Term Loan                       | CUSIP: 69291LAJ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       24308 | PA      | $23255.01     | 0.00%             | 2033-03-03      | Variable      | 11.18%                | No            |                  2 | On Loan: No      |
| FCG Acquisitions, Inc.                                 | FCG Acquisitions, Inc., 1st Lien Term Loan                                        | CUSIP: 30260UAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       48000 | PA      | $48049.92     | 0.00%             | 2033-03-04      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                       | WULF Compute LLC                                                                  | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      403000 | PA      | $423551.05    | 0.03%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                         | Wyndham Hotels & Resorts, Inc.                                                    | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |       38000 | PA      | $37384.36     | 0.00%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                         | Wyndham Hotels & Resorts, Inc.                                                    | CUSIP: 98311AAE5<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |      114000 | PA      | $112809.75    | 0.01%             | 2033-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                               | Wynn Resorts Finance LLC                                                          | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $64568.67     | 0.00%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                               | Wynn Resorts Finance LLC                                                          | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       88000 | PA      | $93139.38     | 0.01%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                               | Wynn Resorts Finance LLC                                                          | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      501000 | PA      | $503457.41    | 0.03%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                        | Wynn Macau Ltd.                                                                   | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $194900.00    | 0.01%             | 2029-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                        | Wynn Macau Ltd.                                                                   | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      500000 | PA      | $497069.25    | 0.03%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                        | Wynn Macau Ltd.                                                                   | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $200250.00    | 0.01%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                               | NGL Energy Operating LLC, 1st Lien Term Loan                                      | CUSIP: 62922KAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       84000 | PA      | $84157.92     | 0.01%             | 2033-03-11      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                 | XHR LP                                                                            | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |       27000 | PA      | $27626.54     | 0.00%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP              | XPLR Infrastructure Operating Partners LP                                         | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      418000 | PA      | $438127.12    | 0.03%             | 2034-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP              | XPLR Infrastructure Operating Partners LP                                         | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      427000 | PA      | $456277.68    | 0.03%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP              | XPLR Infrastructure Operating Partners LP                                         | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      167000 | PA      | $178959.82    | 0.01%             | 2033-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                      | Xcel Energy, Inc.                                                                 | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       11951 | NS      | $991335.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                              | OAK-Eagle Acquireco, Inc., 1st Lien Term Loan B1                                  | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |      500000 | PA      | $500125.00    | 0.03%             | 2033-03-23      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Tega MC Australia Holdings PtyLtd.                     | Tega Mc Australia Holdings Pty. Ltd., 1st Lien Term Loan B                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | AU        |       77000 | PA      | $76903.75     | 0.00%             | 2033-03-24      | Variable      | 6.97%                 | No            |                  3 | On Loan: No      |
| BCPE Empire Holdings, Inc.                             | BCPE Empire Holdings, Inc., 1st Lien Term Loan                                    | CUSIP: 05550HAT2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      245000 | PA      | $244463.45    | 0.02%             | 2032-12-29      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| JUPITER BORROWER, Inc.                                 | Jupiter Borrower, Inc., 1st Lien Term Loan B                                      | CUSIP: 48207CAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       76000 | PA      | $76190.00     | 0.00%             | 2033-03-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC.                                     | Nexstar Media, Inc., 1st Lien Term Loan B7                                        | CUSIP: 65336RBF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      108000 | PA      | $107831.52    | 0.01%             | 2033-03-18      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Sword Purchaser LLC                                    | Sword Purchaser LLC, 1st Lien Term Loan                                           | CUSIP: 87110SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      320000 | PA      | $310265.60    | 0.02%             | 2033-04-11      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| Grifols International Services USA, Inc.               | Grifols International Services USA, Inc., 1st Lien Term Loan B                    | CUSIP: G4124RAC0<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |      158000 | PA      | $158309.68    | 0.01%             | 2033-04-14      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                              | Zayo Group Holdings, Inc.                                                         | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     1014046 | PA      | $1014553.01   | 0.06%             | 2030-03-09      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                              | Zayo Group Holdings, Inc.                                                         | CUSIP: 98919VAD7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |      446030 | PA      | $439785.58    | 0.03%             | 2030-09-09      | Variable      | 13.75%                | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass, LLC                     | Venture Global Calcasieu Pass LLC, 1st Lien Term Loan                             | CUSIP: 12867PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      133000 | PA      | $133311.22    | 0.01%             | 2033-04-11      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                           | Zoetis, Inc., Class A                                                             | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |        4004 | NS      | $460339.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler, Inc.                                          | Zscaler, Inc.                                                                     | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |        1736 | NS      | $226860.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Froneri International Ltd.                             | Froneri International Ltd., Facility 1st Lien Term Loan B4                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      291049 | PA      | $288607.54    | 0.02%             | 2031-09-30      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Blackfin Pipeline LLC                                  | Blackfin Pipeline LLC, 1st Lien Term Loan                                         | CUSIP: N/A<br>LEI: 254900F4BUS186SK8A51       | Long             | LON              | CORP              | US        |      114712 | PA      | $115453.54    | 0.01%             | 2032-10-01      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| LABL, Inc.                                             | LABL, Inc., 1st Lien Term Loan B                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      392019 | PA      | $196009.74    | 0.01%             | 2028-10-30      | Variable      | 8.77%                 | No            |                  3 | On Loan: No      |
| NRG Energy, Inc.                                       | NRG Energy, Inc., 1st Lien Term Loan B                                            | CUSIP: 62937NBF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       39000 | PA      | $39136.50     | 0.00%             | 2033-04-15      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Traverse Midstream Partners LLC                        | Traverse Midstream Partners LLC, 1st Lien Term Loan B                             | CUSIP: 89435TAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       49000 | PA      | $49030.87     | 0.00%             | 2033-04-20      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| GB AIT Buyer, Inc.                                     | GB AIT Buyer, Inc., 1st Lien Term Loan B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      111000 | PA      | $111092.13    | 0.01%             | 2033-04-22      | Variable      | 7.98%                 | No            |                  2 | On Loan: No      |
| Learfield Communications LLC                           | Learfield Communications LLC                                                      | CUSIP: N/A<br>LEI: 549300177GK4LMS8T214       | Long             | EC               | CORP              | US        |         686 | NS      | $80490.44     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Sirva-Bgrs Holdings, Inc.                              | Sirva-Bgrs Holdings, Inc.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |          17 | NS      | $3017.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SIRVA, Inc.                                            | SIRVA, Inc.                                                                       | CUSIP: N/A<br>LEI: 64886JHCW20N444QX158       | Long             | EC               | CORP              | US        |          75 | NS      | $62.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| H-Food Holdings LLC                                    | H-Food Holdings LLC                                                               | CUSIP: N/A<br>LEI: 2549001XVX1R2ITF6935       | Long             | EC               | CORP              | US        |        1291 | NS      | $23319.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Australian Dollar                                      | Australian Dollar                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AU        |        5077 | OU      | $3655.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invincible Investment Corp.                            | Invincible Investment Corp.                                                       | CUSIP: N/A<br>LEI: 353800JY6M2692VAV685       | Long             | EC               | CORP              | JP        |         665 | NS      | $261642.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SES SA                                                 | SES SA, Class A                                                                   | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | EC               | CORP              | LU        |       24500 | NS      | $202143.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Techtronic Industries Co. Ltd.                         | Techtronic Industries Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |       29500 | NS      | $427741.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| J Sainsbury plc                                        | J Sainsbury plc                                                                   | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | EC               | CORP              | GB        |       22830 | NS      | $102144.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Intecc Co. Ltd.                                  | Asahi Intecc Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 353800J3AV2SCNIO8L39       | Long             | EC               | CORP              | JP        |         500 | NS      | $10521.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                       | Terna - Rete Elettrica Nazionale                                                  | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | EC               | CORP              | IT        |        3222 | NS      | $38755.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA         | ACS Actividades de Construccion y Servicios SA                                    | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |        4546 | NS      | $655236.84    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Perseus Mining Ltd.                                    | Perseus Mining Ltd.                                                               | CUSIP: N/A<br>LEI: 54930054ZDGKBCW3SM26       | Long             | EC               | CORP              | AU        |         858 | NS      | $3438.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Admiral Group plc                                      | Admiral Group plc                                                                 | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |        4226 | NS      | $194252.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| M3, Inc.                                               | M3, Inc.                                                                          | CUSIP: N/A<br>LEI: 3538001UOKRWIODYM055       | Long             | EC               | CORP              | JP        |         900 | NS      | $8669.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mowi ASA                                               | Mowi ASA                                                                          | CUSIP: N/A<br>LEI: 549300W1OGQF5LZIH349       | Long             | EC               | CORP              | NO        |        2544 | NS      | $56444.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd.                      | Singapore Telecommunications Ltd.                                                 | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        |      150200 | NS      | $543994.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Centrica plc                                           | Centrica plc                                                                      | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |       53565 | NS      | $156564.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jyske Bank A/S                                         | Jyske Bank A/S (Registered)                                                       | CUSIP: N/A<br>LEI: 3M5E1GQGKL17HI6CPN30       | Long             | EC               | CORP              | DK        |        1452 | NS      | $202139.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goodman Group                                          | Goodman Group                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       53696 | NS      | $1163363.73   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Safran SA                                              | Safran SA                                                                         | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |        2499 | NS      | $802460.93    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordex SE                                              | Nordex SE                                                                         | CUSIP: N/A<br>LEI: 529900HVDYCUWVD0OE76       | Long             | EC               | CORP              | DE        |        3598 | NS      | $205166.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AL Sydbank                                             | AL Sydbank                                                                        | CUSIP: N/A<br>LEI: GP5DT10VX1QRQUKVBK64       | Long             | EC               | CORP              | DK        |        2303 | NS      | $196417.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IG Group Holdings plc                                  | IG Group Holdings plc                                                             | CUSIP: N/A<br>LEI: 2138003A5Q1M7ANOUD76       | Long             | EC               | CORP              | GB        |        1545 | NS      | $31598.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Raiffeisen Bank International AG                       | Raiffeisen Bank International AG                                                  | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | EC               | CORP              | AT        |        5567 | NS      | $303655.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunzl plc                                              | Bunzl plc                                                                         | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |        4163 | NS      | $137237.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Recordati Industria Chimica e Farmaceutica SpA         | Recordati Industria Chimica e Farmaceutica SpA                                    | CUSIP: N/A<br>LEI: 815600FBF92FD3531704       | Long             | EC               | CORP              | IT        |        2506 | NS      | $146319.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rentokil Initial plc                                   | Rentokil Initial plc                                                              | CUSIP: N/A<br>LEI: 549300VN4WV7Z6T14K68       | Long             | EC               | CORP              | GB        |       91794 | NS      | $618853.26    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sembcorp Industries Ltd.                               | Sembcorp Industries Ltd.                                                          | CUSIP: N/A<br>LEI: 254900J0FF14U6TPQM96       | Long             | EC               | CORP              | SG        |       15500 | NS      | $81343.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kone OYJ                                               | Kone OYJ, Class B                                                                 | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |        6024 | NS      | $383197.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Elia Group SA                                          | Elia Group SA/NV, Class B                                                         | CUSIP: N/A<br>LEI: 549300S1MP1NFDIKT460       | Long             | EC               | CORP              | BE        |        2518 | NS      | $417587.09    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Webuild SpA                                            | Webuild SpA                                                                       | CUSIP: N/A<br>LEI: 549300UKR289DF4UXQ47       | Long             | EC               | CORP              | IT        |       28103 | NS      | $83532.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                               | Engie SA                                                                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |       10292 | NS      | $339250.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken Holding NV                                    | Heineken Holding NV                                                               | CUSIP: N/A<br>LEI: 724500M1WJLFM9TYBS04       | Long             | EC               | CORP              | NL        |         412 | NS      | $29277.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alstom SA                                              | Alstom SA                                                                         | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Long             | EC               | CORP              | FR        |        5278 | NS      | $106057.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                                           | Leonardo SpA                                                                      | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |        7791 | NS      | $486515.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp. Ltd.                     | Oversea-Chinese Banking Corp. Ltd.                                                | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               | CORP              | SG        |       51600 | NS      | $890234.73    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co. Ltd.                                | Daiichi Sankyo Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |        9600 | NS      | $155943.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hikma Pharmaceuticals plc                              | Hikma Pharmaceuticals plc                                                         | CUSIP: N/A<br>LEI: 549300BNS685UXH4JI75       | Long             | EC               | CORP              | GB        |        1690 | NS      | $32131.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Indutrade AB                                           | Indutrade AB                                                                      | CUSIP: N/A<br>LEI: 549300FISLQ6CEFP1867       | Long             | EC               | CORP              | SE        |        2673 | NS      | $57747.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Link REIT                                              | Link REIT                                                                         | CUSIP: N/A<br>LEI: 529900XUE70U36QX5M62       | Long             | EC               | CORP              | HK        |        9700 | NS      | $48842.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ipsen SA                                               | Ipsen SA                                                                          | CUSIP: N/A<br>LEI: 549300M6SGDPB4Z94P11       | Long             | EC               | CORP              | FR        |         600 | NS      | $117841.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zealand Pharma A/S                                     | Zealand Pharma A/S                                                                | CUSIP: N/A<br>LEI: 549300ITBB1ULBL4CZ12       | Long             | EC               | CORP              | DK        |         212 | NS      | $10026.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group plc                        | London Stock Exchange Group plc                                                   | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | EC               | CORP              | GB        |        1691 | NS      | $219418.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Arkema SA                                              | Arkema SA                                                                         | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | EC               | CORP              | FR        |         723 | NS      | $52767.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                              | Partners Group Holding AG                                                         | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Long             | EC               | CORP              | CH        |         292 | NS      | $317463.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                   | Schindler Holding AG                                                              | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               | CORP              | CH        |         399 | NS      | $139497.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                   | Schindler Holding AG (Registered)                                                 | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               | CORP              | CH        |         131 | NS      | $43864.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                             | Legrand SA                                                                        | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |        1772 | NS      | $317477.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Keppel REIT                                            | Keppel REIT                                                                       | CUSIP: N/A<br>LEI: 549300ZD5HZLQCF55J25       | Long             | EC               | CORP              | SG        |        2522 | NS      | $1775.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eiffage SA                                             | Eiffage SA                                                                        | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |        2007 | NS      | $323585.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Amplifon SpA                                           | Amplifon SpA                                                                      | CUSIP: N/A<br>LEI: ZYXJDNVM2JI3VBM8G556       | Long             | EC               | CORP              | IT        |        1631 | NS      | $18066.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kobe Bussan Co. Ltd.                                   | Kobe Bussan Co. Ltd.                                                              | CUSIP: N/A<br>LEI: 353800CJIFNHN2DXRD59       | Long             | EC               | CORP              | JP        |        1400 | NS      | $24508.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                       | TotalEnergies SE                                                                  | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |       21412 | NS      | $1990750.06   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                              | Logitech International SA (Registered)                                            | CUSIP: N/A<br>LEI: 549300SN6PRK6IJJC215       | Long             | EC               | CORP              | CH        |        1612 | NS      | $159124.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Experian plc                                           | Experian plc                                                                      | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |        2723 | NS      | $99631.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedish Orphan Biovitrum AB                            | Swedish Orphan Biovitrum AB                                                       | CUSIP: N/A<br>LEI: 549300124Y3MQI87PT35       | Long             | EC               | CORP              | SE        |        1384 | NS      | $64927.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Real Estate Holdings, Inc.                      | Nomura Real Estate Holdings, Inc.                                                 | CUSIP: N/A<br>LEI: 353800UZ91CT24OL9P59       | Long             | EC               | CORP              | JP        |        3600 | NS      | $23487.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Severn Trent plc                                       | Severn Trent plc                                                                  | CUSIP: N/A<br>LEI: 213800RPBXRETY4A4C59       | Long             | EC               | CORP              | GB        |        3303 | NS      | $146830.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Ltd.                                          | Brambles Ltd.                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       17960 | NS      | $292612.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aedifica SA                                            | Aedifica SA                                                                       | CUSIP: N/A<br>LEI: 529900DTKNXL0AXQFN28       | Long             | EC               | CORP              | BE        |        6284 | NS      | $529749.81    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Generali SpA                                     | Banca Generali SpA                                                                | CUSIP: N/A<br>LEI: 815600903231FA2E7698       | Long             | EC               | CORP              | IT        |        3110 | NS      | $203989.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Symrise AG                                             | Symrise AG, Class A                                                               | CUSIP: N/A<br>LEI: 529900D82I6R9601CF26       | Long             | EC               | CORP              | DE        |          56 | NS      | $4953.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                            | Aker BP ASA                                                                       | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | EC               | CORP              | NO        |        1491 | NS      | $58286.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKF AB                                                 | SKF AB, Class B                                                                   | CUSIP: N/A<br>LEI: 549300B6HWYEE57O8J84       | Long             | EC               | CORP              | SE        |        4443 | NS      | $111869.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Volvo AB                                               | Volvo AB, Class B                                                                 | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |        1766 | NS      | $61557.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rexel SA                                               | Rexel SA                                                                          | CUSIP: N/A<br>LEI: 969500N6AVPA51648T62       | Long             | EC               | CORP              | FR        |        4061 | NS      | $171753.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandvik AB                                             | Sandvik AB                                                                        | CUSIP: N/A<br>LEI: 5299008ZUAXN43LVZF54       | Long             | EC               | CORP              | SE        |        8522 | NS      | $358496.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Keppel Ltd.                                            | Keppel Ltd.                                                                       | CUSIP: N/A<br>LEI: 254900SQ7IPDOY6IDW33       | Long             | EC               | CORP              | SG        |       22700 | NS      | $194298.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orkla ASA                                              | Orkla ASA                                                                         | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               | CORP              | NO        |       10234 | NS      | $126226.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrivarden AB                                      | Industrivarden AB, Class A                                                        | CUSIP: N/A<br>LEI: 549300TM1DLIQI3B3T37       | Long             | EC               | CORP              | SE        |         789 | NS      | $41916.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Yangzijiang Shipbuilding Holdings Ltd.                 | Yangzijiang Shipbuilding Holdings Ltd.                                            | CUSIP: N/A<br>LEI: 254900Z3JEM14YIGLM66       | Long             | EC               | CORP              | SG        |        2900 | NS      | $9890.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prysmian SpA                                           | Prysmian SpA                                                                      | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | EC               | CORP              | IT        |        3272 | NS      | $497701.36    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Aalberts NV                                            | Aalberts NV                                                                       | CUSIP: N/A<br>LEI: 549300EMP9DT6Q35HZ31       | Long             | EC               | CORP              | NL        |        1147 | NS      | $43570.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Geberit AG                                             | Geberit AG (Registered)                                                           | CUSIP: N/A<br>LEI: 52990093Z5OHD6T7BS47       | Long             | EC               | CORP              | CH        |         162 | NS      | $109473.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                                | DSV A/S                                                                           | CUSIP: N/A<br>LEI: 529900X41C0BSLK67H70       | Long             | EC               | CORP              | DK        |          89 | NS      | $21888.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Smiths Group plc                                       | Smiths Group plc                                                                  | CUSIP: N/A<br>LEI: 213800MJL6IPZS3ASA11       | Long             | EC               | CORP              | GB        |        5497 | NS      | $189787.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swissquote Group Holding SA                            | Swissquote Group Holding SA (Registered)                                          | CUSIP: N/A<br>LEI: 549300O3WME82RDPEN66       | Long             | EC               | CORP              | CH        |          15 | NS      | $7591.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                   | Banco de Sabadell SA                                                              | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |       71649 | NS      | $277783.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                               | Vinci SA                                                                          | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |        9594 | NS      | $1450827.55   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Danone SA                                              | Danone SA                                                                         | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |        2442 | NS      | $191325.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group plc                                           | 3i Group plc                                                                      | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |         865 | NS      | $30082.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Ancora                                             | KBC Ancora                                                                        | CUSIP: N/A<br>LEI: 549300I4XZ0RR3ZOSZ55       | Long             | EC               | CORP              | BE        |        2185 | NS      | $199454.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                         | Air Liquide SA                                                                    | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |        2350 | NS      | $505579.96    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                           | CaixaBank SA                                                                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |       47874 | NS      | $609357.24    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                           | Iberdrola SA                                                                      | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |       28830 | NS      | $675897.12    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Strabag SE                                             | Strabag SE                                                                        | CUSIP: N/A<br>LEI: 529900TYYSRJH2VJSP60       | Long             | EC               | CORP              | AT        |         441 | NS      | $46530.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bureau Veritas SA                                      | Bureau Veritas SA                                                                 | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Long             | EC               | CORP              | FR        |        1151 | NS      | $35270.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                   | Macquarie Group Ltd.                                                              | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               | CORP              | AU        |        2586 | NS      | $444254.67    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX plc                                               | RELX plc                                                                          | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |        4179 | NS      | $152392.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings, Inc.                   | MS&AD Insurance Group Holdings, Inc.                                              | CUSIP: N/A<br>LEI: 529900CXROT5S2HMMP26       | Long             | EC               | CORP              | JP        |        3200 | NS      | $82285.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Utilities Group plc                             | United Utilities Group plc                                                        | CUSIP: N/A<br>LEI: 2138002IEYQAOC88ZJ59       | Long             | EC               | CORP              | GB        |        8245 | NS      | $163516.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                    | Amadeus IT Group SA                                                               | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | EC               | CORP              | ES        |         457 | NS      | $26369.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Aerospace Industries Ltd.                        | Korea Aerospace Industries Ltd.                                                   | CUSIP: N/A<br>LEI: 9845006B4AK076BM3F52       | Long             | EC               | CORP              | KR        |         984 | NS      | $112733.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tourmaline Oil Corp.                                   | Tourmaline Oil Corp.                                                              | CUSIP: 89156V106<br>LEI: 894500I7AXG91VB3PM28 | Long             | EC               | CORP              | CA        |        7389 | NS      | $357931.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Keyera Corp.                                           | Keyera Corp.                                                                      | CUSIP: 493271100<br>LEI: 254900LXI62FUHZGH122 | Long             | EC               | CORP              | CA        |        6324 | NS      | $244328.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Guotai Junan International Holdings Ltd.               | Guotai Junan International Holdings Ltd.                                          | CUSIP: N/A<br>LEI: 2138006FECWIZUO67V37       | Long             | EC               | CORP              | HK        |       48000 | NS      | $14871.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Evolution Mining Ltd.                                  | Evolution Mining Ltd.                                                             | CUSIP: N/A<br>LEI: 254900BCFW5QO5LW8F27       | Long             | EC               | CORP              | AU        |       39801 | NS      | $351886.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SpareBank 1 Sor-Norge ASA                              | SpareBank 1 Sor-Norge ASA                                                         | CUSIP: N/A<br>LEI: 549300Q3OIWRHQUQM052       | Long             | EC               | CORP              | NO        |        9178 | NS      | $198352.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                  | Mex Bonos Desarr Fix Rt                                                           | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       44080 | PA      | $233725.67    | 0.01%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Pandora A/S                                            | Pandora A/S                                                                       | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |         892 | NS      | $67880.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp.                                 | Pembina Pipeline Corp.                                                            | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |        7474 | NS      | $347908.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Julius Baer Group Ltd.                                 | Julius Baer Group Ltd.                                                            | CUSIP: N/A<br>LEI: 5299007MF0604ZGJER92       | Long             | EC               | CORP              | CH        |         501 | NS      | $41180.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore plc                                           | Glencore plc                                                                      | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |       35369 | NS      | $274882.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                         | AIA Group Ltd.                                                                    | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |       54000 | NS      | $592853.57    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LondonMetric Property plc                              | LondonMetric Property plc                                                         | CUSIP: N/A<br>LEI: 213800OCERWWPQDURL87       | Long             | EC               | CORP              | GB        |      348779 | NS      | $897784.38    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Brenntag SE                                            | Brenntag SE                                                                       | CUSIP: N/A<br>LEI: NNROIXVWJ7CPSR27SV97       | Long             | EC               | CORP              | DE        |        1573 | NS      | $114553.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp.                      | Algonquin Power & Utilities Corp.                                                 | CUSIP: 015857105<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EC               | CORP              | CA        |       33471 | NS      | $209940.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| International Consolidated Airlines Group SA           | International Consolidated Airlines Group SA                                      | CUSIP: N/A<br>LEI: 959800TZHQRUSH1ESL13       | Long             | EC               | CORP              | ES        |       15827 | NS      | $79842.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Novatek PJSC                                           | Novatek PJSC                                                                      | CUSIP: N/A<br>LEI: 2138008R6GCRVBDFA581       | Long             | EC               | CORP              | RU        |          80 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LUKOIL PJSC                                            | LUKOIL PJSC                                                                       | CUSIP: N/A<br>LEI: 549300LCJ1UJXHYBWI24       | Long             | EC               | CORP              | RU        |       44196 | NS      | $5.90         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Sands China Ltd.                                       | Sands China Ltd.                                                                  | CUSIP: N/A<br>LEI: 549300EVO6UZDGY05787       | Long             | EC               | CORP              | KY        |       31200 | NS      | $65462.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTDC Ltd.                                            | NEXTDC Ltd.                                                                       | CUSIP: N/A<br>LEI: 529900RTERU3X7G3D672       | Long             | EC               | CORP              | AU        |       87546 | NS      | $908722.83    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Holdings Co. Ltd.                               | Otsuka Holdings Co. Ltd.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        2000 | NS      | $145764.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Entain plc                                             | Entain plc                                                                        | CUSIP: N/A<br>LEI: 213800GNI3K45LQR8L28       | Long             | EC               | CORP              | IM        |        4503 | NS      | $33236.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                   | Evonik Industries AG                                                              | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |        3638 | NS      | $75245.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Life Group, Inc.                               | Daiichi Life Group, Inc.                                                          | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |       11400 | NS      | $104374.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SITC International Holdings Co. Ltd.                   | SITC International Holdings Co. Ltd.                                              | CUSIP: N/A<br>LEI: 529900JUV4MOM9CE3V12       | Long             | EC               | CORP              | KY        |       15000 | NS      | $62804.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEOS Holdings, Inc.                                   | ENEOS Holdings, Inc.                                                              | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |       27500 | NS      | $230958.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Edenred SE                                             | Edenred SE                                                                        | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | EC               | CORP              | FR        |        2895 | NS      | $72502.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sompo Holdings, Inc.                                   | Sompo Holdings, Inc.                                                              | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               | CORP              | JP        |        2200 | NS      | $81873.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings plc                               | Rolls-Royce Holdings plc                                                          | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |       43838 | NS      | $705421.81    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                               | Unipol Assicurazioni SpA                                                          | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | EC               | CORP              | IT        |        5206 | NS      | $136025.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                  | Mex Bonos Desarr Fix Rt                                                           | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      245600 | PA      | $1180218.19   | 0.08%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Ageas SA                                               | Ageas SA                                                                          | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               | CORP              | BE        |        3341 | NS      | $261816.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurizon Holdings Ltd.                                  | Aurizon Holdings Ltd.                                                             | CUSIP: N/A<br>LEI: 5299005PC1O6NOWL3H48       | Long             | EC               | CORP              | AU        |        3421 | NS      | $10334.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sage Group plc (The)                                   | Sage Group plc (The)                                                              | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | EC               | CORP              | GB        |       28426 | NS      | $339026.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Coloplast A/S                                          | Coloplast A/S, Class B                                                            | CUSIP: N/A<br>LEI: 529900NN7SOJ5QG82X67       | Long             | EC               | CORP              | DK        |        1569 | NS      | $96922.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WPP plc                                                | WPP plc                                                                           | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Long             | EC               | CORP              | JE        |       17273 | NS      | $62538.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corp. plc                                        | Eaton Corp. plc                                                                   | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |         306 | NS      | $132501.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xero Ltd.                                              | Xero Ltd.                                                                         | CUSIP: N/A<br>LEI: 254900UG5D8YST164N14       | Long             | EC               | CORP              | NZ        |         455 | NS      | $26721.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                         | Commerzbank AG                                                                    | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |        9204 | NS      | $380437.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                        | ASML Holding NV                                                                   | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |        1424 | NS      | $2058457.90   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele2 AB                                               | Tele2 AB, Class B                                                                 | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | EC               | CORP              | SE        |        8233 | NS      | $168935.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola HBC AG                                       | Coca-Cola HBC AG                                                                  | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |        3093 | NS      | $180411.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                      | LEG Immobilien SE                                                                 | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | EC               | CORP              | DE        |         461 | NS      | $32347.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KION Group AG                                          | KION Group AG                                                                     | CUSIP: N/A<br>LEI: 5299005KY91C4C6U9H17       | Long             | EC               | CORP              | DE        |        2873 | NS      | $149946.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                             | Vonovia SE                                                                        | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |        3950 | NS      | $106425.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                            | Cie Financiere Richemont SA (Registered)                                          | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |        1578 | NS      | $302845.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Enav SpA                                               | Enav SpA                                                                          | CUSIP: N/A<br>LEI: 81560048ECF8D2059980       | Long             | EC               | CORP              | IT        |       14134 | NS      | $82738.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                          | Koninklijke Ahold Delhaize NV                                                     | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |       19145 | NS      | $899230.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Ireland Group plc                              | Bank of Ireland Group plc                                                         | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | EC               | CORP              | IE        |       27074 | NS      | $533287.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Knorr-Bremse AG                                        | Knorr-Bremse AG                                                                   | CUSIP: N/A<br>LEI: 5299001GRRO0Z25YZT52       | Long             | EC               | CORP              | DE        |        1474 | NS      | $171917.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Italgas SpA                                            | Italgas SpA                                                                       | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | EC               | CORP              | IT        |       15599 | NS      | $188433.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                   | Republic of Colombia                                                              | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  1352600000 | PA      | $267977.99    | 0.02%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                                | Siemens Healthineers AG                                                           | CUSIP: N/A<br>LEI: 529900QBVWXMWANH7H45       | Long             | EC               | CORP              | DE        |        5657 | NS      | $231960.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SIG Group AG                                           | SIG Group AG                                                                      | CUSIP: N/A<br>LEI: 5493004Z6P7TSVB1L042       | Long             | EC               | CORP              | CH        |        3783 | NS      | $61300.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group plc                                      | Compass Group plc                                                                 | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |       11604 | NS      | $327894.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                       | ASR Nederland NV                                                                  | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | EC               | CORP              | NL        |        3197 | NS      | $242842.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Fudosan Holdings Corp.                           | Tokyu Fudosan Holdings Corp.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       38300 | NS      | $326091.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele Columbus AG                                       | Tele Columbus AG                                                                  | CUSIP: N/A<br>LEI: 3912004GMFDLY04RUQ19       | Long             | DBT              | CORP              | DE        |           1 | PA      | $0.46         | 0.00%             | 2029-01-01      | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| Heathrow Finance plc                                   | Heathrow Finance plc                                                              | CUSIP: N/A<br>LEI: 549300F740QSGMPHQJ60       | Long             | DBT              | CORP              | GB        |      175000 | PA      | $233545.60    | 0.01%             | 2027-03-01      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                 | Arab Republic of Egypt                                                            | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      160000 | PA      | $182019.03    | 0.01%             | 2030-04-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co.                                       | Baker Hughes Co., Class A                                                         | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         710 | NS      | $49465.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Grid plc                                      | National Grid plc                                                                 | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |       30185 | NS      | $540329.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                           | Nutrien Ltd.                                                                      | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |        6096 | NS      | $463365.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric plc                                     | nVent Electric plc                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |         394 | NS      | $56302.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wharf Real Estate Investment Co. Ltd.                  | Wharf Real Estate Investment Co. Ltd.                                             | CUSIP: N/A<br>LEI: 529900QLPKS8U9QOPB59       | Long             | EC               | CORP              | KY        |      176000 | NS      | $551143.24    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group plc                                          | AIB Group plc                                                                     | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |       23544 | NS      | $271381.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Essity AB                                              | Essity AB, Class B                                                                | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | EC               | CORP              | SE        |        1186 | NS      | $31407.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ringkjoebing Landbobank A/S                            | Ringkjoebing Landbobank A/S                                                       | CUSIP: N/A<br>LEI: 2138002M5U5K4OUMVV62       | Long             | EC               | CORP              | DK        |         752 | NS      | $187895.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sika AG                                                | Sika AG (Registered)                                                              | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Long             | EC               | CORP              | CH        |         910 | NS      | $167864.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield                              | Unibail-Rodamco-Westfield                                                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | EC               | CORP              | FR        |        3733 | NS      | $453214.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Lion Finance Group plc                                 | Lion Finance Group plc                                                            | CUSIP: N/A<br>LEI: 213800XKDG12NQG8VC53       | Long             | EC               | CORP              | GB        |        1361 | NS      | $204458.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federative Republic of Brazil                          | Nota Do Tesouro Nacional                                                          | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        6800 | PA      | $1269326.81   | 0.08%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| SoftBank Corp.                                         | SoftBank Corp.                                                                    | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               | CORP              | JP        |      122200 | NS      | $171992.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenet Finance Luxembourg Notes SARL                  | Telenet Finance Luxembourg Notes SARL                                             | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |      400000 | PA      | $395372.48    | 0.03%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                               | Republic of South Africa                                                          | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    55792000 | PA      | $3218820.76   | 0.20%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                        | Nordea Bank Abp                                                                   | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |       66061 | NS      | $1242270.04   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Hungary                                                | Hungary Government Bond                                                           | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    46380000 | PA      | $110307.93    | 0.01%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Rotem Co. Ltd.                                 | Hyundai Rotem Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 988400HB939UNHXTFY36       | Long             | EC               | CORP              | KR        |         584 | NS      | $106869.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cembra Money Bank AG                                   | Cembra Money Bank AG                                                              | CUSIP: N/A<br>LEI: 549300ZDHOETLAIVTE82       | Long             | EC               | CORP              | CH        |        1228 | NS      | $150170.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sultanate of Oman                                      | Oman Government Bond                                                              | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |      260000 | PA      | $283327.20    | 0.02%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BE Semiconductor Industries NV                         | BE Semiconductor Industries NV                                                    | CUSIP: N/A<br>LEI: 7245007A1YFLI2GNYX06       | Long             | EC               | CORP              | NL        |        1059 | NS      | $309772.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tritax Big Box REIT plc                                | Tritax Big Box REIT plc                                                           | CUSIP: N/A<br>LEI: 213800L6X88MIYPVR714       | Long             | EC               | CORP              | GB        |      236747 | NS      | $485946.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| IMI plc                                                | IMI plc                                                                           | CUSIP: N/A<br>LEI: 2138002W9Q21PF751R30       | Long             | EC               | CORP              | GB        |        4820 | NS      | $183584.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Unicaja Banco SA                                       | Unicaja Banco SA                                                                  | CUSIP: N/A<br>LEI: 5493007SJLLCTM6J6M37       | Long             | EC               | CORP              | ES        |       64478 | NS      | $209317.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                     | Vodafone Group plc                                                                | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |      191481 | NS      | $304674.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group plc                      | InterContinental Hotels Group plc                                                 | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |         419 | NS      | $59909.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                       | Fantasia Holdings Group Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |      600000 | PA      | $6600.00      | 0.00%             | 2025-04-17      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Mobvista, Inc.                                         | Mobvista, Inc.                                                                    | CUSIP: N/A<br>LEI: 655600AW50D7VN363G24       | Long             | EC               | CORP              | KY        |        6000 | NS      | $12546.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                          | Akzo Nobel NV                                                                     | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | EC               | CORP              | NL        |        1399 | NS      | $82116.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stadler Rail AG                                        | Stadler Rail AG                                                                   | CUSIP: N/A<br>LEI: 506700781XDET0A89669       | Long             | EC               | CORP              | CH        |        1168 | NS      | $34122.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                              | Prosus NV, Class N                                                                | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |        2423 | NS      | $117304.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hungary                                                | Hungary Government Bond                                                           | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   396000000 | PA      | $1138392.78   | 0.07%             | 2030-08-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hanwha Systems Co. Ltd.                                | Hanwha Systems Co. Ltd.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |        2083 | NS      | $164735.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon AG                                               | Alcon AG                                                                          | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               | CORP              | CH        |          65 | NS      | $4852.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                | Romania Government Bond                                                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      351000 | PA      | $358900.08    | 0.02%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Avanza Bank Holding AB                                 | Avanza Bank Holding AB                                                            | CUSIP: N/A<br>LEI: 549300MBWR5H8SIJLE03       | Long             | EC               | CORP              | SE        |        4613 | NS      | $166751.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution AB                                           | Evolution AB                                                                      | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |        2654 | NS      | $187042.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                       | Fantasia Holdings Group Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |      400000 | PA      | $4400.00      | 0.00%             | 2024-10-18      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| DEMIRE Deutsche Mittelstand Real Estate AG             | DEMIRE Deutsche Mittelstand Real Estate AG                                        | CUSIP: N/A<br>LEI: 391200FHEFGXUKL2BO93       | Long             | DBT              | CORP              | DE        |      176152 | PA      | $186208.95    | 0.01%             | 2027-12-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                          | Nota Do Tesouro Nacional                                                          | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        5790 | PA      | $1027446.42   | 0.07%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Warehouses De Pauw CVA                                 | Warehouses De Pauw CVA                                                            | CUSIP: N/A<br>LEI: 549300HWDYC5JXC85138       | Long             | EC               | CORP              | BE        |        9837 | NS      | $258557.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                    | Banca Monte dei Paschi di Siena SpA                                               | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | EC               | CORP              | IT        |       36989 | NS      | $394292.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Airtel Africa plc                                      | Airtel Africa plc                                                                 | CUSIP: N/A<br>LEI: 254900ZNZDQL6OWQH623       | Long             | EC               | CORP              | GB        |        5202 | NS      | $25123.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| M&G plc                                                | M&G plc                                                                           | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | EC               | CORP              | GB        |        7406 | NS      | $30438.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ziggo Bond Co. BV                                      | Ziggo Bond Co. BV                                                                 | CUSIP: N/A<br>LEI: 213800JYI4P7V5QDOG59       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $102265.28    | 0.01%             | 2030-02-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Worldline SA                                           | Worldline SA                                                                      | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |       18400 | PA      | $21994.66     | 0.00%             | 2026-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NAK Naftogaz Ukraine                                   | NAK Naftogaz Ukraine                                                              | CUSIP: N/A<br>LEI: 213800PUC1T9GI6EIO63       | Long             | DBT              | CORP              | GB        |      188709 | PA      | $181058.53    | 0.01%             | 2026-07-19      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                       | Fantasia Holdings Group Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |      218000 | PA      | $2452.50      | 0.00%             | 2025-01-09      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| OCP SA                                                 | OCP SA                                                                            | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |      217000 | PA      | $173452.44    | 0.01%             | 2051-06-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Lune Holdings SARL                                     | Lune Holdings SARL                                                                | CUSIP: N/A<br>LEI: 54930003WQ56T0558M33       | Long             | DBT              | CORP              | LU        |      147000 | PA      | $3593.73      | 0.00%             | 2028-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Eutelsat SA                                            | Eutelsat SA                                                                       | CUSIP: N/A<br>LEI: 549300MCOOY1V7P2PG30       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $111765.19    | 0.01%             | 2028-10-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Auckland International Airport Ltd.                    | Auckland International Airport Ltd.                                               | CUSIP: N/A<br>LEI: 549300HFZIZDJWB7AK60       | Long             | EC               | CORP              | NZ        |       38034 | NS      | $185365.83    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Cote d'Ivoire                              | Republic of Cote d'Ivoire                                                         | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |      291000 | PA      | $342495.27    | 0.02%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ziggo BV                                               | Ziggo BV                                                                          | CUSIP: N/A<br>LEI: 213800TQASLF9JXH5J59       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $110785.22    | 0.01%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad AB                                   | Heimstaden Bostad AB                                                              | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |      100000 | PA      | $114396.04    | 0.01%             | 2027-02-01      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Tereos Finance Groupe I SA                             | Tereos Finance Groupe I SA                                                        | CUSIP: N/A<br>LEI: 969500183Z46A3QF8W69       | Long             | DBT              | CORP              | FR        |      132000 | PA      | $156294.08    | 0.01%             | 2028-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Endeavour Mining plc                                   | Endeavour Mining plc                                                              | CUSIP: N/A<br>LEI: 529900NI5MXQ91GHXR07       | Long             | EC               | CORP              | GB        |        3097 | NS      | $186924.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lifco AB                                               | Lifco AB, Class B                                                                 | CUSIP: N/A<br>LEI: 549300RTLL4VDQRCTW41       | Long             | EC               | CORP              | SE        |         415 | NS      | $13058.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                       | Virgin Media Secured Finance plc                                                  | CUSIP: N/A<br>LEI: 213800X3RLP4NOTPY579       | Long             | DBT              | CORP              | GB        |      186000 | PA      | $225265.30    | 0.01%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                             | Vmed O2 UK Financing I plc                                                        | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $222728.38    | 0.01%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                         | Atlas Copco AB, Class A                                                           | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |       20065 | NS      | $385602.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                         | Atlas Copco AB, Class B                                                           | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |         309 | NS      | $5268.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesco plc                                              | Tesco plc                                                                         | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |      111685 | NS      | $732597.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Var Energi ASA                                         | Var Energi ASA                                                                    | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | DBT              | CORP              | NO        |      141000 | PA      | $179055.05    | 0.01%             | 2083-11-15      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| AddTech AB                                             | AddTech AB, Class B                                                               | CUSIP: N/A<br>LEI: 549300QZ5U2IDRHPWL60       | Long             | EC               | CORP              | SE        |        3613 | NS      | $132690.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                     | Kingdom of Bahrain                                                                | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |      200000 | PA      | $185835.00    | 0.01%             | 2032-09-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                  | Mex Bonos Desarr Fix Rt                                                           | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      160000 | PA      | $840063.89    | 0.05%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                        | ContourGlobal Power Holdings SA                                                   | CUSIP: N/A<br>LEI: 549300O5AGIFK0PQ1516       | Long             | DBT              | CORP              | LU        |      303000 | PA      | $357465.41    | 0.02%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dassault Systemes SE                                   | Dassault Systemes SE                                                              | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | EC               | CORP              | FR        |        1572 | NS      | $35422.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Georg Fischer AG                                       | Georg Fischer AG (Registered)                                                     | CUSIP: N/A<br>LEI: 529900CMRQYW4U1W2456       | Long             | EC               | CORP              | CH        |        2658 | NS      | $145395.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                   | IHO Verwaltungs GmbH                                                              | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |      325000 | PA      | $390280.16    | 0.02%             | 2028-05-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                      | NatWest Group plc                                                                 | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |      177936 | NS      | $1419195.66   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Grand City Properties SA                               | Grand City Properties SA                                                          | CUSIP: N/A<br>LEI: 5299002QLUYKK2WBMB18       | Long             | DBT              | CORP              | LU        |      300000 | PA      | $350741.64    | 0.02%             | 2026-05-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Loxam SAS                                              | Loxam SAS                                                                         | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |       90000 | PA      | $108602.39    | 0.01%             | 2029-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fedrigoni SpA                                          | Fedrigoni SpA                                                                     | CUSIP: N/A<br>LEI: 8156004CE82074779D19       | Long             | DBT              | CORP              | IT        |       19000 | PA      | $21487.85     | 0.00%             | 2031-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Romania                                                | Romania Government Bond                                                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     5160000 | PA      | $1121658.29   | 0.07%             | 2028-01-26      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Worldline SA                                           | Worldline SA                                                                      | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $111629.28    | 0.01%             | 2027-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Fiber Midco SpA                                        | Fiber Midco SpA                                                                   | CUSIP: N/A<br>LEI: 8156000AFE5C06C4D309       | Long             | DBT              | CORP              | IT        |      117007 | PA      | $100424.25    | 0.01%             | 2029-06-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Republic of Colombia                                   | Republic of Colombia                                                              | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   929400000 | PA      | $150157.84    | 0.01%             | 2050-10-26      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                  | Mex Bonos Desarr Fix Rt                                                           | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      154661 | PA      | $809046.20    | 0.05%             | 2031-11-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SGS SA                                                 | SGS SA (Registered)                                                               | CUSIP: N/A<br>LEI: 2138007JNS19JHNA2336       | Long             | EC               | CORP              | CH        |         607 | NS      | $65768.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Pacific Kansas City Ltd.                      | Canadian Pacific Kansas City Ltd.                                                 | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |        7013 | NS      | $609942.81    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BCP V Modular Services Finance II plc                  | BCP V Modular Services Finance II plc                                             | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |      220000 | PA      | $282104.95    | 0.02%             | 2028-11-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance plc                     | BCP V Modular Services Finance plc                                                | CUSIP: N/A<br>LEI: 213800K8U94KVZL98H64       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $81752.68     | 0.01%             | 2029-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mobico Group plc                                       | Mobico Group plc                                                                  | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |      147000 | PA      | $131234.12    | 0.01%             | 2031-09-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Epiroc AB                                              | Epiroc AB, Class A                                                                | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |         810 | NS      | $23384.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RENK Group AG                                          | RENK Group AG                                                                     | CUSIP: N/A<br>LEI: 894500H8CNSZ53EI6K63       | Long             | EC               | CORP              | DE        |        2671 | NS      | $169755.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                     | Vodafone Group plc, Series 60NC10                                                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      500000 | PA      | $555785.09    | 0.04%             | 2080-08-27      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Hungary                                                | Hungary Government Bond                                                           | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    57850000 | PA      | $199542.45    | 0.01%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TUI AG                                                 | TUI AG                                                                            | CUSIP: N/A<br>LEI: 529900SL2WSPV293B552       | Long             | DBT              | CORP              | DE        |      179000 | PA      | $211670.21    | 0.01%             | 2029-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                               | Bayer AG                                                                          | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $235881.24    | 0.02%             | 2082-03-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                         | Czech Republic                                                                    | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    26160000 | PA      | $814783.14    | 0.05%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Banque Cantonale Vaudoise                              | Banque Cantonale Vaudoise (Registered)                                            | CUSIP: N/A<br>LEI: K1MOBB3OPSBBQO554R76       | Long             | EC               | CORP              | CH        |        1951 | NS      | $307428.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Magyar Export-Import Bank Zrt.                         | Magyar Export-Import Bank Zrt.                                                    | CUSIP: N/A<br>LEI: 529900O4UGETQ9Q3AA63       | Long             | DBT              | NUSS              | HU        |      264000 | PA      | $328253.73    | 0.02%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EC Finance plc                                         | EC Finance plc                                                                    | CUSIP: N/A<br>LEI: 213800NKPB53RHYDQE45       | Long             | DBT              | CORP              | GB        |      207000 | PA      | $239388.50    | 0.02%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Albion Financing 1 SARL                                | Albion Financing 1 SARL                                                           | CUSIP: N/A<br>LEI: 259400W9CABUZBRDLP97       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $119516.98    | 0.01%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                    | Boels Topholding BV                                                               | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |       70000 | PA      | $84127.36     | 0.01%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd.                             | Woodside Energy Group Ltd.                                                        | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |        3103 | NS      | $74185.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                  | Kioxia Holdings Corp.                                                             | CUSIP: N/A<br>LEI: 35380080RTKRARNH4R73       | Long             | EC               | CORP              | JP        |         400 | NS      | $96783.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                    | Rakuten Group, Inc.                                                               | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | DBT              | CORP              | JP        |      445000 | PA      | $509888.72    | 0.03%             | 2027-04-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Tereos Finance Groupe I SA                             | Tereos Finance Groupe I SA                                                        | CUSIP: N/A<br>LEI: 969500183Z46A3QF8W69       | Long             | DBT              | CORP              | FR        |      120000 | PA      | $140660.37    | 0.01%             | 2027-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United Group BV                                        | United Group BV                                                                   | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $116550.04    | 0.01%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                     | Kingdom of Morocco                                                                | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |      256000 | PA      | $246958.08    | 0.02%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                            | Hashemite Kingdom of Jordan                                                       | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |      200000 | PA      | $199346.00    | 0.01%             | 2030-07-07      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Tenaris SA                                             | Tenaris SA                                                                        | CUSIP: N/A<br>LEI: 549300Y7C05BKC4HZB40       | Long             | EC               | CORP              | LU        |        2419 | NS      | $77217.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Informa plc                                            | Informa plc                                                                       | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | EC               | CORP              | GB        |        2609 | NS      | $28208.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                 | TK Elevator Midco GmbH                                                            | CUSIP: N/A<br>LEI: 254900K869UN2ZWVB351       | Long             | DBT              | CORP              | DE        |       28364 | PA      | $33312.95     | 0.00%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Dassault Aviation SA                                   | Dassault Aviation SA                                                              | CUSIP: N/A<br>LEI: 969500CVFTUT88V8QN95       | Long             | EC               | CORP              | FR        |        1061 | NS      | $371029.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                      | Siemens Energy AG                                                                 | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |        3870 | NS      | $820137.95    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Grifols SA                                             | Grifols SA                                                                        | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |      200000 | PA      | $243673.20    | 0.02%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                               | Bayer AG                                                                          | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      400000 | PA      | $475567.69    | 0.03%             | 2082-03-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                    | Ardonagh Finco Ltd.                                                               | CUSIP: N/A<br>LEI: 254900D2T84O1K03BA28       | Long             | DBT              | CORP              | JE        |      217000 | PA      | $254974.57    | 0.02%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                               | Electricite de France SA                                                          | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $222113.11    | 0.01%             | 2030-06-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                       | Fantasia Holdings Group Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |      300000 | PA      | $3375.00      | 0.00%             | 2024-06-01      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| Republic of North Macedonia                            | Republic of North Macedonia                                                       | CUSIP: N/A<br>LEI: 635400RD1N6RVNCE4958       | Long             | DBT              | NUSS              | MK        |      182000 | PA      | $217673.46    | 0.01%             | 2027-03-13      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |
| Cedacri SpA                                            | Cedacri SpA                                                                       | CUSIP: N/A<br>LEI: 815600E85FCD78B3EE61       | Long             | DBT              | CORP              | IT        |      225000 | PA      | $259375.52    | 0.02%             | 2028-05-15      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Sampo OYJ                                              | Sampo OYJ, Class A                                                                | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |        9968 | NS      | $103579.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                       | Fantasia Holdings Group Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |      600000 | PA      | $6750.00      | 0.00%             | 2024-07-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Citycon Treasury                                       | Citycon Treasury BV                                                               | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |      250000 | PA      | $275010.27    | 0.02%             | 2031-07-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                            | Allied Universal Holdco LLC                                                       | CUSIP: N/A<br>LEI: 98450038B4549046D794       | Long             | DBT              | CORP              | GB        |      187000 | PA      | $247916.57    | 0.02%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kapla Holding SAS                                      | Kapla Holding SAS                                                                 | CUSIP: N/A<br>LEI: 894500PJ28XTH66K4X83       | Long             | DBT              | CORP              | FR        |      271000 | PA      | $317801.64    | 0.02%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hensoldt AG                                            | Hensoldt AG                                                                       | CUSIP: N/A<br>LEI: 894500686FYLLZD3M624       | Long             | EC               | CORP              | DE        |        2450 | NS      | $221073.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amber Finco plc                                        | Amber Finco plc                                                                   | CUSIP: N/A<br>LEI: 9845004C0870D380O790       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $121351.84    | 0.01%             | 2029-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 plc                            | INEOS Quattro Finance 2 plc                                                       | CUSIP: N/A<br>LEI: 213800V48W4Y5MT5Q131       | Long             | DBT              | CORP              | GB        |      114000 | PA      | $130179.91    | 0.01%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| B&M European Value Retail plc                          | B&M European Value Retail plc                                                     | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Long             | DBT              | CORP              | JE        |      100000 | PA      | $129121.87    | 0.01%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Montenegro                                 | Republic of Montenegro                                                            | CUSIP: N/A<br>LEI: 747800V014106FYLL014       | Long             | DBT              | NUSS              | ME        |      191000 | PA      | $219431.62    | 0.01%             | 2027-12-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ZF Finance GmbH                                        | ZF Finance GmbH                                                                   | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $225323.58    | 0.01%             | 2028-05-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Vestas Wind Systems A/S                                | Vestas Wind Systems A/S                                                           | CUSIP: N/A<br>LEI: 549300DYMC8BGZZC8844       | Long             | EC               | CORP              | DK        |        9316 | NS      | $286461.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Forvia SE                                              | Forvia SE                                                                         | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |       71429 | PA      | $83440.72     | 0.01%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sappi Papier Holding GmbH                              | Sappi Papier Holding GmbH                                                         | CUSIP: N/A<br>LEI: 549300XBCUMUR5CI0181       | Long             | DBT              | CORP              | AT        |      100000 | PA      | $105362.62    | 0.01%             | 2032-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nibe Industrier AB                                     | Nibe Industrier AB, Class B                                                       | CUSIP: N/A<br>LEI: 549300ZQH0FIF1P0MX67       | Long             | EC               | CORP              | SE        |       32909 | NS      | $149599.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cedacri SpA                                            | Cedacri SpA                                                                       | CUSIP: N/A<br>LEI: 815600E85FCD78B3EE61       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $115331.32    | 0.01%             | 2028-05-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| GSK plc                                                | GSK plc                                                                           | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |        7628 | NS      | $199986.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gruenenthal GmbH                                       | Gruenenthal GmbH                                                                  | CUSIP: N/A<br>LEI: 529900SH895E31PGLA72       | Long             | DBT              | CORP              | DE        |      215000 | PA      | $251611.78    | 0.02%             | 2031-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Abanca Corp. Bancaria SA                               | Abanca Corp. Bancaria SA                                                          | CUSIP: N/A<br>LEI: 54930056IRBXK0Q1FP96       | Long             | DBT              | CORP              | ES        |      200000 | PA      | $237726.56    | 0.02%             | 2036-12-11      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Bracken MidCo1 plc                                     | Bracken MidCo1 plc                                                                | CUSIP: N/A<br>LEI: 213800AFGHKES7J58805       | Long             | DBT              | CORP              | GB        |      213000 | PA      | $289377.04    | 0.02%             | 2027-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Emirate of Dubai United Arab Emirates                  | United Arab Emirates Government Bond                                              | CUSIP: N/A<br>LEI: 549300IY6A4IPIRLLX57       | Long             | DBT              | NUSS              | AE        |      207000 | PA      | $147048.66    | 0.01%             | 2050-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Czechoslovak Group A/S                                 | Czechoslovak Group A/S                                                            | CUSIP: N/A<br>LEI: 315700SWFD7G70AVG768       | Long             | DBT              | CORP              | CZ        |      144000 | PA      | $172808.23    | 0.01%             | 2031-01-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                 | Eurofins Scientific SE                                                            | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | EC               | CORP              | LU        |         442 | NS      | $30724.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                           | DNB Bank ASA                                                                      | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |       29003 | NS      | $878308.02    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                            | NN Group NV                                                                       | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |        4169 | NS      | $364928.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Melrose Industries plc                                 | Melrose Industries plc                                                            | CUSIP: N/A<br>LEI: 213800RGNXXZY2M7TR85       | Long             | EC               | CORP              | GB        |        3816 | NS      | $25041.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                            | FinecoBank Banca Fineco SpA                                                       | CUSIP: N/A<br>LEI: 549300L7YCATGO57ZE10       | Long             | EC               | CORP              | IT        |       10501 | NS      | $260693.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Merlin Properties Socimi SA                            | Merlin Properties Socimi SA                                                       | CUSIP: N/A<br>LEI: 959800L8KD863DP30X04       | Long             | EC               | CORP              | ES        |       35813 | NS      | $626269.29    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                              | Argenx SE                                                                         | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | NL        |         165 | NS      | $129397.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FUCHS SE                                               | FUCHS SE (Preference)                                                             | CUSIP: N/A<br>LEI: 529900SNF9E1P5ZO4P98       | Long             | EP               | CORP              | DE        |        1111 | NS      | $52391.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CapitaLand Investment Ltd.                             | CapitaLand Investment Ltd.                                                        | CUSIP: N/A<br>LEI: 254900AT4UQDU7SNXX49       | Long             | EC               | CORP              | SG        |       26700 | NS      | $58556.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dolcetto Holdco SpA                                    | Dolcetto Holdco SpA                                                               | CUSIP: N/A<br>LEI: 81560029E819F2CE4A42       | Long             | DBT              | CORP              | IT        |      365000 | PA      | $428086.24    | 0.03%             | 2032-07-14      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| eircom Finance DAC                                     | eircom Finance DAC                                                                | CUSIP: N/A<br>LEI: 254900NA4DUH50UERM85       | Long             | DBT              | CORP              | IE        |      226000 | PA      | $266923.42    | 0.02%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                 | Ardagh Metal Packaging Finance USA LLC                                            | CUSIP: N/A<br>LEI: 635400YUJMWFYRBL5293       | Long             | DBT              | CORP              | US        |      300000 | PA      | $330541.03    | 0.02%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Accelleron Industries AG                               | Accelleron Industries AG                                                          | CUSIP: N/A<br>LEI: 254900KS0MD2PAARXD14       | Long             | EC               | CORP              | CH        |         135 | NS      | $14463.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federation of Malaysia                                 | Malaysia Government Bond                                                          | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     1532000 | PA      | $395739.34    | 0.03%             | 2044-05-16      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Trident Energy Finance plc                             | Trident Energy Finance plc                                                        | CUSIP: N/A<br>LEI: 9845004ECK3FYO64I382       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $213494.00    | 0.01%             | 2029-11-30      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| Alstria SARL                                           | alstria SARL                                                                      | CUSIP: N/A<br>LEI: 529900QIJIGPI0DRL085       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $113888.25    | 0.01%             | 2029-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Irca SpA                                               | Irca SpA                                                                          | CUSIP: N/A<br>LEI: 815600CDE52BA2426216       | Long             | DBT              | CORP              | IT        |      293000 | PA      | $346007.35    | 0.02%             | 2029-12-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Luna 1.5 SARL                                          | Luna 1.5 SARL                                                                     | CUSIP: N/A<br>LEI: 64884UZ60Y77J5XK5C41       | Long             | DBT              | CORP              | LU        |      141000 | PA      | $175827.44    | 0.01%             | 2032-07-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                | Telefonica Emisiones SA                                                           | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $114946.78    | 0.01%             | 2031-01-19      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                | Telefonica Emisiones SA                                                           | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $113836.32    | 0.01%             | 2034-01-19      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Hexagon AB                                             | Hexagon AB, Class B                                                               | CUSIP: N/A<br>LEI: 549300WJFW6ILNI4TA80       | Long             | EC               | CORP              | SE        |       11812 | NS      | $129045.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                             | Bellis Acquisition Co. plc                                                        | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |      193000 | PA      | $242848.45    | 0.02%             | 2030-05-14      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Belimo Holding AG                                      | Belimo Holding AG (Registered)                                                    | CUSIP: N/A<br>LEI: 506700339DLX749VEM23       | Long             | EC               | CORP              | CH        |         165 | NS      | $151100.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ocado Group plc                                        | Ocado Group plc                                                                   | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $245782.91    | 0.02%             | 2029-08-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Multiversity SpA                                       | Multiversity SpA                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |      100000 | PA      | $121930.51    | 0.01%             | 2031-05-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                   | Republic of Colombia                                                              | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  1846000000 | PA      | $385481.98    | 0.02%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                       | Novo Nordisk A/S, Class B                                                         | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |       33977 | NS      | $1445244.42   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell plc                                              | Shell plc                                                                         | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |       23724 | NS      | $1078654.52   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                         | Olympus Water US Holding Corp.                                                    | CUSIP: N/A<br>LEI: 549300YU2GGVCBN3MY89       | Long             | DBT              | CORP              | US        |      135000 | PA      | $149564.85    | 0.01%             | 2029-10-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TUI Cruises GmbH                                       | TUI Cruises GmbH                                                                  | CUSIP: N/A<br>LEI: 529900SVD83QUUIZYY18       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $120033.26    | 0.01%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Adler Financing SARL                                   | ADLER Financing SARL                                                              | CUSIP: N/A<br>LEI: 213800BAQB59IVKP7S93       | Long             | DBT              | CORP              | LU        |      527318 | PA      | $698461.10    | 0.04%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                           | MPT Operating Partnership LP                                                      | CUSIP: N/A<br>LEI: WUQXXXF7PXTUPGROE843       | Long             | DBT              | CORP              | US        |      100000 | PA      | $114490.93    | 0.01%             | 2026-10-15      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| Republic of Serbia                                     | Republic of Serbia                                                                | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |      200000 | PA      | $212250.00    | 0.01%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                          | Industria de Diseno Textil SA                                                     | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |       17494 | NS      | $1047027.96   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                   | Republic of Colombia                                                              | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |      136000 | PA      | $157622.79    | 0.01%             | 2038-11-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                | Vivion Investments SARL                                                           | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |      200000 | PA      | $224433.13    | 0.01%             | 2030-06-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Orsted A/S                                             | Orsted A/S                                                                        | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | NUSS              | DK        |      100000 | PA      | $118390.29    | 0.01%             | 3024-03-14      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| OVH Groupe SA                                          | OVH Groupe SA                                                                     | CUSIP: N/A<br>LEI: 9695001J8OSOVX4TP939       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $232550.17    | 0.01%             | 2031-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Elior Group SA                                         | Elior Group SA                                                                    | CUSIP: N/A<br>LEI: 969500LYSYS0E800SQ95       | Long             | DBT              | CORP              | FR        |      352000 | PA      | $421976.39    | 0.03%             | 2030-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA           | Cie Generale des Etablissements Michelin SCA                                      | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |        8343 | NS      | $302233.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Synthomer plc                                          | Synthomer plc                                                                     | CUSIP: N/A<br>LEI: 213800EHT3TI1KPQQJ56       | Long             | DBT              | CORP              | GB        |      203000 | PA      | $174549.88    | 0.01%             | 2029-05-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| IMA Industria Macchine Automatiche SpA                 | IMA Industria Macchine Automatiche SpA                                            | CUSIP: N/A<br>LEI: 815600D86992FDA7B908       | Long             | DBT              | CORP              | IT        |      225000 | PA      | $266037.15    | 0.02%             | 2029-04-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                       | Republic of Peru                                                                  | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     1708000 | PA      | $512279.73    | 0.03%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Primaris REIT                                          | Primaris REIT                                                                     | CUSIP: 74167K109<br>LEI: 549300WUM45OXSEVOT03 | Long             | EC               | CORP              | CA        |       26194 | NS      | $363883.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DSM-Firmenich AG                                       | DSM-Firmenich AG                                                                  | CUSIP: N/A<br>LEI: 506700G44V67MPM4BI12       | Long             | EC               | CORP              | CH        |        4427 | NS      | $330647.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| New Immo Holding SA                                    | New Immo Holding SA                                                               | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $119394.86    | 0.01%             | 2028-04-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ephios Subco 3 SARL                                    | Ephios Subco 3 SARL                                                               | CUSIP: N/A<br>LEI: 213800E4EG6VFUFVEH64       | Long             | DBT              | CORP              | LU        |      153000 | PA      | $189343.33    | 0.01%             | 2031-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                     | Republic of Poland                                                                | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      709282 | PA      | $178514.45    | 0.01%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                              | Republic of Turkiye (The)                                                         | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    31440000 | PA      | $699289.03    | 0.04%             | 2026-08-19      | Floating      | 43.15%                | No            |                  2 | On Loan: No      |
| Electricite de France SA                               | Electricite de France SA                                                          | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      300000 | PA      | $342561.32    | 0.02%             | 2031-01-06      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                      | EMRLD Borrower LP                                                                 | CUSIP: N/A<br>LEI: 5493000GJYE7GAQCUC61       | Long             | DBT              | CORP              | US        |      100000 | PA      | $121047.88    | 0.01%             | 2030-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Foreign Exchange GBP/USD                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          17 | NC      | $2080.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zegona Finance plc                                     | Zegona Finance plc                                                                | CUSIP: N/A<br>LEI: 254900B3KC1SS7T2TE92       | Long             | DBT              | CORP              | GB        |      227700 | PA      | $277682.67    | 0.02%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Aviva plc                                              | Aviva plc                                                                         | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | EC               | CORP              | GB        |        9649 | NS      | $81835.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                          | Letras do Tesouro Nacional                                                        | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | STIV             | NUSS              | BR        |       16600 | PA      | $3171458.86   | 0.20%             | 2026-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                   | Republic of Colombia                                                              | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  1374000000 | PA      | $363853.27    | 0.02%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| Fibercop SpA                                           | Fibercop SpA                                                                      | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $117894.05    | 0.01%             | 2032-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Netherlands BV                           | Bausch + Lomb Netherlands BV                                                      | CUSIP: N/A<br>LEI: 894500KLOKHY6FFDSA39       | Long             | DBT              | CORP              | CA        |      100000 | PA      | $118303.12    | 0.01%             | 2031-01-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                    | Verisure Holding AB                                                               | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |      100000 | PA      | $119497.48    | 0.01%             | 2028-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Saab AB                                                | Saab AB, Class B                                                                  | CUSIP: N/A<br>LEI: 549300ZHO4JCQQI13M69       | Long             | EC               | CORP              | SE        |        8467 | NS      | $513974.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Boliden AB                                             | Boliden AB                                                                        | CUSIP: N/A<br>LEI: 21380059QU7IM1ONDJ56       | Long             | EC               | CORP              | SE        |        1448 | NS      | $76114.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MVM Energetika Zrt.                                    | MVM Energetika Zrt.                                                               | CUSIP: N/A<br>LEI: 529900ELI5AQ9F74PF85       | Long             | DBT              | NUSS              | HU        |      200000 | PA      | $209600.00    | 0.01%             | 2028-06-09      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                   | Telefonica Europe BV                                                              | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $121771.23    | 0.01%             | 2032-01-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Rossini SARL                                           | Rossini SARL                                                                      | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |      108000 | PA      | $131443.84    | 0.01%             | 2029-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Biffa Group Holdings Ltd.                              | Biffa Group Holdings Ltd.                                                         | CUSIP: N/A<br>LEI: 21380012LWLXNMXB8I44       | Long             | DBT              | CORP              | JE        |      100000 | PA      | $115925.86    | 0.01%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| La Financiere Atalian SAS                              | La Financiere Atalian SAS                                                         | CUSIP: N/A<br>LEI: 969500ICOLJMB33J0L87       | Long             | DBT              | CORP              | FR        |      203493 | PA      | $40984.08     | 0.00%             | 2028-06-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                          | Letras do Tesouro Nacional Treasury Bills                                         | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | STIV             | NUSS              | BR        |        5600 | PA      | $707223.64    | 0.05%             | 2030-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                          | RCI Banque SA                                                                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $121509.65    | 0.01%             | 2034-10-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Veon Midco BV                                          | Veon Midco BV                                                                     | CUSIP: N/A<br>LEI: 213800GOFSH7EPKBRE50       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $194530.00    | 0.01%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VF Corp.                                               | VF Corp.                                                                          | CUSIP: 918204BE7<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |      100000 | PA      | $117256.37    | 0.01%             | 2029-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing UK plc                  | Allwyn Entertainment Financing UK plc                                             | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | DBT              | CORP              | GB        |      247500 | PA      | $301734.42    | 0.02%             | 2030-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Essendi SA                                             | Essendi SA                                                                        | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |      117000 | PA      | $137289.54    | 0.01%             | 2031-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Recruit Holdings Co. Ltd.                              | Recruit Holdings Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |        6700 | NS      | $310377.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                      | Maya SAS                                                                          | CUSIP: N/A<br>LEI: 9695009BGMXB527HV965       | Long             | DBT              | CORP              | FR        |      179000 | PA      | $220707.36    | 0.01%             | 2031-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ithaca Energy North Sea plc                            | Ithaca Energy North Sea plc                                                       | CUSIP: N/A<br>LEI: 213800BMMUN3AKWBIO91       | Long             | DBT              | CORP              | GB        |      129000 | PA      | $153131.88    | 0.01%             | 2031-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                             | National Bank of Greece SA                                                        | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | DBT              | CORP              | GR        |      139000 | PA      | $172316.40    | 0.01%             | 2035-06-28      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Zalando SE                                             | Zalando SE                                                                        | CUSIP: N/A<br>LEI: 529900YRFFGH5AXU4S86       | Long             | EC               | CORP              | DE        |         547 | NS      | $13510.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Progroup AG                                            | Progroup AG                                                                       | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |      300000 | PA      | $354244.45    | 0.02%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Progroup AG                                            | Progroup AG                                                                       | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $118949.31    | 0.01%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV          | Teva Pharmaceutical Finance Netherlands II BV                                     | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |      218000 | PA      | $300118.74    | 0.02%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Kapla Holding SAS                                      | Kapla Holding SAS                                                                 | CUSIP: N/A<br>LEI: 894500PJ28XTH66K4X83       | Long             | DBT              | CORP              | FR        |      181000 | PA      | $212328.85    | 0.01%             | 2030-07-31      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                  | Republic of Indonesia                                                             | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 37819000000 | PA      | $2171651.10   | 0.14%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hungary                                                | Hungary Government Bond                                                           | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    93290000 | PA      | $311624.64    | 0.02%             | 2031-07-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CD&R Firefly Bidco plc                                 | CD&R Firefly Bidco plc                                                            | CUSIP: N/A<br>LEI: 213800OAU5VX61DYZ558       | Long             | DBT              | CORP              | GB        |      430000 | PA      | $602534.03    | 0.04%             | 2029-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Picard Groupe SAS                                      | Picard Groupe SAS                                                                 | CUSIP: N/A<br>LEI: 969500C0PA29TV19CT55       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $363047.76    | 0.02%             | 2029-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Stonegate Pub Co. Financing plc                        | Stonegate Pub Co. Financing plc                                                   | CUSIP: N/A<br>LEI: 254900L5266ML3505282       | Long             | DBT              | CORP              | GB        |        3000 | PA      | $4108.59      | 0.00%             | 2029-07-31      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Altice France SA                                       | Altice France SA                                                                  | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |      213621 | PA      | $246364.32    | 0.02%             | 2032-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SGH Ltd.                                               | SGH Ltd.                                                                          | CUSIP: N/A<br>LEI: 254900DME8O9GCK94794       | Long             | EC               | CORP              | AU        |         332 | NS      | $9403.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                    | Boels Topholding BV                                                               | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $119173.47    | 0.01%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                               | Electricite de France SA                                                          | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $139343.18    | 0.01%             | 2035-06-17      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Aramark International Finance SARL                     | Aramark International Finance SARL                                                | CUSIP: N/A<br>LEI: 5493006HLPNGDDC12P30       | Long             | DBT              | CORP              | LU        |      208000 | PA      | $237190.36    | 0.02%             | 2033-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Virgin Media O2 Vendor Financing Notes V DAC           | Virgin Media O2 Vendor Financing Notes V DAC                                      | CUSIP: N/A<br>LEI: 635400ASSEVCXAPVGC36       | Long             | DBT              | CORP              | IE        |      145000 | PA      | $175739.05    | 0.01%             | 2032-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                              | Forvia SE                                                                         | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |      140000 | PA      | $167086.60    | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Galderma Group AG                                      | Galderma Group AG                                                                 | CUSIP: N/A<br>LEI: 89450001OK6O8ELQ4584       | Long             | EC               | CORP              | CH        |         269 | NS      | $56434.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OEG Finance plc                                        | OEG Finance plc                                                                   | CUSIP: N/A<br>LEI: 254900KMBHWF9UK63G44       | Long             | DBT              | CORP              | GB        |      437000 | PA      | $534280.13    | 0.03%             | 2029-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HT Troplast GmbH                                       | HT Troplast GmbH                                                                  | CUSIP: N/A<br>LEI: 529900Y2N2GAY3FXGP86       | Long             | DBT              | CORP              | DE        |      175000 | PA      | $208682.13    | 0.01%             | 2028-07-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| BPER Banca SpA                                         | BPER Banca SpA                                                                    | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | DBT              | CORP              | IT        |      200000 | PA      | $234448.32    | 0.01%             | 2031-03-19      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                | Vivion Investments SARL                                                           | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |      390386 | PA      | $459452.76    | 0.03%             | 2029-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROCKWOOL A/S                                           | ROCKWOOL A/S, Class B                                                             | CUSIP: N/A<br>LEI: 213800QRC7LNX935OZ09       | Long             | EC               | CORP              | DK        |        2224 | NS      | $64741.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                           | UBS Group AG (Registered)                                                         | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |       13282 | NS      | $587752.43    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Summer BC Holdco B SARL                                | Summer BC Holdco B SARL                                                           | CUSIP: N/A<br>LEI: 984500NRF59D5DB9B654       | Long             | DBT              | CORP              | LU        |      143000 | PA      | $146104.39    | 0.01%             | 2030-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Summer BC Holdco B SARL                                | Summer BC Holdco B SARL                                                           | CUSIP: N/A<br>LEI: 984500NRF59D5DB9B654       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $103383.00    | 0.01%             | 2030-02-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Brazilian Real                                         | Brazilian Real                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | BR        |      113033 | OU      | $22826.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Multiversity SpA                                       | Multiversity SpA                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |      100000 | PA      | $117957.15    | 0.01%             | 2031-05-17      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Ferrovial SE                                           | Ferrovial SE                                                                      | CUSIP: N/A<br>LEI: 72450022R2ZFL41Y6I04       | Long             | EC               | CORP              | NL        |        3121 | NS      | $214323.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                          | Perrigo Finance Unlimited Co.                                                     | CUSIP: N/A<br>LEI: 549300E86RB6YCTMRM83       | Long             | DBT              | CORP              | IE        |      100000 | PA      | $113557.34    | 0.01%             | 2032-09-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| APCOA GmbH                                             | APCOA GmbH                                                                        | CUSIP: N/A<br>LEI: 529900H8FIYAOV5FUW68       | Long             | DBT              | CORP              | DE        |      555000 | PA      | $652126.77    | 0.04%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dynamo Newco II GmbH                                   | Dynamo Newco II GmbH                                                              | CUSIP: N/A<br>LEI: 391200FDSPYB8FKV7F97       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $207706.09    | 0.01%             | 2031-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PrestigeBidCo GmbH                                     | PrestigeBidCo GmbH                                                                | CUSIP: N/A<br>LEI: 529900CSF1DNOCHMI763       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $118120.30    | 0.01%             | 2029-07-01      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| ZF Europe Finance BV                                   | ZF Europe Finance BV                                                              | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $122665.59    | 0.01%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing UK plc                  | Allwyn Entertainment Financing UK plc                                             | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $113827.31    | 0.01%             | 2031-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                       | Altice France SA                                                                  | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |      223323 | PA      | $256112.49    | 0.02%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                      | INEOS Finance plc                                                                 | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |      146000 | PA      | $165880.16    | 0.01%             | 2031-03-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Intrum Investments & Financing AB                      | Intrum Investments & Financing AB                                                 | CUSIP: N/A<br>LEI: 984500D7B1EFD7460452       | Long             | DBT              | CORP              | SE        |      239715 | PA      | $282756.49    | 0.02%             | 2027-09-11      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                   | Boots Group Finco LP                                                              | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |      100000 | PA      | $118987.35    | 0.01%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ziggo Bond Co. BV                                      | Ziggo Bond Co. BV                                                                 | CUSIP: N/A<br>LEI: 213800JYI4P7V5QDOG59       | Long             | DBT              | CORP              | NL        |      300000 | PA      | $313942.36    | 0.02%             | 2032-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                             | Grifols SA                                                                        | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $121878.31    | 0.01%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Service King Midas International                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         501 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Travelport Technology Ltd.                             | Travelport Technology Ltd.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |          27 | NS      | $29472.39     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Stellantis NV                                          | Stellantis NV                                                                     | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |      225000 | PA      | $259058.14    | 0.02%             | 2031-03-16      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                          | Stellantis NV                                                                     | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |      175000 | PA      | $231676.00    | 0.01%             | 2032-06-16      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                          | Stellantis NV                                                                     | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $230247.83    | 0.01%             | 2033-12-16      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bidco plc                                     | Pinnacle Bidco plc                                                                | CUSIP: N/A<br>LEI: 2138006Z5V8OBL2A2Q06       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $283745.93    | 0.02%             | 2028-10-11      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Fibercop SpA                                           | Fibercop SpA                                                                      | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |      372000 | PA      | $442361.48    | 0.03%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SGL Group ApS                                          | SGL Group ApS                                                                     | CUSIP: N/A<br>LEI: 636700YQKGLXCPPUYE74       | Long             | DBT              | CORP              | DK        |      260000 | PA      | $291293.82    | 0.02%             | 2030-04-22      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Mahle GmbH                                             | Mahle GmbH                                                                        | CUSIP: N/A<br>LEI: 52990098TR1QJBWIYG58       | Long             | DBT              | CORP              | DE        |      116000 | PA      | $141118.96    | 0.01%             | 2031-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                         | Czech Republic                                                                    | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     3820000 | PA      | $157960.49    | 0.01%             | 2044-04-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                            | Republic of Philippines                                                           | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |   114900000 | PA      | $1836132.65   | 0.12%             | 2030-07-27      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cirsa Finance International SARL                       | Cirsa Finance International SARL                                                  | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $116871.79    | 0.01%             | 2031-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Zegona Finance plc                                     | Zegona Finance plc                                                                | CUSIP: N/A<br>LEI: 254900B3KC1SS7T2TE92       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $121951.11    | 0.01%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                              | Republic of Turkiye (The)                                                         | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |     8500000 | PA      | $164884.17    | 0.01%             | 2034-09-27      | Fixed         | 28.08%                | No            |                  2 | On Loan: No      |
| Goldstory SAS                                          | Goldstory SAS                                                                     | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |      230000 | PA      | $268758.71    | 0.02%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                      | INEOS Finance plc                                                                 | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |      278000 | PA      | $319558.44    | 0.02%             | 2029-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cirsa Finance International SARL                       | Cirsa Finance International SARL                                                  | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $117720.39    | 0.01%             | 2032-10-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Entain plc                                             | Entain plc                                                                        | CUSIP: N/A<br>LEI: 213800GNI3K45LQR8L28       | Long             | DBT              | CORP              | IM        |      343000 | PA      | $402532.66    | 0.03%             | 2031-11-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Deuce Finco plc                                        | Deuce Finco plc                                                                   | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $271798.12    | 0.02%             | 2031-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Deuce Finco plc                                        | Deuce Finco plc                                                                   | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $118404.47    | 0.01%             | 2032-11-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                          | RCI Banque SA                                                                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $233109.47    | 0.01%             | 2034-05-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| King US Bidco, Inc.                                    | King US Bidco, Inc.                                                               | CUSIP: DA2535023<br>LEI: 254900FMEU5P81WHKR41 | Long             | DBT              | CORP              | US        |      119000 | PA      | $140639.31    | 0.01%             | 2032-12-01      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| B&M European Value Retail plc                          | B&M European Value Retail plc                                                     | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Long             | DBT              | CORP              | JE        |      179000 | PA      | $231803.65    | 0.01%             | 2031-11-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Schaeffler AG                                          | Schaeffler AG                                                                     | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $121356.70    | 0.01%             | 2031-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Schaeffler AG                                          | Schaeffler AG                                                                     | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $117853.99    | 0.01%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Heathrow Finance plc                                   | Heathrow Finance plc                                                              | CUSIP: N/A<br>LEI: 549300F740QSGMPHQJ60       | Long             | DBT              | CORP              | GB        |      163000 | PA      | $220673.74    | 0.01%             | 2031-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ardagh Group SA                                        | Ardagh Group SA                                                                   | CUSIP: N/A<br>LEI: 6354006L1NWUUOPYX274       | Long             | DBT              | CORP              | LU        |      246000 | PA      | $257501.99    | 0.02%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Alstria SARL                                           | alstria SARL                                                                      | CUSIP: N/A<br>LEI: 529900QIJIGPI0DRL085       | Long             | DBT              | CORP              | LU        |      300000 | PA      | $349779.05    | 0.02%             | 2031-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kronos International, Inc.                             | Kronos International, Inc.                                                        | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |      216000 | PA      | $232851.39    | 0.01%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Pinewood Finco plc                                     | Pinewood Finco plc                                                                | CUSIP: N/A<br>LEI: 984500EF3F7CA63ND769       | Long             | DBT              | CORP              | GB        |       42000 | PA      | $56517.85     | 0.00%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                      | Republic of Chile                                                                 | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |      140000 | PA      | $164290.46    | 0.01%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                      | Republic of Chile                                                                 | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |  1870000000 | PA      | $2111844.97   | 0.13%             | 2029-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Hungary                                                | Hungary Government Bond                                                           | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    54260000 | PA      | $177648.41    | 0.01%             | 2037-09-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Titanium 2l Bondco SARL                                | Titanium 2l Bondco SARL                                                           | CUSIP: N/A<br>LEI: 636700S4QMU2DWYOSF67       | Long             | DBT              | CORP              | LU        |      323700 | PA      | $57261.78     | 0.00%             | 2031-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AGL Energy Ltd.                                        | AGL Energy Ltd.                                                                   | CUSIP: N/A<br>LEI: 549300QAZ8A74DEDXO80       | Long             | EC               | CORP              | AU        |       10951 | NS      | $75879.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                        | ContourGlobal Power Holdings SA                                                   | CUSIP: N/A<br>LEI: 549300O5AGIFK0PQ1516       | Long             | DBT              | CORP              | LU        |      261000 | PA      | $297137.14    | 0.02%             | 2031-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                                  | Kongsberg Gruppen ASA                                                             | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |       15659 | NS      | $523955.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Bulgaria                                   | Bulgaria Government Bond                                                          | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |      186000 | PA      | $180964.98    | 0.01%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group plc                            | Reckitt Benckiser Group plc                                                       | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |        9993 | NS      | $635840.88    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fincantieri SpA                                        | Fincantieri SpA                                                                   | CUSIP: N/A<br>LEI: 8156005BDF49128B6239       | Long             | EC               | CORP              | IT        |        7330 | NS      | $103086.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                   | SoftBank Group Corp.                                                              | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      381000 | PA      | $429855.40    | 0.03%             | 2032-07-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Almaviva-The Italian Innovation Co. SpA                | Almaviva-The Italian Innovation Co. SpA                                           | CUSIP: N/A<br>LEI: 815600A862DA4DD9E211       | Long             | DBT              | CORP              | IT        |      360000 | PA      | $405456.39    | 0.03%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                              | Forvia SE                                                                         | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $120436.68    | 0.01%             | 2030-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TDC Brands A/S                                         | TDC Brands A/S                                                                    | CUSIP: N/A<br>LEI: 5493003B50SM3XIJDQ79       | Long             | DBT              | CORP              | DK        |      200000 | PA      | $235067.98    | 0.01%             | 2031-04-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                           | Unibail-Rodamco-Westfield SE                                                      | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $232697.09    | 0.01%             | 2031-06-11      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| iliad SA                                               | Iliad SA                                                                          | CUSIP: N/A<br>LEI: 969500FZ9BTRZS3JNB97       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $232491.34    | 0.01%             | 2032-01-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Edge Finco plc                                         | Edge Finco plc                                                                    | CUSIP: N/A<br>LEI: 648835NI8LJE5190NT73       | Long             | DBT              | CORP              | GB        |      398000 | PA      | $556038.40    | 0.04%             | 2031-08-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                    | Shift4 Payments LLC                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      100000 | PA      | $112577.19    | 0.01%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Keppel DC REIT                                         | Keppel DC REIT                                                                    | CUSIP: N/A<br>LEI: 254900L7YDIFLO15BD60       | Long             | EC               | CORP              | SG        |      197560 | NS      | $365631.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                           | MPT Operating Partnership LP                                                      | CUSIP: N/A<br>LEI: WUQXXXF7PXTUPGROE843       | Long             | DBT              | CORP              | US        |      250000 | PA      | $296319.92    | 0.02%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DigiCo Infrastructure REIT                             | DigiCo Infrastructure REIT                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       97337 | NS      | $170424.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Atos SE                                                | Atos SE                                                                           | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |      328185 | PA      | $439546.87    | 0.03%             | 2029-12-18      | Variable      | 9.36%                 | No            |                  2 | On Loan: No      |
| Restaurant Brands International, Inc.                  | Restaurant Brands International, Inc.                                             | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |        4142 | NS      | $334232.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Romania                                                | Romania Government Bond                                                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     4550000 | PA      | $1023493.03   | 0.07%             | 2028-04-26      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                               | IPD 3 BV                                                                          | CUSIP: N/A<br>LEI: 724500RBP2J59JMQB629       | Long             | DBT              | CORP              | NL        |      300000 | PA      | $336748.92    | 0.02%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Cardif SA                                  | BNP Paribas Cardif SA                                                             | CUSIP: N/A<br>LEI: 969500VRSFWX7S1P2M29       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $349376.83    | 0.02%             | 2035-11-07      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                  | Mex Bonos Desarr Fix Rt                                                           | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      163480 | PA      | $861539.65    | 0.05%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Anglo American plc                                     | Anglo American plc                                                                | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |        5236 | NS      | $259103.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RCI Banque SA                                          | RCI Banque SA                                                                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $117373.79    | 0.01%             | 2037-03-24      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Arena Luxembourg Finance SARL                          | Arena Luxembourg Finance SARL                                                     | CUSIP: N/A<br>LEI: 222100KX2LPK5KRSIG74       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $117716.60    | 0.01%             | 2030-05-01      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                       | Roche Holding AG                                                                  | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |        4968 | NS      | $2024460.01   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Aena SME SA                                            | Aena SME SA                                                                       | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |       27159 | NS      | $741783.52    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ION Platform Finance SARL                              | ION Platform Finance SARL                                                         | CUSIP: N/A<br>LEI: 6488IU1F9M51Z3P60R77       | Long             | DBT              | CORP              | LU        |      479000 | PA      | $519526.08    | 0.03%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                         | Var Energi ASA                                                                    | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | DBT              | CORP              | NO        |      100000 | PA      | $116484.76    | 0.01%             | 2086-04-29      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                      | Clarios Global LP                                                                 | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | DBT              | CORP              | US        |      457000 | PA      | $535966.53    | 0.03%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Romania                                                | Romania Government Bond                                                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      127000 | PA      | $150171.45    | 0.01%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sobha Sukuk I Holding Ltd.                             | Sobha Sukuk I Holding Ltd.                                                        | CUSIP: N/A<br>LEI: 254900VZENPT8NAXW686       | Long             | DBT              | CORP              | AE        |      200000 | PA      | $187200.00    | 0.01%             | 2030-09-11      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Itelyum Regeneration SpA                               | Itelyum Regeneration SpA                                                          | CUSIP: N/A<br>LEI: 815600051FBC23AA8A45       | Long             | DBT              | CORP              | IT        |      300000 | PA      | $354797.80    | 0.02%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Maxam Prill SARL                                       | Maxam Prill SARL                                                                  | CUSIP: N/A<br>LEI: 984500C4C5B820A6B691       | Long             | DBT              | CORP              | LU        |      474000 | PA      | $561794.18    | 0.04%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                    | Volkswagen International Finance NV                                               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $118243.36    | 0.01%             | 2033-11-15      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Lottomatica Group SpA                                  | Lottomatica Group SpA                                                             | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | DBT              | CORP              | IT        |      105000 | PA      | $124944.35    | 0.01%             | 2031-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fortune Star BVI Ltd.                                  | Fortune Star BVI Ltd.                                                             | CUSIP: N/A<br>LEI: 2549008CU8NYQQRSNU62       | Long             | DBT              | CORP              | VG        |      120000 | PA      | $134077.78    | 0.01%             | 2030-11-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance SARL                              | ION Platform Finance SARL                                                         | CUSIP: N/A<br>LEI: 6488IU1F9M51Z3P60R77       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $92882.77     | 0.01%             | 2032-09-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                   | SoftBank Group Corp.                                                              | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      100000 | PA      | $101964.95    | 0.01%             | 2062-10-29      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                               | Republic of South Africa                                                          | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     6566333 | PA      | $401440.63    | 0.03%             | 2026-12-21      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ION Platform Finance SARL                              | ION Platform Finance SARL                                                         | CUSIP: N/A<br>LEI: 6488IU1F9M51Z3P60R77       | Long             | DBT              | CORP              | LU        |      119000 | PA      | $116515.20    | 0.01%             | 2030-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hungary                                                | Hungary Government Bond                                                           | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |      200000 | PA      | $208200.00    | 0.01%             | 2035-09-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                     | Republic of Poland                                                                | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     7840000 | PA      | $2046217.72   | 0.13%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Paprec Holding SA                                      | Paprec Holding SA                                                                 | CUSIP: N/A<br>LEI: 969500ASAFSVN9KVC873       | Long             | DBT              | CORP              | FR        |      192000 | PA      | $224155.03    | 0.01%             | 2030-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| QIAGEN NV                                              | QIAGEN NV                                                                         | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |        1113 | NS      | $37966.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIS Fabbrica Italiana Sintetici SpA                    | FIS Fabbrica Italiana Sintetici SpA                                               | CUSIP: N/A<br>LEI: 8156004D7056C63EC525       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $117164.22    | 0.01%             | 2031-02-05      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Modernland Overseas Pte. Ltd.                          | Modernland Overseas Pte. Ltd.                                                     | CUSIP: N/A<br>LEI: 254900HQ9F9WCPKERQ02       | Long             | DBT              | CORP              | SG        |      380739 | PA      | $123930.54    | 0.01%             | 2027-04-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Deepocean Ltd.                                         | Deepocean Ltd.                                                                    | CUSIP: N/A<br>LEI: 213800OYKN2J6ZFIFU40       | Long             | DBT              | CORP              | JE        |      210000 | PA      | $252041.49    | 0.02%             | 2031-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                         | Opal Bidco SAS                                                                    | CUSIP: N/A<br>LEI: 969500R96XT7XY2UJ564       | Long             | DBT              | CORP              | FR        |      104000 | PA      | $123437.89    | 0.01%             | 2032-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sunrise FinCo. I BV                                    | Sunrise FinCo. I BV                                                               | CUSIP: N/A<br>LEI: 213800MNFBDEQRS6HZ22       | Long             | DBT              | CORP              | NL        |      170000 | PA      | $197499.64    | 0.01%             | 2032-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing UK plc                  | Allwyn Entertainment Financing UK plc                                             | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | DBT              | CORP              | GB        |      102000 | PA      | $117727.52    | 0.01%             | 2031-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TeamSystem SpA                                         | TeamSystem SpA                                                                    | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $112311.29    | 0.01%             | 2032-07-01      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Currenta Group Holdings SARL                           | Currenta Group Holdings SARL                                                      | CUSIP: N/A<br>LEI: 222100SF79KCJKYUPE47       | Long             | DBT              | CORP              | LU        |      200000 | PA      | $236121.10    | 0.02%             | 2030-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Essendi SA                                             | Essendi SA                                                                        | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |      200000 | PA      | $234868.17    | 0.01%             | 2030-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Essendi SA                                             | Essendi SA                                                                        | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |      270000 | PA      | $315195.08    | 0.02%             | 2032-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                    | Shift4 Payments LLC                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      302000 | PA      | $339983.11    | 0.02%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                | VZ Secured Financing BV                                                           | CUSIP: N/A<br>LEI: 549300MG611MYCOWY949       | Long             | DBT              | CORP              | NL        |      364000 | PA      | $405743.28    | 0.03%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Clariane SE                                            | Clariane SE                                                                       | CUSIP: N/A<br>LEI: 969500WEPS61H6TJM037       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $249104.58    | 0.02%             | 2030-06-27      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                          | Equinix, Inc.                                                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |         163 | NS      | $176501.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mehilainen Yhtiot Oy                                   | Mehilainen Yhtiot Oy                                                              | CUSIP: N/A<br>LEI: 2138006X78HGYRHS5865       | Long             | DBT              | CORP              | FI        |      250000 | PA      | $294524.32    | 0.02%             | 2032-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                  | Republic of Indonesia                                                             | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 20296000000 | PA      | $1131468.11   | 0.07%             | 2031-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                   | Republic of Colombia                                                              | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  1812900000 | PA      | $470458.43    | 0.03%             | 2030-02-27      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance II plc                  | BCP V Modular Services Finance II plc                                             | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |      300000 | PA      | $308676.98    | 0.02%             | 2031-07-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                   | SoftBank Group Corp.                                                              | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      100000 | PA      | $115259.46    | 0.01%             | 2031-07-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                   | SoftBank Group Corp.                                                              | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      103000 | PA      | $117890.65    | 0.01%             | 2033-07-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                   | SoftBank Group Corp.                                                              | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      400000 | PA      | $463846.70    | 0.03%             | 2029-10-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kongsberg Maritime A/S                                 | Kongsberg Maritime A/S                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NO        |       15659 | NS      | $102627.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Maison Finco plc                                       | Maison Finco plc                                                                  | CUSIP: N/A<br>LEI: 9845007743J958DAS530       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $128794.77    | 0.01%             | 2032-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Market Bidco Finco plc                                 | Market Bidco Finco plc                                                            | CUSIP: N/A<br>LEI: 549300UGYX6EBVHRVG53       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $112914.98    | 0.01%             | 2031-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Garfunkelux Holdco 3 SA                                | Garfunkelux Holdco 3 SA                                                           | CUSIP: N/A<br>LEI: 2221007QVSNJV7EWBX69       | Long             | DBT              | CORP              | LU        |      282018 | PA      | $332514.69    | 0.02%             | 2028-09-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                  | United Mexican States                                                             | CUSIP: 91087BBP4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      101000 | PA      | $116575.65    | 0.01%             | 2038-03-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Froneri Lux FinCo SARL                                 | Froneri Lux FinCo SARL                                                            | CUSIP: N/A<br>LEI: 9845005YBZ75E5AA3B94       | Long             | DBT              | CORP              | LU        |      411000 | PA      | $467170.88    | 0.03%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Loxam SAS                                              | Loxam SAS                                                                         | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |      308000 | PA      | $355679.34    | 0.02%             | 2031-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                  | Nissan Motor Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | DBT              | CORP              | JP        |      100000 | PA      | $120504.04    | 0.01%             | 2033-07-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                  | Nissan Motor Co. Ltd.                                                             | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | DBT              | CORP              | JP        |      354000 | PA      | $419924.60    | 0.03%             | 2029-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alexandrite Lake Lux Holdings SARL                     | Alexandrite Lake Lux Holdings SARL                                                | CUSIP: N/A<br>LEI: 213800RY78YHYF5J8L55       | Long             | DBT              | CORP              | LU        |      258000 | PA      | $297485.99    | 0.02%             | 2030-07-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                  | Mex Bonos Desarr Fix Rt                                                           | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       46300 | PA      | $220666.91    | 0.01%             | 2055-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                   | Republic of Colombia                                                              | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  2010200000 | PA      | $504689.49    | 0.03%             | 2058-03-13      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Romania                                                | Romania Government Bond                                                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      204000 | PA      | $226779.99    | 0.01%             | 2033-03-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Italmatch Chemicals SpA                                | Italmatch Chemicals SpA                                                           | CUSIP: N/A<br>LEI: 815600E7294ACCE76074       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $116817.64    | 0.01%             | 2031-02-05      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Unilever plc                                           | Unilever plc                                                                      | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |        5288 | NS      | $308370.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kapla Holding SAS                                      | Kapla Holding SAS                                                                 | CUSIP: N/A<br>LEI: 894500PJ28XTH66K4X83       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $117868.50    | 0.01%             | 2033-04-30      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                            | Ageas SA                                                                          | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | DBT              | CORP              | BE        |      200000 | PA      | $233852.11    | 0.01%             | 2034-05-20      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Sunbelt Rentals Holdings, Inc.                         | Sunbelt Rentals Holdings, Inc.                                                    | CUSIP: 866966104<br>LEI: 529900W4BQDNMAOSRA49 | Long             | EC               | CORP              | US        |         974 | NS      | $73209.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gruppo San Donato SpA                                  | Gruppo San Donato SpA                                                             | CUSIP: N/A<br>LEI: 8156003649DB0704FC22       | Long             | DBT              | CORP              | IT        |      200000 | PA      | $234436.59    | 0.01%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                          | Federative Republic of Brazil                                                     | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |      121000 | PA      | $141585.61    | 0.01%             | 2036-04-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                   | SoftBank Group Corp.                                                              | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      103000 | PA      | $122288.85    | 0.01%             | 2032-04-22      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                   | SoftBank Group Corp.                                                              | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      100000 | PA      | $118352.87    | 0.01%             | 2030-04-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                   | SoftBank Group Corp.                                                              | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      106000 | PA      | $125544.52    | 0.01%             | 2034-04-22      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd.                             | CK Hutchison Holdings Ltd.                                                        | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               | CORP              | KY        |       48500 | NS      | $404984.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Energean plc                                           | Energean plc                                                                      | CUSIP: N/A<br>LEI: 549300RVMKU0CYUZBB05       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $231161.29    | 0.01%             | 2031-05-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Spirax Group plc                                       | Spirax Group plc                                                                  | CUSIP: N/A<br>LEI: 213800WFVZQMHOZP2W17       | Long             | EC               | CORP              | GB        |         916 | NS      | $89398.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sword Purchaser LLC                                    | Sword Purchaser LLC                                                               | CUSIP: N/A<br>LEI: 254900S0VY2QTAITBR94       | Long             | DBT              | CORP              | US        |      116000 | PA      | $137417.49    | 0.01%             | 2033-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| South32 Ltd.                                           | South32 Ltd.                                                                      | CUSIP: N/A<br>LEI: 213800LAZNPXSBKVHR17       | Long             | EC               | CORP              | AU        |       54650 | NS      | $161957.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland                                     | Republic of Poland                                                                | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     1241634 | PA      | $336167.44    | 0.02%             | 2031-08-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                     | Cellnex Telecom SA                                                                | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |         266 | NS      | $8954.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tryg A/S                                               | Tryg A/S                                                                          | CUSIP: N/A<br>LEI: 213800ZRS8AC4LSTCE39       | Long             | EC               | CORP              | DK        |        8951 | NS      | $215080.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                               | Svenska Handelsbanken AB, Class A                                                 | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | EC               | CORP              | SE        |       23189 | NS      | $329514.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                     | Johnson Controls International plc                                                | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |         596 | NS      | $87033.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritas Newco                                          | Veritas Newco                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |         244 | NS      | $4687.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Veritas Newco                                          | Veritas Newco, Series G-1                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         168 | NS      | $3238.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aimbridge Topco LLC                                    | Aimbridge Topco LLC                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        1250 | NS      | $49998.40     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Incora Top Holdco LLC                                  | Incora Top Holdco LLC                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       25159 | PA      | $6221.92      | 0.00%             | 2033-01-31      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Wolverine Escrow LLC                                   | Wolverine Escrow LLC                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       84000 | PA      | $0.01         | 0.00%             | 2026-11-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Wom New Holdco                                         | WOM New Holdco                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        2389 | NS      | $35835.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Altice France Lux 3                                    | Altice France Lux 3                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |        6374 | NS      | $129792.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortrex Holdings LLC                                   | Fortrex Holdings LLC                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         905 | NS      | $24435.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UNITED SITE SERVICES                                   | UNITED SITE SERVICES                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        5712 | NS      | $41412.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Group Laboratories South Africa Pty. Ltd.              | Group Laboratories South Africa Pty. Ltd.                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | ZA        |       64000 | PA      | $32960.00     | 0.00%             | 2028-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Group Laboratories South Africa Pty. Ltd.              | Group Laboratories South Africa Pty. Ltd.                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | ZA        |      201000 | PA      | $103515.00    | 0.01%             | 2028-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| New Knoxville Local School District                    | New Knoxville Local School District                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       25064 | NS      | $33828.82     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CyberArk Software, Inc.                                | CyberArk Software, Inc.                                                           | CUSIP: N/A<br>LEI: 2549006DYHAFRZEQD459       | Long             | EC               | CORP              | US        |         161 | NS      | $7245.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INCORA TOP HOLDCO LLC                                  | INCORA TOP HOLDCO LLC                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        1197 | NS      | $7397.46      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Societe Generale SA                                    | Analog Devices, Inc.                                                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        1398 | NS      | $478133.63    | 0.03%             | 2026-05-05      | Fixed         | 19.50%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | AMETEK, Inc.                                                                      | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        5657 | NS      | $1318570.55   | 0.08%             | 2026-05-05      | Fixed         | 16.31%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Arista Networks, Inc.                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        2775 | NS      | $408519.50    | 0.03%             | 2026-05-05      | Fixed         | 30.27%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Broadcom, Inc.                                                                    | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        8339 | NS      | $2987384.58   | 0.19%             | 2026-05-05      | Fixed         | 30.49%                | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                          | Salesforce, Inc.                                                                  | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |        2570 | NS      | $455183.14    | 0.03%             | 2026-05-05      | Fixed         | 22.62%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Home Depot, Inc. (The)                                                            | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       11368 | NS      | $3746709.97   | 0.24%             | 2026-05-05      | Fixed         | 17.59%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Intuit, Inc.                                                                      | CUSIP: 06370D787<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |         690 | NS      | $269084.12    | 0.02%             | 2026-05-05      | Fixed         | 23.74%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Oracle Corp.                                                                      | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        4209 | NS      | $682624.11    | 0.04%             | 2026-05-05      | Fixed         | 43.42%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | O'Reilly Automotive, Inc.                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       32633 | NS      | $3236176.24   | 0.21%             | 2026-05-05      | Fixed         | 19.51%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Simon Property Group, Inc.                                                        | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        4979 | NS      | $1000927.38   | 0.06%             | 2026-05-05      | Fixed         | 19.92%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | UDR, Inc.                                                                         | CUSIP: 06370D795<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       23002 | NS      | $838416.78    | 0.05%             | 2026-05-05      | Fixed         | 23.27%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Verizon Communications, Inc.                                                      | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       22273 | NS      | $1073486.94   | 0.07%             | 2026-05-05      | Fixed         | 25.40%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Oracle Corp.                                                                      | CUSIP: 06370F246<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        4494 | NS      | $719748.78    | 0.05%             | 2026-05-12      | Fixed         | 44.28%                | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                | ABB Ltd.                                                                          | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |       18223 | NS      | $1666296.54   | 0.11%             | 2026-05-06      | Fixed         | 23.63%                | No            |                  2 | On Loan: No      |
| UBS AG                                                 | DTE Energy Co.                                                                    | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |       44358 | NS      | $1444789.71   | 0.09%             | 2026-05-06      | Fixed         | 34.20%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | AutoZone, Inc.                                                                    | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |         315 | NS      | $1170130.38   | 0.07%             | 2026-05-08      | Fixed         | 17.90%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Baker Hughes Co., Series 000r                                                     | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       33459 | NS      | $2137546.75   | 0.14%             | 2026-05-08      | Fixed         | 22.88%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Berkshire Hathaway, Inc.                                                          | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        2709 | NS      | $1285551.61   | 0.08%             | 2026-05-08      | Fixed         | 8.84%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Citigroup, Inc.                                                                   | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       24976 | NS      | $2948476.23   | 0.19%             | 2026-05-08      | Fixed         | 22.05%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Fastenal Co.                                                                      | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       60038 | NS      | $2710362.97   | 0.17%             | 2026-05-08      | Fixed         | 20.44%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | FirstEnergy Corp.                                                                 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        8616 | NS      | $410456.71    | 0.03%             | 2026-05-08      | Fixed         | 11.47%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                               | Alphabet, Inc., Series DM4e                                                       | CUSIP: 61780B541<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |       14422 | NS      | $4821991.29   | 0.31%             | 2026-05-08      | Fixed         | 18.08%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | International Business Machines Corp.                                             | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        2441 | NS      | $566643.04    | 0.04%             | 2026-05-08      | Fixed         | 21.20%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Intel Corp.                                                                       | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       11793 | NS      | $660015.62    | 0.04%             | 2026-05-08      | Fixed         | 33.46%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Otis Worldwide Corp.                                                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       24926 | NS      | $1946824.59   | 0.12%             | 2026-05-08      | Fixed         | 12.80%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Palo Alto Networks, Inc.                                                          | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        2023 | NS      | $354191.57    | 0.02%             | 2026-05-08      | Fixed         | 20.07%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Keurig Dr Pepper, Inc.                                                            | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        5400 | NS      | $153024.78    | 0.01%             | 2026-05-04      | Fixed         | 24.56%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Medtronic plc                                                                     | CUSIP: 06370F337<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        3900 | NS      | $316331.55    | 0.02%             | 2026-05-04      | Fixed         | 17.87%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | SS&C Technologies Holdings, Inc.                                                  | CUSIP: 06370F345<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        5200 | NS      | $361627.30    | 0.02%             | 2026-05-07      | Fixed         | 17.75%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Texas Instruments, Inc.                                                           | CUSIP: 06370F352<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        1700 | NS      | $348765.59    | 0.02%             | 2026-05-07      | Fixed         | 27.00%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Textron, Inc.                                                                     | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        1000 | NS      | $96125.98     | 0.01%             | 2026-05-04      | Fixed         | 20.17%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Verizon Communications, Inc.                                                      | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        2200 | NS      | $105932.58    | 0.01%             | 2026-05-04      | Fixed         | 24.99%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Apple, Inc.                                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       20736 | NS      | $5448106.63   | 0.35%             | 2026-05-05      | Fixed         | 18.18%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Fastenal Co.                                                                      | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       60816 | NS      | $2753956.70   | 0.18%             | 2026-05-15      | Fixed         | 20.73%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | FirstEnergy Corp.                                                                 | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        8628 | NS      | $408733.92    | 0.03%             | 2026-05-15      | Fixed         | 14.63%                | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                | Intel Corp.                                                                       | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |       12230 | NS      | $650687.92    | 0.04%             | 2026-05-15      | Fixed         | 34.75%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Meta Platforms, Inc.                                                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        6037 | NS      | $3703460.13   | 0.24%             | 2026-05-05      | Fixed         | 22.22%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | O'Reilly Automotive, Inc.                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       34330 | NS      | $3349544.27   | 0.21%             | 2026-05-12      | Fixed         | 14.97%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Otis Worldwide Corp.                                                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       24548 | NS      | $1921030.03   | 0.12%             | 2026-05-15      | Fixed         | 12.28%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | Safran SA                                                                         | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        4324 | NS      | $1390042.02   | 0.09%             | 2026-05-06      | Fixed         | 18.32%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | Costco Wholesale Corp.                                                            | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        3883 | NS      | $3939643.27   | 0.25%             | 2026-05-08      | Fixed         | 13.57%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | Home Depot, Inc. (The)                                                            | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       11462 | NS      | $3787619.94   | 0.24%             | 2026-05-12      | Fixed         | 15.60%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Mastercard, Inc., Series GMTT                                                     | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        2206 | NS      | $1115276.91   | 0.07%             | 2026-05-12      | Fixed         | 19.66%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                               | McKesson Corp., Series ETHD                                                       | CUSIP: 61780B558<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        2920 | NS      | $2394448.63   | 0.15%             | 2026-05-12      | Fixed         | 15.55%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Nordson Corp.                                                                     | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        7548 | NS      | $2112680.38   | 0.13%             | 2026-05-12      | Fixed         | 16.87%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Omnicom Group, Inc.                                                               | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       17868 | NS      | $1378639.82   | 0.09%             | 2026-05-12      | Fixed         | 17.79%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | Tesla, Inc.                                                                       | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |         678 | NS      | $260181.63    | 0.02%             | 2026-05-12      | Fixed         | 19.63%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | Walmart, Inc.                                                                     | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       25149 | NS      | $3287267.05   | 0.21%             | 2026-05-12      | Fixed         | 17.15%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | Exxon Mobil Corp.                                                                 | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       14680 | NS      | $2270103.74   | 0.14%             | 2026-05-12      | Fixed         | 14.64%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Crown Castle, Inc.                                                                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |         800 | NS      | $71173.45     | 0.00%             | 2026-05-07      | Fixed         | 22.42%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                               | Carlyle Group, Inc. (The), Series 121Z                                            | CUSIP: 61780B574<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        2200 | NS      | $110247.43    | 0.01%             | 2026-05-07      | Fixed         | 18.99%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                               | CNH Industrial NV, Series 121X                                                    | CUSIP: 61780B590<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        6100 | NS      | $65475.30     | 0.00%             | 2026-05-07      | Fixed         | 14.29%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Chevron Corp.                                                                     | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        1200 | NS      | $232648.22    | 0.01%             | 2026-05-07      | Fixed         | 19.61%                | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                            | Toronto-Dominion Bank (The)                                                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |        2900 | NS      | $292887.90    | 0.02%             | 2026-05-07      | Fixed         | 21.29%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                               | Lockheed Martin Corp., Series 001c                                                | CUSIP: 61780B582<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |         100 | NS      | $52176.83     | 0.00%             | 2026-05-11      | Fixed         | 19.78%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                               | Lamb Weston Holdings, Inc., Series 121Y                                           | CUSIP: 61780B566<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        2100 | NS      | $91834.09     | 0.01%             | 2026-05-07      | Fixed         | 25.99%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | STAG Industrial, Inc.                                                             | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        2800 | NS      | $108488.58    | 0.01%             | 2026-05-11      | Fixed         | 16.22%                | No            |                  2 | On Loan: No      |
| UBS AG                                                 | BP plc                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |       51500 | NS      | $411325.51    | 0.03%             | 2026-05-11      | Fixed         | 28.35%                | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                | Rentokil Initial plc, Series GMUI                                                 | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |       43000 | NS      | $282852.86    | 0.02%             | 2026-05-11      | Fixed         | 35.65%                | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                | Smurfit WestRock plc, Series GMUJ                                                 | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |        1800 | NS      | $91890.99     | 0.01%             | 2026-05-11      | Fixed         | 22.22%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Apple, Inc.                                                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       20678 | NS      | $5386959.17   | 0.34%             | 2026-05-12      | Fixed         | 14.25%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Avery Dennison Corp.                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        8270 | NS      | $1359331.83   | 0.09%             | 2026-05-12      | Fixed         | 16.82%                | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                | Bank of America Corp.                                                             | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |       22959 | NS      | $1150152.66   | 0.07%             | 2026-05-13      | Fixed         | 17.69%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Cencora, Inc.                                                                     | CUSIP: 06370F360<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        9447 | NS      | $2926325.41   | 0.19%             | 2026-05-13      | Fixed         | 16.26%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | HCA Healthcare, Inc.                                                              | CUSIP: 06370F378<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        5688 | NS      | $2492204.13   | 0.16%             | 2026-05-13      | Fixed         | 20.53%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Hartford Insurance Group, Inc. (The)                                              | CUSIP: 06370F386<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       20777 | NS      | $2840293.14   | 0.18%             | 2026-05-13      | Fixed         | 13.71%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | McKesson Corp.                                                                    | CUSIP: 06370F394<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        2976 | NS      | $2447307.13   | 0.16%             | 2026-05-19      | Fixed         | 16.80%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Microsoft Corp.                                                                   | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       10154 | NS      | $4085715.87   | 0.26%             | 2026-05-13      | Fixed         | 16.95%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Nordson Corp.                                                                     | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        7748 | NS      | $2129803.06   | 0.14%             | 2026-05-19      | Fixed         | 14.03%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | NVIDIA Corp.                                                                      | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       33368 | NS      | $6174836.26   | 0.39%             | 2026-05-13      | Fixed         | 22.04%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Omnicom Group, Inc.                                                               | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       18175 | NS      | $1398093.31   | 0.09%             | 2026-05-19      | Fixed         | 20.71%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Rollins, Inc.                                                                     | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       47164 | NS      | $2604075.61   | 0.17%             | 2026-05-13      | Fixed         | 15.46%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Apple, Inc.                                                                       | CUSIP: 06370F402<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       20530 | NS      | $5363621.09   | 0.34%             | 2026-05-19      | Fixed         | 16.66%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Accenture plc                                                                     | CUSIP: 06370F410<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        1711 | NS      | $308794.36    | 0.02%             | 2026-05-13      | Fixed         | 24.99%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Applied Materials, Inc.                                                           | CUSIP: 06370F428<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        2274 | NS      | $869780.57    | 0.06%             | 2026-05-13      | Fixed         | 31.76%                | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                               | Amphenol Corp.                                                                    | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |        3634 | NS      | $515237.68    | 0.03%             | 2026-05-13      | Fixed         | 33.11%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Broadcom, Inc.                                                                    | CUSIP: 06370F436<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       12864 | NS      | $4510060.53   | 0.29%             | 2026-05-13      | Fixed         | 26.74%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Bank of America Corp.                                                             | CUSIP: 06370F444<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       22834 | NS      | $1151128.71   | 0.07%             | 2026-05-20      | Fixed         | 16.48%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Costco Wholesale Corp.                                                            | CUSIP: 06370F451<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        3932 | NS      | $3922076.97   | 0.25%             | 2026-05-15      | Fixed         | 14.29%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Ecolab, Inc.                                                                      | CUSIP: 06370F469<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        2390 | NS      | $625364.36    | 0.04%             | 2026-05-13      | Fixed         | 16.53%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Essex Property Trust, Inc.                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        4367 | NS      | $1086850.45   | 0.07%             | 2026-05-15      | Fixed         | 26.16%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | GE HealthCare Technologies, Inc.                                                  | CUSIP: 06370F477<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        6396 | NS      | $393658.72    | 0.03%             | 2026-05-15      | Fixed         | 23.43%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Alphabet, Inc.                                                                    | CUSIP: 06370F485<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       15024 | NS      | $4863248.00   | 0.31%             | 2026-05-15      | Fixed         | 20.17%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | HCA Healthcare, Inc.                                                              | CUSIP: 06370F592<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        5571 | NS      | $2451029.72   | 0.16%             | 2026-05-20      | Fixed         | 19.77%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Mastercard, Inc.                                                                  | CUSIP: 06370F600<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        2229 | NS      | $1124966.38   | 0.07%             | 2026-05-19      | Fixed         | 17.49%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Meta Platforms, Inc.                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        5830 | NS      | $3571905.12   | 0.23%             | 2026-05-15      | Fixed         | 22.54%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Microsoft Corp.                                                                   | CUSIP: 06370F618<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       10050 | NS      | $4018735.34   | 0.26%             | 2026-05-20      | Fixed         | 16.99%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Tesla, Inc.                                                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |         678 | NS      | $259681.20    | 0.02%             | 2026-05-19      | Fixed         | 20.62%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Universal Health Services, Inc.                                                   | CUSIP: 06370F626<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        7782 | NS      | $1323392.84   | 0.08%             | 2026-05-15      | Fixed         | 22.86%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Vertex Pharmaceuticals, Inc.                                                      | CUSIP: 06370F634<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |         867 | NS      | $372259.76    | 0.02%             | 2026-05-15      | Fixed         | 20.98%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        2200 | NS      | $217338.59    | 0.01%             | 2026-05-14      | Fixed         | 20.87%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                     | J.P. Morgan Structured Products BV, Series EmTO                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |         400 | NS      | $76315.97     | 0.00%             | 2026-05-14      | Fixed         | 29.65%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                     | J.P. Morgan Structured Products BV, Series EmTP                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |         600 | NS      | $189655.74    | 0.01%             | 2026-05-14      | Fixed         | 27.37%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |         300 | NS      | $97057.54     | 0.01%             | 2026-05-14      | Fixed         | 21.79%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        2100 | NS      | $76875.26     | 0.00%             | 2026-05-14      | Fixed         | 16.59%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                     | J.P. Morgan Structured Products BV                                                | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |         800 | NS      | $98614.92     | 0.01%             | 2026-05-14      | Fixed         | 33.85%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International                            | Goldman Sachs International                                                       | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |        5580 | NS      | $1087279.15   | 0.07%             | 2026-05-15      | Fixed         | 22.18%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc, Series EMTY                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |         764 | NS      | $772343.84    | 0.05%             | 2026-05-19      | Fixed         | 28.16%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International                            | Goldman Sachs International                                                       | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |       15024 | NS      | $4745259.86   | 0.30%             | 2026-05-22      | Fixed         | 16.17%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                               | Morgan Stanley Europe SE, Series EMTA                                             | CUSIP: 61780B608<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        3720 | NS      | $933211.28    | 0.06%             | 2026-05-19      | Fixed         | 38.14%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc, Series EMTa                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        3331 | NS      | $1462343.42   | 0.09%             | 2026-05-19      | Fixed         | 30.72%                | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                          | Nomura Bank International plc                                                     | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |        7607 | NS      | $2129483.34   | 0.14%             | 2026-05-27      | Fixed         | 12.30%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        5673 | NS      | $798658.32    | 0.05%             | 2026-05-19      | Fixed         | 29.93%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       24034 | NS      | $1328219.47   | 0.08%             | 2026-05-19      | Fixed         | 23.27%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc, Series EMTZ                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       20360 | NS      | $2749159.83   | 0.17%             | 2026-05-19      | Fixed         | 23.96%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International                            | Goldman Sachs International                                                       | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |        8241 | NS      | $2423031.47   | 0.15%             | 2026-05-20      | Fixed         | 25.72%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc, Series 000i                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        4677 | NS      | $1494316.93   | 0.10%             | 2026-05-20      | Fixed         | 15.62%                | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                          | Nomura Bank International plc                                                     | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |       15064 | NS      | $2330254.83   | 0.15%             | 2026-05-20      | Fixed         | 20.77%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc, Series EMUT                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        2500 | NS      | $564354.68    | 0.04%             | 2026-05-18      | Fixed         | 20.60%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        1500 | NS      | $224947.05    | 0.01%             | 2026-05-14      | Fixed         | 21.98%                | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                               | Mizuho Markets Cayman LP                                                          | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |         900 | NS      | $77819.91     | 0.00%             | 2026-05-18      | Fixed         | 20.52%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                               | Morgan Stanley Europe SE, Series EmUJ                                             | CUSIP: 61780B616<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        2416 | NS      | $3387313.29   | 0.22%             | 2026-05-20      | Fixed         | 34.06%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       18700 | NS      | $3520393.96   | 0.22%             | 2026-05-20      | Fixed         | 18.28%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       42050 | NS      | $3527686.24   | 0.22%             | 2026-05-20      | Fixed         | 28.48%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        5993 | NS      | $2979986.74   | 0.19%             | 2026-05-20      | Fixed         | 15.58%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                               | Morgan Stanley Europe SE                                                          | CUSIP: 61780B624<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        3213 | NS      | $1320440.00   | 0.08%             | 2026-05-27      | Fixed         | 36.33%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       72646 | NS      | $1245545.04   | 0.08%             | 2026-05-20      | Fixed         | 30.89%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                               | Morgan Stanley Europe SE, Series EmUI                                             | CUSIP: 61780B632<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |       33723 | NS      | $6075850.99   | 0.39%             | 2026-05-20      | Fixed         | 23.38%                | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                          | Nomura Bank International plc                                                     | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |       23620 | NS      | $3517363.40   | 0.22%             | 2026-05-22      | Fixed         | 17.00%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        5953 | NS      | $834497.85    | 0.05%             | 2026-05-27      | Fixed         | 31.21%                | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                          | Nomura Bank International plc                                                     | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |      180214 | NS      | $2054388.35   | 0.13%             | 2026-05-22      | Fixed         | 34.97%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                               | Morgan Stanley Europe SE, Series 4Lfh                                             | CUSIP: 61780B640<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |       13225 | NS      | $2220808.36   | 0.14%             | 2026-05-22      | Fixed         | 39.72%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       24618 | NS      | $1384766.34   | 0.09%             | 2026-05-27      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        4878 | NS      | $1527448.84   | 0.10%             | 2026-05-29      | Fixed         | 17.36%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       25211 | NS      | $3217157.09   | 0.20%             | 2026-05-21      | Fixed         | 18.33%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Bank of Montreal                                                                  | CUSIP: 06370F642<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        1764 | NS      | $320124.32    | 0.02%             | 2026-05-27      | Fixed         | 23.07%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Bank of Montreal                                                                  | CUSIP: 06370F659<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        2338 | NS      | $870986.08    | 0.06%             | 2026-05-27      | Fixed         | 30.16%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        3769 | NS      | $526313.54    | 0.03%             | 2026-05-27      | Fixed         | 27.05%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Bank of Montreal                                                                  | CUSIP: 06370F667<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        6843 | NS      | $424465.56    | 0.03%             | 2026-05-27      | Fixed         | 23.11%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |         814 | NS      | $782602.37    | 0.05%             | 2026-05-27      | Fixed         | 30.24%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Bank of Montreal                                                                  | CUSIP: 06370F675<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        3705 | NS      | $893567.93    | 0.06%             | 2026-05-27      | Fixed         | 33.39%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |         903 | NS      | $386702.53    | 0.02%             | 2026-05-27      | Fixed         | 15.82%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        1107 | NS      | $271737.93    | 0.02%             | 2026-05-22      | Fixed         | 21.73%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                               | Morgan Stanley Europe SE                                                          | CUSIP: 61780B657<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |       33425 | NS      | $2487609.63   | 0.16%             | 2036-05-22      | Fixed         | 24.67%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       33521 | NS      | $5962192.81   | 0.38%             | 2026-05-29      | Fixed         | 25.81%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                               | Morgan Stanley Europe SE, Series 4Leq                                             | CUSIP: 61780B665<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |       35998 | NS      | $3285795.98   | 0.21%             | 2026-05-22      | Fixed         | 24.34%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                               | Morgan Stanley Europe SE, Series 4Leo                                             | CUSIP: 61780B673<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |         723 | NS      | $351669.44    | 0.02%             | 2026-05-22      | Fixed         | 23.05%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                               | Morgan Stanley Europe SE, Series 4Lep                                             | CUSIP: 61780B681<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        6165 | NS      | $1206541.00   | 0.08%             | 2026-05-22      | Fixed         | 35.28%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       27258 | NS      | $1611446.75   | 0.10%             | 2026-05-22      | Fixed         | 23.46%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |         100 | NS      | $197253.39    | 0.01%             | 2026-05-21      | Fixed         | 20.82%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |         700 | NS      | $230764.25    | 0.01%             | 2026-05-18      | Fixed         | 14.84%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        3500 | NS      | $386111.93    | 0.02%             | 2026-05-21      | Fixed         | 16.10%                | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                     | Canadian Imperial Bank of Commerce                                                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |        2200 | NS      | $238339.91    | 0.02%             | 2026-05-26      | Floating      | 22.60%                | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                            | Toronto-Dominion Bank (The)                                                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |        1400 | NS      | $479038.91    | 0.03%             | 2026-05-26      | Fixed         | 32.14%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                     | J.P. Morgan Structured Products BV, Series 00IT                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |        4318 | NS      | $1022203.79   | 0.07%             | 2026-05-22      | Fixed         | 33.67%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                     | J.P. Morgan Structured Products BV, Series CCzi                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       18211 | NS      | $3473830.29   | 0.22%             | 2026-05-27      | Fixed         | 26.56%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Bank of Montreal                                                                  | CUSIP: 06370F683<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |         638 | NS      | $269844.47    | 0.02%             | 2026-05-29      | Fixed         | 19.79%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                     | J.P. Morgan Structured Products BV, Series GMVU                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |         615 | NS      | $333825.13    | 0.02%             | 2026-05-29      | Fixed         | 22.89%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                     | J.P. Morgan Structured Products BV, Series Emtu                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |        1000 | NS      | $74862.29     | 0.00%             | 2026-05-21      | Fixed         | 19.23%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                     | J.P. Morgan Structured Products BV                                                | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |         700 | NS      | $146091.85    | 0.01%             | 2026-05-21      | Fixed         | 23.14%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        2800 | NS      | $327855.10    | 0.02%             | 2026-05-26      | Fixed         | 22.61%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        1200 | NS      | $471166.97    | 0.03%             | 2026-05-28      | Fixed         | 20.99%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        4437 | NS      | $1111066.66   | 0.07%             | 2026-06-02      | Fixed         | 29.72%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                     | J.P. Morgan Structured Products BV, Series GMVW                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       13948 | NS      | $3207471.37   | 0.20%             | 2026-05-29      | Fixed         | 21.54%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                     | J.P. Morgan Structured Products BV, Series GMVV                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |        3172 | NS      | $4424111.34   | 0.28%             | 2026-05-29      | Fixed         | 30.28%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       19279 | NS      | $3655453.39   | 0.23%             | 2026-05-29      | Fixed         | 15.25%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       33362 | NS      | $2564632.29   | 0.16%             | 2026-06-02      | Fixed         | 20.30%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        6973 | NS      | $749362.90    | 0.05%             | 2026-05-29      | Fixed         | 18.44%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       41619 | NS      | $3632938.14   | 0.23%             | 2026-05-29      | Fixed         | 31.17%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        5974 | NS      | $2984062.43   | 0.19%             | 2026-05-29      | Fixed         | 13.24%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       23458 | NS      | $3507033.28   | 0.22%             | 2026-06-02      | Fixed         | 14.02%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |       36052 | NS      | $3288353.96   | 0.21%             | 2026-05-29      | Fixed         | 22.47%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        6085 | NS      | $1186096.48   | 0.08%             | 2026-06-02      | Fixed         | 18.60%                | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                            | Toronto-Dominion Bank (The)                                                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |         300 | NS      | $113630.20    | 0.01%             | 2026-06-04      | Fixed         | 27.97%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc, Series EMUB                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        1400 | NS      | $274444.44    | 0.02%             | 2026-05-28      | Fixed         | 19.03%                | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                            | Toronto-Dominion Bank (The)                                                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |        6700 | NS      | $310534.06    | 0.02%             | 2026-06-04      | Fixed         | 19.15%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc, Series EMUA                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        1600 | NS      | $149452.48    | 0.01%             | 2026-05-28      | Fixed         | 25.55%                | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                          | Nomura Bank International plc                                                     | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |         800 | NS      | $185164.46    | 0.01%             | 2026-05-28      | Fixed         | 17.21%                | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                            | Toronto-Dominion Bank (The)                                                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |         600 | NS      | $83454.90     | 0.01%             | 2026-05-26      | Fixed         | 24.08%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc, Series EMSc                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |         700 | NS      | $110323.62    | 0.01%             | 2026-05-26      | Fixed         | 19.39%                | No            |                  2 | On Loan: No      |
| UBS AG                                                 | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |        4556 | NS      | $2046060.88   | 0.13%             | 2026-06-05      | Fixed         | 36.44%                | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                | Citigroup Global Markets Holdings, Inc.                                           | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |        8359 | NS      | $1715935.77   | 0.11%             | 2026-06-05      | Fixed         | 28.16%                | No            |                  2 | On Loan: No      |
| UBS AG                                                 | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |       79445 | NS      | $1872385.05   | 0.12%             | 2026-06-05      | Fixed         | 9.35%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                | Citigroup Global Markets Holdings, Inc.                                           | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |        2878 | NS      | $1563632.21   | 0.10%             | 2026-06-05      | Fixed         | 26.43%                | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                | Citigroup Global Markets Holdings, Inc.                                           | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |       32187 | NS      | $3287893.57   | 0.21%             | 2026-06-05      | Fixed         | 29.93%                | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                | Citigroup Global Markets Holdings, Inc.                                           | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |        8728 | NS      | $3548599.53   | 0.23%             | 2026-06-05      | Fixed         | 10.54%                | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                | Citigroup Global Markets Holdings, Inc.                                           | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |        8438 | NS      | $2397227.49   | 0.15%             | 2026-06-05      | Fixed         | 16.53%                | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                | Citigroup Global Markets Holdings, Inc.                                           | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |        6143 | NS      | $1904883.70   | 0.12%             | 2026-06-05      | Fixed         | 25.69%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       26538 | NS      | $2451621.90   | 0.16%             | 2026-06-05      | Fixed         | 12.30%                | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                               | Mizuho Markets Cayman LP                                                          | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |         400 | NS      | $120076.91    | 0.01%             | 2026-06-01      | Fixed         | 20.62%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        2000 | NS      | $119721.89    | 0.01%             | 2026-06-01      | Fixed         | 34.69%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |         700 | NS      | $121185.90    | 0.01%             | 2026-06-01      | Fixed         | 20.58%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        2600 | NS      | $104629.19    | 0.01%             | 2026-06-01      | Fixed         | 34.04%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        1300 | NS      | $292347.26    | 0.02%             | 2026-06-01      | Fixed         | 35.77%                | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                     | Canadian Imperial Bank of Commerce                                                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |        2200 | NS      | $290472.50    | 0.02%             | 2026-06-01      | Fixed         | 34.40%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        3200 | NS      | $209240.54    | 0.01%             | 2026-06-04      | Fixed         | 25.20%                | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                               | Mizuho Markets Cayman LP                                                          | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |        6100 | NS      | $167544.88    | 0.01%             | 2026-06-04      | Fixed         | 23.82%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |        1400 | NS      | $61231.37     | 0.00%             | 2026-06-01      | Fixed         | 22.44%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                    | Societe Generale SA                                                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | SN               | CORP              | FR        |         300 | NS      | $70105.37     | 0.00%             | 2026-06-04      | Fixed         | 28.92%                | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                               | Mizuho Markets Cayman LP                                                          | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |         200 | NS      | $75727.93     | 0.00%             | 2026-06-04      | Fixed         | 37.07%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        4899 | NS      | $842387.45    | 0.05%             | 2026-05-29      | Fixed         | 38.63%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International                            | Goldman Sachs International                                                       | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |        2523 | NS      | $869019.00    | 0.06%             | 2026-06-02      | Fixed         | 16.63%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       14831 | NS      | $5032637.04   | 0.32%             | 2026-06-02      | Fixed         | 20.17%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International                            | Goldman Sachs International                                                       | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |         371 | NS      | $653775.41    | 0.04%             | 2026-06-02      | Fixed         | 32.59%                | No            |                  2 | On Loan: No      |
| HSBC Bank plc                                          | HSBC Bank plc, Series 004m                                                        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | Long             | SN               | CORP              | GB        |        9925 | NS      | $3897280.97   | 0.25%             | 2026-06-09      | Fixed         | 19.46%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |      174402 | NS      | $2122835.13   | 0.14%             | 2026-06-02      | Fixed         | 30.66%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       12790 | NS      | $2151165.10   | 0.14%             | 2026-06-02      | Fixed         | 39.96%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       20068 | NS      | $2924442.72   | 0.19%             | 2026-06-02      | Fixed         | 17.20%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       26787 | NS      | $1573170.73   | 0.10%             | 2026-06-02      | Fixed         | 19.49%                | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                          | Nomura Bank International plc                                                     | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |        1046 | NS      | $255627.34    | 0.02%             | 2026-06-02      | Fixed         | 20.73%                | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                     | Canadian Imperial Bank of Commerce                                                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |       13887 | NS      | $3521353.86   | 0.22%             | 2026-06-09      | Floating      | 21.40%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |         627 | NS      | $276423.79    | 0.02%             | 2026-06-03      | Fixed         | 21.90%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        2301 | NS      | $3368258.46   | 0.21%             | 2026-06-09      | Fixed         | 28.09%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        2518 | NS      | $437896.11    | 0.03%             | 2026-06-06      | Fixed         | 27.98%                | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                          | Nomura Bank International plc                                                     | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |         594 | NS      | $254032.39    | 0.02%             | 2026-06-03      | Fixed         | 23.35%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        2464 | NS      | $854046.18    | 0.05%             | 2026-06-09      | Fixed         | 20.08%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       92568 | NS      | $1666625.56   | 0.11%             | 2026-06-03      | Fixed         | 23.57%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        5926 | NS      | $1161699.59   | 0.07%             | 2026-06-09      | Fixed         | 18.89%                | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                          | Nomura Bank International plc                                                     | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |        7835 | NS      | $1344267.60   | 0.09%             | 2026-06-03      | Fixed         | 23.56%                | No            |                  2 | On Loan: No      |
| Project Power Buyer LLC                                | Project Power Buyer LLC                                                           | CUSIP: N/A<br>LEI: 254900A2E2V4ARWDQV76       | Long             | DBT              | CORP              | US        |     1041000 | PA      | $1042856.37   | 0.07%             | 2031-05-01      | Fixed         | 6.12%                 | No            |                  3 | On Loan: No      |
| Project Power Buyer LLC                                | Project Power Buyer LLC                                                           | CUSIP: N/A<br>LEI: 254900A2E2V4ARWDQV76       | Long             | DBT              | CORP              | US        |     1873000 | PA      | $1875437.62   | 0.12%             | 2033-05-01      | Fixed         | 6.38%                 | No            |                  3 | On Loan: No      |
| UBS AG                                                 | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |         200 | NS      | $41133.35     | 0.00%             | 2026-06-08      | Fixed         | 32.63%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        6700 | NS      | $390740.27    | 0.02%             | 2026-06-08      | Fixed         | 13.56%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                     | J.P. Morgan Structured Products BV, Series EMTU                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |         600 | NS      | $139653.34    | 0.01%             | 2026-06-08      | Fixed         | 32.34%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       19248 | NS      | $1856353.07   | 0.12%             | 2026-06-05      | Fixed         | 21.16%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        4668 | NS      | $2120265.93   | 0.13%             | 2026-06-12      | Fixed         | 35.06%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        9255 | NS      | $1921408.19   | 0.12%             | 2026-06-12      | Fixed         | 30.98%                | No            |                  2 | On Loan: No      |
| UBS AG                                                 | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |        3075 | NS      | $1669444.77   | 0.11%             | 2026-06-12      | Fixed         | 28.92%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       32412 | NS      | $3319791.92   | 0.21%             | 2026-06-12      | Fixed         | 28.40%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        8548 | NS      | $3474498.80   | 0.22%             | 2026-06-12      | Fixed         | 11.85%                | No            |                  2 | On Loan: No      |
| UBS AG                                                 | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |      101414 | NS      | $1652080.25   | 0.11%             | 2026-06-05      | Fixed         | 26.93%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        9144 | NS      | $2638138.16   | 0.17%             | 2026-06-12      | Fixed         | 19.62%                | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                     | Canadian Imperial Bank of Commerce                                                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |        1600 | NS      | $238232.64    | 0.02%             | 2026-06-11      | Floating      | 20.28%                | No            |                  2 | On Loan: No      |
| UBS AG                                                 | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |        3000 | NS      | $246679.46    | 0.02%             | 2026-06-11      | Fixed         | 22.20%                | No            |                  2 | On Loan: No      |
| UBS AG                                                 | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |        4400 | NS      | $175147.41    | 0.01%             | 2026-06-11      | Fixed         | 24.00%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                     | J.P. Morgan Structured Products BV, Series D3T2                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |        1400 | NS      | $496019.62    | 0.03%             | 2026-06-11      | Fixed         | 21.24%                | No            |                  2 | On Loan: No      |
| UBS AG                                                 | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |         400 | NS      | $71600.72     | 0.00%             | 2026-06-04      | Fixed         | 21.10%                | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                     | Canadian Imperial Bank of Commerce                                                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | SN               | CORP              | CA        |        3700 | NS      | $340512.19    | 0.02%             | 2026-06-15      | Floating      | 20.25%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                               | Morgan Stanley Europe SE, Series GN1u                                             | CUSIP: 61780B699<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        5566 | NS      | $1313111.51   | 0.08%             | 2026-06-03      | Fixed         | 14.05%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       13656 | NS      | $3578923.27   | 0.23%             | 2026-06-16      | Fixed         | 17.61%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                               | Morgan Stanley Europe SE, Series GN1v                                             | CUSIP: 61780B707<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        2774 | NS      | $471154.52    | 0.03%             | 2026-06-03      | Fixed         | 32.38%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                               | Morgan Stanley Europe SE, Series GN1t                                             | CUSIP: 61780B715<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        7767 | NS      | $1287768.75   | 0.08%             | 2026-06-03      | Fixed         | 14.93%                | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                | Citigroup Global Markets Holdings, Inc.                                           | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |        3782 | NS      | $508120.79    | 0.03%             | 2026-06-03      | Fixed         | 15.94%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        5630 | NS      | $1106527.74   | 0.07%             | 2026-06-09      | Fixed         | 16.50%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        4748 | NS      | $820690.70    | 0.05%             | 2026-06-09      | Fixed         | 29.95%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |         365 | NS      | $647235.92    | 0.04%             | 2026-06-09      | Fixed         | 30.15%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        2361 | NS      | $1384906.38   | 0.09%             | 2026-06-03      | Fixed         | 18.59%                | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                | Citigroup Global Markets Holdings, Inc.                                           | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |        2674 | NS      | $240556.41    | 0.02%             | 2026-06-03      | Fixed         | 24.73%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        2963 | NS      | $439494.13    | 0.03%             | 2026-06-03      | Fixed         | 21.26%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        2530 | NS      | $629234.40    | 0.04%             | 2026-06-09      | Fixed         | 22.66%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        5498 | NS      | $413200.18    | 0.03%             | 2026-06-09      | Fixed         | 21.95%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                               | Morgan Stanley Europe SE, Series EMSj                                             | CUSIP: 61780B756<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |       10342 | NS      | $927024.14    | 0.06%             | 2026-06-10      | Fixed         | 21.46%                | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                | Citigroup Global Markets Holdings, Inc.                                           | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |       26237 | NS      | $3490570.48   | 0.22%             | 2026-06-10      | Fixed         | 14.17%                | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                | Citigroup Global Markets Holdings, Inc.                                           | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |        2352 | NS      | $621598.29    | 0.04%             | 2026-06-10      | Fixed         | 14.68%                | No            |                  2 | On Loan: No      |
| UBS AG                                                 | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |       78030 | NS      | $1829817.18   | 0.12%             | 2026-06-12      | Fixed         | 8.64%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                | Citigroup Global Markets Holdings, Inc.                                           | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |      102446 | NS      | $1637848.10   | 0.10%             | 2026-06-12      | Fixed         | 27.72%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc, Series 000e                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        4313 | NS      | $1125405.18   | 0.07%             | 2026-06-10      | Fixed         | 9.87%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                | Citigroup Global Markets Holdings, Inc.                                           | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |        4447 | NS      | $1441046.59   | 0.09%             | 2026-06-05      | Fixed         | 30.81%                | No            |                  2 | On Loan: No      |
| UBS AG                                                 | UBS AG                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |       24958 | NS      | $2276178.73   | 0.14%             | 2026-06-12      | Fixed         | 14.53%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc, Series GMUi                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        6909 | NS      | $751775.82    | 0.05%             | 2026-06-09      | Fixed         | 26.05%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                               | Morgan Stanley Europe SE, Series EMSi                                             | CUSIP: 61780B723<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |         307 | NS      | $355001.11    | 0.02%             | 2026-06-10      | Fixed         | 13.35%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       45791 | NS      | $1494592.03   | 0.10%             | 2026-06-05      | Fixed         | 16.40%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc, Series 000g                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       70309 | NS      | $1259743.81   | 0.08%             | 2026-06-10      | Fixed         | 20.92%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc, Series 000f                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       32357 | NS      | $6442890.86   | 0.41%             | 2026-06-10      | Fixed         | 23.25%                | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                | Citigroup Global Markets Holdings, Inc.                                           | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |        3384 | NS      | $721731.82    | 0.05%             | 2026-06-10      | Fixed         | 18.08%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                               | Morgan Stanley Europe SE, Series EMSh                                             | CUSIP: 61780B731<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |       45289 | NS      | $2526723.07   | 0.16%             | 2026-06-10      | Fixed         | 18.78%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                               | Morgan Stanley Europe SE, Series D5Sf                                             | CUSIP: 61780B749<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        5937 | NS      | $1165424.70   | 0.07%             | 2026-06-16      | Fixed         | 15.65%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Bank of Montreal                                                                  | CUSIP: 06370F691<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        4500 | NS      | $282630.48    | 0.02%             | 2026-06-11      | Fixed         | 22.65%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        2000 | NS      | $120545.25    | 0.01%             | 2026-06-15      | Fixed         | 33.46%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |         500 | NS      | $25791.38     | 0.00%             | 2026-06-11      | Fixed         | 29.56%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Bank of Montreal                                                                  | CUSIP: 06370F709<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        8900 | NS      | $258452.08    | 0.02%             | 2026-06-15      | Fixed         | 33.95%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        6300 | NS      | $116778.17    | 0.01%             | 2026-06-11      | Fixed         | 22.57%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        1500 | NS      | $115057.11    | 0.01%             | 2026-06-15      | Fixed         | 39.84%                | No            |                  2 | On Loan: No      |
| HSBC Bank plc                                          | HSBC Bank plc, Series EMOJ                                                        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | Long             | SN               | CORP              | GB        |         600 | NS      | $375993.14    | 0.02%             | 2026-06-15      | Fixed         | 20.70%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Bank of Montreal                                                                  | CUSIP: 06370F733<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        1500 | NS      | $181368.54    | 0.01%             | 2026-06-15      | Fixed         | 21.67%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Bank of Montreal                                                                  | CUSIP: 06370F725<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        4000 | NS      | $144642.21    | 0.01%             | 2026-06-15      | Fixed         | 16.82%                | No            |                  2 | On Loan: No      |
| HSBC Bank plc                                          | HSBC Bank plc, Series EMX5                                                        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | Long             | SN               | CORP              | GB        |         200 | NS      | $52377.00     | 0.00%             | 2026-06-11      | Fixed         | 16.60%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                               | Morgan Stanley Europe SE, Series D5UZ                                             | CUSIP: 61780B764<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        2218 | NS      | $368520.06    | 0.02%             | 2026-06-09      | Fixed         | 24.42%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        5032 | NS      | $1023592.04   | 0.07%             | 2026-06-10      | Fixed         | 12.05%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                               | Morgan Stanley Europe SE, Series EMSg                                             | CUSIP: 61780B772<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |       23583 | NS      | $835585.72    | 0.05%             | 2026-06-10      | Fixed         | 11.81%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        7822 | NS      | $2854365.19   | 0.18%             | 2026-06-10      | Fixed         | 15.91%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       23046 | NS      | $1094434.14   | 0.07%             | 2026-06-16      | Fixed         | 14.01%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        6797 | NS      | $2179134.10   | 0.14%             | 2026-06-12      | Fixed         | 37.20%                | No            |                  2 | On Loan: No      |
| Nomura Bank International plc                          | Nomura Bank International plc                                                     | CUSIP: N/A<br>LEI: WGII3666BEDR02O24131       | Long             | SN               | CORP              | GB        |        1200 | NS      | $478961.17    | 0.03%             | 2026-06-18      | Fixed         | 22.40%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                               | Morgan Stanley Europe SE, Series 5438                                             | CUSIP: 61780B780<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        2800 | NS      | $145568.98    | 0.01%             | 2026-06-18      | Fixed         | 26.36%                | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                            | Toronto-Dominion Bank (The)                                                       | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |        2600 | NS      | $411992.84    | 0.03%             | 2026-06-18      | Fixed         | 17.98%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                               | Morgan Stanley Europe SE, Series 5437                                             | CUSIP: 61780B798<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |         300 | NS      | $59665.67     | 0.00%             | 2026-06-18      | Fixed         | 16.67%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                               | Morgan Stanley Europe SE, Series DMSP                                             | CUSIP: 61780B806<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        1300 | NS      | $435245.76    | 0.03%             | 2026-06-23      | Fixed         | 19.60%                | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                | Citigroup Global Markets Holdings, Inc.                                           | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |       20691 | NS      | $5614795.41   | 0.36%             | 2026-06-16      | Fixed         | 12.92%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Bank of Montreal                                                                  | CUSIP: 06370F741<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        1415 | NS      | $569495.05    | 0.04%             | 2026-06-16      | Fixed         | 28.53%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                               | Morgan Stanley Europe SE, Series D5Se                                             | CUSIP: 61780B814<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |         684 | NS      | $306513.15    | 0.02%             | 2026-06-16      | Fixed         | 20.38%                | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                | Citigroup Global Markets Holdings, Inc.                                           | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |        8712 | NS      | $3673467.07   | 0.23%             | 2026-06-16      | Fixed         | 31.18%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Bank of Montreal                                                                  | CUSIP: 06370F758<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |         321 | NS      | $1173730.55   | 0.07%             | 2026-06-16      | Fixed         | 18.48%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Bank of Montreal                                                                  | CUSIP: 06370F766<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        3869 | NS      | $520575.05    | 0.03%             | 2026-06-16      | Fixed         | 17.56%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Bank of Montreal                                                                  | CUSIP: 06370F774<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       31895 | NS      | $2221638.17   | 0.14%             | 2026-06-16      | Fixed         | 24.79%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Bank of Montreal                                                                  | CUSIP: 06370F782<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        2759 | NS      | $1304101.15   | 0.08%             | 2026-06-16      | Fixed         | 9.91%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Bank of Montreal                                                                  | CUSIP: 06370F790<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        9493 | NS      | $2935484.77   | 0.19%             | 2026-06-16      | Fixed         | 18.58%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Bank of Montreal                                                                  | CUSIP: 06370F808<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       21111 | NS      | $2886097.49   | 0.18%             | 2026-06-17      | Fixed         | 13.17%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Bank of Montreal                                                                  | CUSIP: 06370F816<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        2522 | NS      | $584789.07    | 0.04%             | 2026-06-17      | Fixed         | 20.27%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Bank of Montreal                                                                  | CUSIP: 06370F824<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |         704 | NS      | $278748.80    | 0.02%             | 2026-06-17      | Fixed         | 21.71%                | No            |                  3 | On Loan: No      |
| Bank of Montreal                                       | Bank of Montreal                                                                  | CUSIP: 06370F832<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |        2427 | NS      | $1438344.35   | 0.09%             | 2026-06-17      | Fixed         | 17.42%                | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                | Citigroup Global Markets Holdings, Inc.                                           | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |        9827 | NS      | $4079832.09   | 0.26%             | 2026-06-17      | Fixed         | 20.96%                | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                | Citigroup Global Markets Holdings, Inc.                                           | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |        2636 | NS      | $234090.71    | 0.01%             | 2026-06-17      | Fixed         | 24.99%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                     | J.P. Morgan Structured Products BV, Series CMSK                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       25141 | NS      | $3245265.65   | 0.21%             | 2026-06-17      | Fixed         | 23.59%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                     | J.P. Morgan Structured Products BV, Series CMSM                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       17978 | NS      | $3489709.58   | 0.22%             | 2026-06-17      | Fixed         | 25.17%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                     | J.P. Morgan Structured Products BV, Series CMSJ                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       10774 | NS      | $949848.77    | 0.06%             | 2026-06-17      | Fixed         | 21.48%                | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Bank of Montreal                                                                  | CUSIP: 06370F840<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | SN               | CORP              | CA        |       26546 | NS      | $3413925.06   | 0.22%             | 2026-06-17      | Fixed         | 18.05%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                     | J.P. Morgan Structured Products BV, Series CMSN                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |        2297 | NS      | $387158.89    | 0.02%             | 2026-06-17      | Fixed         | 45.94%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                     | J.P. Morgan Structured Products BV, Series CMSL                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |        1993 | NS      | $364795.13    | 0.02%             | 2026-06-17      | Fixed         | 23.78%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                     | J.P. Morgan Structured Products BV, Series 4353                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |        3426 | NS      | $728162.04    | 0.05%             | 2026-06-24      | Fixed         | 24.29%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                     | J.P. Morgan Structured Products BV, Series 4352                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |        3003 | NS      | $450892.64    | 0.03%             | 2026-06-24      | Fixed         | 30.99%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        2690 | NS      | $742102.94    | 0.05%             | 2026-06-24      | Fixed         | 23.74%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        5441 | NS      | $407743.96    | 0.03%             | 2026-06-24      | Fixed         | 21.14%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                      | Barclays Bank plc                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        1005 | NS      | $422806.86    | 0.03%             | 2026-06-24      | Fixed         | 42.87%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV                     | J.P. Morgan Structured Products BV, Series 4351                                   | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |       25265 | NS      | $3223561.35   | 0.21%             | 2026-06-24      | Fixed         | 17.06%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                               | Morgan Stanley Europe SE, Series DMSO                                             | CUSIP: 61780B822<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |         900 | NS      | $122031.00    | 0.01%             | 2026-06-23      | Fixed         | 23.04%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Europe SE                               | Morgan Stanley Europe SE, Series DMSM                                             | CUSIP: 61780B830<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |       16100 | NS      | $288834.00    | 0.02%             | 2026-06-23      | Fixed         | 22.85%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                | BNP Paribas Issuance BV                                                           | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        7000 | NS      | $577010.00    | 0.04%             | 2026-06-25      | Fixed         | 21.13%                | No            |                  3 | On Loan: No      |
| Royal Bank of Canada                                   | Royal Bank of Canada                                                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        3200 | NS      | $191360.00    | 0.01%             | 2026-06-23      | Fixed         | 24.42%                | No            |                  3 | On Loan: No      |
| Morgan Stanley Europe SE                               | Morgan Stanley Europe SE, Series DMSN                                             | CUSIP: 61780B848<br>LEI: 54930056FHWP7GIWYY08 | Long             | SN               | CORP              | DE        |        1700 | NS      | $105009.00    | 0.01%             | 2026-06-23      | Fixed         | 34.56%                | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                          | Banco BPM SpA                                                                     | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |       19402 | NS      | $282707.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                          | UniCredit SpA                                                                     | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |       25344 | NS      | $1958644.78   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Equate Petrochemical Co. KSCC                          | Equate Petrochemical Co. KSCC                                                     | CUSIP: N/A<br>LEI: 635400J73BDO4TTGXD45       | Long             | DBT              | CORP              | KW        |      230000 | PA      | $229126.00    | 0.01%             | 2026-11-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                       | ArcelorMittal SA                                                                  | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |        2427 | NS      | $140900.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                          | Assa Abloy AB, Class B                                                            | CUSIP: N/A<br>LEI: 549300YECS8HKCIMMB67       | Long             | EC               | CORP              | SE        |        6267 | NS      | $241202.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Flughafen Zurich AG                                    | Flughafen Zurich AG (Registered)                                                  | CUSIP: N/A<br>LEI: 529900PFO97GCN5SYB55       | Long             | EC               | CORP              | CH        |        1477 | NS      | $419403.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                       | ABN AMRO Bank NV                                                                  | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | EC               | CORP              | NL        |        9133 | NS      | $317982.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Orsted A/S                                             | Orsted A/S                                                                        | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | EC               | CORP              | DK        |         715 | NS      | $19121.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TBC Bank Group plc                                     | TBC Bank Group plc                                                                | CUSIP: N/A<br>LEI: 213800T6NS9N2WQ3B328       | Long             | EC               | CORP              | GB        |        2545 | NS      | $167960.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Holdings Co. Ltd.                           | Japan Post Holdings Co. Ltd.                                                      | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               | CORP              | JP        |       13000 | NS      | $150761.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Bank Co. Ltd.                               | Japan Post Bank Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 5493006JVO6N2HC2XZ76       | Long             | EC               | CORP              | JP        |        5900 | NS      | $101245.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| gategroup Finance Luxembourg SA                        | gategroup Finance Luxembourg SA                                                   | CUSIP: N/A<br>LEI: 529900Q1OR7LI4GOGW68       | Long             | DBT              | CORP              | LU        |      300000 | PA      | $385570.33    | 0.02%             | 2027-02-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banca Mediolanum SpA                                   | Banca Mediolanum SpA                                                              | CUSIP: N/A<br>LEI: 7LVZJ6XRIE7VNZ4UBX81       | Long             | EC               | CORP              | IT        |        3621 | NS      | $79366.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Coles Group Ltd.                                       | Coles Group Ltd.                                                                  | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               | CORP              | AU        |       26380 | NS      | $420444.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Construcciones y Auxiliar de Ferrocarriles SA          | Construcciones y Auxiliar de Ferrocarriles SA                                     | CUSIP: N/A<br>LEI: 95980020140005275134       | Long             | EC               | CORP              | ES        |         353 | NS      | $26575.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA                                | Anheuser-Busch InBev SA                                                           | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | EC               | CORP              | BE        |        2760 | NS      | $208550.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                                     | Poste Italiane SpA                                                                | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |        7464 | NS      | $198124.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SPIE SA                                                | SPIE SA                                                                           | CUSIP: N/A<br>LEI: 969500TJNS5GSFWJ8X85       | Long             | EC               | CORP              | FR        |        2759 | NS      | $160084.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Asset Holdings Ltd.                                 | CK Asset Holdings Ltd.                                                            | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | KY        |       14500 | NS      | $91339.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VAT Group AG                                           | VAT Group AG                                                                      | CUSIP: N/A<br>LEI: 529900MVFK7NVALR7Y83       | Long             | EC               | CORP              | CH        |          29 | NS      | $21786.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Logistics Park, Inc.                    | Mitsui Fudosan Logistics Park, Inc.                                               | CUSIP: N/A<br>LEI: 353800DN63EIYS760S59       | Long             | EC               | CORP              | JP        |         646 | NS      | $463622.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Arteria Ltd.                                     | Atlas Arteria Ltd.                                                                | CUSIP: N/A<br>LEI: 254900SGF4ZQDBH2YC59       | Long             | EC               | CORP              | AU        |       99835 | NS      | $345948.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                   | Infrastrutture Wireless Italiane SpA                                              | CUSIP: N/A<br>LEI: 81560066183FE361C071       | Long             | EC               | CORP              | IT        |       12289 | NS      | $104206.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BAWAG Group AG                                         | BAWAG Group AG                                                                    | CUSIP: N/A<br>LEI: 529900S9YO2JHTIIDG38       | Long             | EC               | CORP              | AT        |        1766 | NS      | $302429.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen NV                                               | Adyen NV                                                                          | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Long             | EC               | CORP              | NL        |          47 | NS      | $53037.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Matthey plc                                    | Johnson Matthey plc                                                               | CUSIP: N/A<br>LEI: 2138001AVBSD1HSC6Z10       | Long             | EC               | CORP              | GB        |         422 | NS      | $11932.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                           | ING Groep NV                                                                      | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |       23884 | NS      | $691236.23    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Comercial Portugues SA                           | Banco Comercial Portugues SA, Class R                                             | CUSIP: N/A<br>LEI: JU1U6S0DG9YLT7N8ZV32       | Long             | EC               | CORP              | PT        |      347125 | NS      | $371035.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Dollar                                        | Canadian Dollar                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |       10047 | OU      | $7396.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Franc                                            | Swiss Franc                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CH        |       30847 | OU      | $39479.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yuan Renminbi                                          | Yuan Renminbi                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CN        |      134657 | OU      | $19711.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Colombian Peso                                         | Colombian Peso                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CO        |   135984001 | OU      | $37373.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Czech Koruna                                           | Czech Koruna                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CZ        |     1042934 | OU      | $50196.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Danish Krone                                           | Danish Krone                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | DK        |       67891 | OU      | $10662.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | Foreign Exchange EUR/USD                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |        -143 | NC      | $-62600.78    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Egyptian Pound                                         | Egyptian Pound                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | EG        |       35216 | OU      | $656.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | S&P 500 E-Mini Index                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         601 | NC      | $9843295.12   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                   | EURO                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |     1907932 | OU      | $2239244.13   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | U.S. Treasury 5-Year Note                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        3319 | NC      | $-3257589.31  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                           | Allegion plc                                                                      | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |         724 | NS      | $99535.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture plc                                          | Accenture plc, Class A                                                            | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |       11420 | NS      | $2040868.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp. plc                                        | Eaton Corp. plc                                                                   | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |         579 | NS      | $250712.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avianca Midco 2 plc                                    | Avianca Midco 2 plc                                                               | CUSIP: N/A<br>LEI: 213800AMPX5VKH9AMX10       | Long             | DBT              | CORP              | GB        |       62000 | PA      | $60372.50     | 0.00%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Aptiv plc                                              | Aptiv plc                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |        2780 | NS      | $167522.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc                     | Johnson Controls International plc                                                | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |        1391 | NS      | $203127.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde plc                                              | Linde plc                                                                         | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |        3221 | NS      | $1614171.94   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic plc                                          | Medtronic plc                                                                     | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |       23031 | NS      | $1864820.07   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric plc                                     | nVent Electric plc                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |        1096 | NS      | $156618.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit Westrock plc                                   | Smurfit WestRock plc                                                              | CUSIP: N/A<br>LEI: 635400EGSEOPDW2EXS14       | Long             | EC               | CORP              | IE        |       11903 | NS      | $456956.17    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS plc                                             | STERIS plc                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |         501 | NS      | $108656.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies plc                                 | Trane Technologies plc                                                            | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |         681 | NS      | $335419.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Versigent plc                                          | Versigent plc                                                                     | CUSIP: N/A<br>LEI: 254900V7AVDC2J9DHM24       | Long             | EC               | CORP              | JE        |        1160 | NS      | $40565.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pound Sterling                                         | Pound Sterling                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |       41477 | OU      | $56440.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Dollar                                       | Hong Kong Dollar                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HK        |       43814 | OU      | $5593.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Forint                                                 | Forint                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HU        |    58333012 | OU      | $187993.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rupiah                                                 | Rupiah                                                                            | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | ID        |          -2 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Israeli Sheqel                                     | New Israeli Sheqel                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IL        |         405 | OU      | $137.39       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Indian Rupee                                           | Indian Rupee                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IN        |      322170 | OU      | $3394.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yen                                                    | Yen                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | JP        |    66717067 | OU      | $426157.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Won                                                    | Won                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | KR        |    83386209 | OU      | $56220.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Group SA                                        | Ardagh Group SA                                                                   | CUSIP: N/A<br>LEI: 6354006L1NWUUOPYX274       | Long             | DBT              | CORP              | LU        |      211693 | PA      | $224476.72    | 0.01%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Breakwater Energy Holdings Sarl                        | Breakwater Energy Holdings SARL                                                   | CUSIP: N/A<br>LEI: 984500969HAFA937F390       | Long             | DBT              | CORP              | LU        |      250000 | PA      | $266246.25    | 0.02%             | 2030-11-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MC Brazil Downstream Trading SARL                      | MC Brazil Downstream Trading SARL                                                 | CUSIP: N/A<br>LEI: 213800T2A7R9TYNXZI63       | Long             | DBT              | CORP              | LU        |      181234 | PA      | $169544.14    | 0.01%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Stena International SA                                 | Stena International SA                                                            | CUSIP: N/A<br>LEI: 213800A4LTGG4W55QP46       | Long             | DBT              | CORP              | LU        |      250000 | PA      | $254192.00    | 0.02%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Check Point Software Technologies Ltd.                 | Check Point Software Technologies Ltd.                                            | CUSIP: N/A<br>LEI: 2549003ZVBH73EPNS513       | Long             | EC               | CORP              | IL        |        1387 | NS      | $155995.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JFrog Ltd.                                             | JFrog Ltd.                                                                        | CUSIP: N/A<br>LEI: 2549002N8E00AY49G567       | Long             | EC               | CORP              | IL        |        2114 | NS      | $98174.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | MSCI EAFE Index                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           1 | NC      | $11047.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexican Peso                                           | Mexican Peso                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | MX        |     4954112 | OU      | $283602.63    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                                  | NXP Semiconductors NV                                                             | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |        2657 | NS      | $780068.63    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosus NV                                              | Prosus NV                                                                         | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |      231000 | PA      | $159332.25    | 0.01%             | 2050-08-03      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Naira                                                  | Naira                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NG        |     1696508 | OU      | $1233.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Krone                                        | Norwegian Krone                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NO        |      463813 | OU      | $50062.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Zealand Dollar                                     | New Zealand Dollar                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NZ        |        2582 | OU      | $1525.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockford Tower Europe CLO DAC                          | Rockford Tower Europe CLO DAC, Series 2025-1X, Class D                            | CUSIP: N/A<br>LEI: 635400NARJYDXJRPGF02       | Long             | ABS-CBDO         | CORP              | IE        |      100000 | PA      | $117842.26    | 0.01%             | 2037-10-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                     | Kingdom of Morocco                                                                | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |      279000 | PA      | $329190.38    | 0.02%             | 2035-04-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                               | Argentine Republic (The)                                                          | CUSIP: N/A<br>LEI: 549300KPBYGYF7HCHO27       | Long             | DBT              | NUSS              | AR        |   107339000 | PA      | $181265.15    | 0.01%             | 2027-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance 2 BV                           | Wintershall Dea Finance 2 BV                                                      | CUSIP: N/A<br>LEI: 529900DV88FUQZSVVL48       | Long             | DBT              | CORP              | NL        |      152000 | PA      | $181042.81    | 0.01%             | 2030-05-08      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                               | IPD 3 BV                                                                          | CUSIP: N/A<br>LEI: 724500RBP2J59JMQB629       | Long             | DBT              | CORP              | NL        |      126000 | PA      | $141434.54    | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                 | Arab Republic of Egypt Treasury Bills                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |    55600000 | PA      | $1034748.97   | 0.07%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                    | Volkswagen International Finance NV                                               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $117698.81    | 0.01%             | 2030-11-15      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Albion Financing 1 SARL                                | Albion Financing 1 SARL                                                           | CUSIP: N/A<br>LEI: 259400W9CABUZBRDLP97       | Long             | DBT              | CORP              | LU        |       11000 | PA      | $13146.86     | 0.00%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Air France-KLM                                         | Air France-KLM                                                                    | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $112812.41    | 0.01%             | 2030-05-21      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                  | Mexico Cetes                                                                      | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | STIV             | NUSS              | MX        |     1200000 | PA      | $645974.18    | 0.04%             | 2027-03-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                   | Flutter Treasury DAC                                                              | CUSIP: N/A<br>LEI: 635400JE8VLL9UFVIC38       | Long             | DBT              | CORP              | IE        |      144000 | PA      | $164880.64    | 0.01%             | 2031-06-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ZF Europe Finance BV                                   | ZF Europe Finance BV                                                              | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $122665.59    | 0.01%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Netherlands BV                           | Bausch + Lomb Netherlands BV                                                      | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | DBT              | CORP              | CA        |      100000 | PA      | $118303.12    | 0.01%             | 2031-01-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Darling Global Finance BV                              | Darling Global Finance BV                                                         | CUSIP: N/A<br>LEI: 724500R2BQXOR6YG2Y67       | Long             | DBT              | CORP              | NL        |      141000 | PA      | $166690.31    | 0.01%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                    | Banca Monte dei Paschi di Siena SpA                                               | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | DBT              | CORP              | IT        |      225000 | PA      | $267173.37    | 0.02%             | 2035-10-02      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                            | Beach Acquisition Bidco LLC                                                       | CUSIP: N/A<br>LEI: 254900F2FNX3GBTB6202       | Long             | DBT              | CORP              | US        |      200000 | PA      | $233577.05    | 0.01%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Techem Verwaltungsgesellschaft 675 mbH                 | Techem Verwaltungsgesellschaft 675 mbH                                            | CUSIP: N/A<br>LEI: 529900N0M7FQHNAV1A41       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $116174.31    | 0.01%             | 2032-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Arcano Euro CLO II DAC                                 | Arcano Euro CLO II DAC, Series 2X, Class D                                        | CUSIP: N/A<br>LEI: 635400HGPOTPFZDKOF20       | Long             | ABS-CBDO         | CORP              | IE        |      100000 | PA      | $117837.71    | 0.01%             | 2039-07-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance II plc                  | BCP V Modular Services Finance II plc                                             | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |      125000 | PA      | $128615.41    | 0.01%             | 2031-07-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sona Fios CLO V DAC                                    | Sona Fios CLO V DAC, Series 5X, Class D                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |      100000 | PA      | $118346.08    | 0.01%             | 2038-08-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Market Bidco Finco plc                                 | Market Bidco Finco plc                                                            | CUSIP: N/A<br>LEI: 549300UGYX6EBVHRVG53       | Long             | DBT              | CORP              | GB        |      147000 | PA      | $165985.01    | 0.01%             | 2031-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Signal Harmonic CLO I DAC                              | Signal Harmonic CLO I DAC, Series 1X, Class DR                                    | CUSIP: N/A<br>LEI: 635400CPGNMPPUYRUY64       | Long             | ABS-CBDO         | CORP              | IE        |      100000 | PA      | $117062.28    | 0.01%             | 2038-07-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Aurium CLO VII DAC                                     | Aurium CLO VII DAC, Series 7X, Class DR                                           | CUSIP: N/A<br>LEI: 549300V2IBKMYWMKX423       | Long             | ABS-CBDO         | CORP              | IE        |      100000 | PA      | $117599.28    | 0.01%             | 2038-10-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Dometic Group AB                                       | Dometic Group AB                                                                  | CUSIP: N/A<br>LEI: 549300STIPMK5VSA7Y59       | Long             | DBT              | CORP              | SE        |      115000 | PA      | $132998.23    | 0.01%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                    | Iron Mountain, Inc.                                                               | CUSIP: N/A<br>LEI: SQL3F6CKNNBM3SQGHX24       | Long             | DBT              | CORP              | US        |      284000 | PA      | $322573.45    | 0.02%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                           | CaixaBank SA                                                                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      200000 | PA      | $232363.02    | 0.01%             | 2035-03-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                  | United Mexican States                                                             | CUSIP: 91087BBP4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      119000 | PA      | $137351.51    | 0.01%             | 2038-03-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                | Veolia Environnement SA                                                           | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $114137.46    | 0.01%             | 2032-10-24      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Hambridge Euro CLO DAC                                 | Hambridge Euro CLO 1 DAC, Series 1X, Class D                                      | CUSIP: N/A<br>LEI: 635400P8G4JAUUUQGV26       | Long             | ABS-CBDO         | CORP              | IE        |      100000 | PA      | $118422.76    | 0.01%             | 2038-10-20      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                      | Corp. Nacional del Cobre de Chile                                                 | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |      217000 | PA      | $231801.57    | 0.01%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                 | Republic of Costa Rica                                                            | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |      230000 | PA      | $246732.50    | 0.02%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| PRA Group Europe Holding II SARL                       | PRA Group Europe Holding II SARL                                                  | CUSIP: N/A<br>LEI: 635400CWOMLGBIP4GA24       | Long             | DBT              | CORP              | LU        |      292000 | PA      | $336337.99    | 0.02%             | 2032-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                         | Olympus Water US Holding Corp.                                                    | CUSIP: N/A<br>LEI: 549300YU2GGVCBN3MY89       | Long             | DBT              | CORP              | US        |      158000 | PA      | $182814.98    | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ZF Europe Finance BV                                   | ZF Europe Finance BV                                                              | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $113394.92    | 0.01%             | 2032-02-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                            | Republic of Philippines                                                           | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    19000000 | PA      | $286511.32    | 0.02%             | 2036-02-23      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                 | Republic of Paraguay                                                              | CUSIP: 699149CC2<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  2330000000 | PA      | $380531.59    | 0.02%             | 2038-04-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                 | Republic of Paraguay                                                              | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |      398000 | PA      | $354344.38    | 0.02%             | 2033-01-29      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Samarco Mineracao SA                                   | Samarco Mineracao SA                                                              | CUSIP: N/A<br>LEI: 529900U8HKV15GJC4O60       | Long             | DBT              | CORP              | BR        |      280686 | PA      | $280966.69    | 0.02%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                              | OAK-Eagle Acquireco, Inc.                                                         | CUSIP: N/A<br>LEI: 6488ICS9P20290MA1H31       | Long             | DBT              | CORP              | US        |      262000 | PA      | $316328.16    | 0.02%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Clariane SE                                            | Clariane SE                                                                       | CUSIP: N/A<br>LEI: 969500WEPS61H6TJM037       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $118829.12    | 0.01%             | 2031-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Stora Enso OYJ                                         | Stora Enso OYJ                                                                    | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | DBT              | CORP              | FI        |      175000 | PA      | $207260.05    | 0.01%             | 2029-03-17      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| New Immo Holding SA                                    | New Immo Holding SA                                                               | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $116981.22    | 0.01%             | 2031-04-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gohl Capital Holdings Ltd.                             | Gohl Capital Holdings Ltd.                                                        | CUSIP: N/A<br>LEI: 2549009G9UNIMCATM603       | Long             | DBT              | CORP              | IM        |      298000 | PA      | $295097.48    | 0.02%             | 2031-10-29      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Republic of Serbia                                     | Republic of Serbia                                                                | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |      163000 | PA      | $190211.33    | 0.01%             | 2031-05-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Webuild SpA                                            | Webuild SpA                                                                       | CUSIP: N/A<br>LEI: 549300UKR289DF4UXQ47       | Long             | DBT              | CORP              | IT        |      150000 | PA      | $175182.46    | 0.01%             | 2032-05-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alexandrite Monnet UK Holdco plc                       | Alexandrite Monnet UK Holdco plc                                                  | CUSIP: N/A<br>LEI: 254900UEO4639PJFQ079       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $117256.00    | 0.01%             | 2031-05-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Nuevo Sol                                              | Nuevo Sol                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | PE        |       16948 | OU      | $4831.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zloty                                                  | Zloty                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | PL        |      320601 | OU      | $88446.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Romania New Leu                                        | Romania New Leu                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | RO        |      286650 | OU      | $64756.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedish Krona                                          | Swedish Krona                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SE        |      104930 | OU      | $11364.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Dollar                                       | Singapore Dollar                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SG        |       23579 | OU      | $18525.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Turkish Lira                                       | New Turkish Lira                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TR        |     4651241 | OU      | $102938.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New Taiwan Dollar                                      | New Taiwan Dollar                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TW        |           0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | U.S. Treasury 10-Year Note                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         328 | NC      | $-36926.24    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | U.S. Treasury Long Bond                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -10 | NC      | $44505.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | U.S. Treasury 10-Year Ultra Note                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -18 | NC      | $50346.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIL IV LLC                                            | SCIL IV LLC                                                                       | CUSIP: N/A<br>LEI: 9845009F6D37C41A8572       | Long             | DBT              | CORP              | US        |      200000 | PA      | $243382.05    | 0.02%             | 2028-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ams-OSRAM AG                                           | ams-OSRAM AG                                                                      | CUSIP: N/A<br>LEI: 5299001JPPT2QFTV5D76       | Long             | DBT              | CORP              | AT        |      100000 | PA      | $123615.13    | 0.01%             | 2029-03-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Fidelity Grand Harbour CLO DAC                         | Fidelity Grand Harbour CLO DAC, Series 2021-1X, Class D                           | CUSIP: N/A<br>LEI: 635400KPYNGCFZ6MDR25       | Long             | ABS-CBDO         | CORP              | IE        |      250000 | PA      | $294275.37    | 0.02%             | 2034-10-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Kronos International, Inc.                             | Kronos International, Inc.                                                        | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |      170000 | PA      | $183262.65    | 0.01%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                    | Ardonagh Finco Ltd.                                                               | CUSIP: N/A<br>LEI: 254900D2T84O1K03BA28       | Long             | DBT              | CORP              | JE        |      222000 | PA      | $260849.56    | 0.02%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Aston Martin Capital Holdings Ltd.                     | Aston Martin Capital Holdings Ltd.                                                | CUSIP: N/A<br>LEI: 213800H4GKEF3CJ8C774       | Long             | DBT              | CORP              | JE        |      186000 | PA      | $202299.91    | 0.01%             | 2029-03-31      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Pinewood Finco plc                                     | Pinewood Finco plc                                                                | CUSIP: N/A<br>LEI: 984500EF3F7CA63ND769       | Long             | DBT              | CORP              | GB        |      273000 | PA      | $367366.06    | 0.02%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                             | Vmed O2 UK Financing I plc                                                        | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |      118000 | PA      | $131409.74    | 0.01%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                    | Boels Topholding BV                                                               | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $119173.47    | 0.01%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Multiversity SpA                                       | Multiversity SpA                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |      100000 | PA      | $121930.51    | 0.01%             | 2031-05-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Multiversity SpA                                       | Multiversity SpA                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |      100000 | PA      | $117957.15    | 0.01%             | 2031-05-17      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Fedrigoni SpA                                          | Fedrigoni SpA                                                                     | CUSIP: N/A<br>LEI: 8156004CE82074779D19       | Long             | DBT              | CORP              | IT        |      113000 | PA      | $127796.18    | 0.01%             | 2031-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                               | Unipol Assicurazioni SpA                                                          | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $121377.98    | 0.01%             | 2034-05-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| OI European Group BV                                   | OI European Group BV                                                              | CUSIP: N/A<br>LEI: 72450053F5WRDY8CDZ66       | Long             | DBT              | CORP              | NL        |      113000 | PA      | $131695.64    | 0.01%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | U.S. Treasury Ultra Bond                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           4 | NC      | $-19853.01    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | U.S. Treasury Ultra Bond                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -494 | NC      | $2688063.69   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Uzbekistan International Bond              | Republic of Uzbekistan                                                            | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |      165000 | PA      | $195881.19    | 0.01%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | Deutsche Bank AG                                                                  | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $251386.44    | 0.02%             | 2029-10-30      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| PrestigeBidCo GmbH                                     | PrestigeBidCo GmbH                                                                | CUSIP: N/A<br>LEI: 529900CSF1DNOCHMI763       | Long             | DBT              | CORP              | DE        |      128000 | PA      | $151193.99    | 0.01%             | 2029-07-01      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                          | RCI Banque SA                                                                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $243019.30    | 0.02%             | 2034-10-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                          | Nidda Healthcare Holding GmbH                                                     | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |      294000 | PA      | $355603.29    | 0.02%             | 2030-02-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Amber Finco plc                                        | Amber Finco plc                                                                   | CUSIP: N/A<br>LEI: 9845004C0870D380O790       | Long             | DBT              | CORP              | GB        |      304000 | PA      | $368909.60    | 0.02%             | 2029-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AB Carval Euro CLO II-C DAC                            | AB Carval Euro CLO II-C DAC, Series 2X, Class D                                   | CUSIP: N/A<br>LEI: 6354004BYSUDKD9P4215       | Long             | ABS-CBDO         | CORP              | IE        |      100000 | PA      | $118759.79    | 0.01%             | 2037-02-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Rossini SARL                                           | Rossini SARL                                                                      | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |       47942 | PA      | $56687.28     | 0.00%             | 2029-12-31      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| TeamSystem SpA                                         | TeamSystem SpA                                                                    | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |      106000 | PA      | $121049.12    | 0.01%             | 2031-07-31      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Stonegate Pub Co. Financing plc                        | Stonegate Pub Co. Financing plc                                                   | CUSIP: N/A<br>LEI: 254900L5266ML3505282       | Long             | DBT              | CORP              | GB        |      143000 | PA      | $195842.98    | 0.01%             | 2029-07-31      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Stonegate Pub Co. Financing plc                        | Stonegate Pub Co. Financing plc                                                   | CUSIP: N/A<br>LEI: 254900L5266ML3505282       | Long             | DBT              | CORP              | GB        |      112000 | PA      | $131439.74    | 0.01%             | 2029-07-31      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                  | Mexico Cetes                                                                      | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | STIV             | NUSS              | MX        |     2277000 | PA      | $1280156.68   | 0.08%             | 2026-08-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                               | Electricite de France SA                                                          | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $242305.28    | 0.02%             | 2032-06-17      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                               | Electricite de France SA                                                          | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      100000 | PA      | $139343.18    | 0.01%             | 2035-06-17      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Cesar SpA                                              | Cesar SpA                                                                         | CUSIP: N/A<br>LEI: 815600136D7200E49057       | Long             | DBT              | CORP              | IT        |      111000 | PA      | $131652.86    | 0.01%             | 2031-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cesar SpA                                              | Cesar SpA                                                                         | CUSIP: N/A<br>LEI: 815600136D7200E49057       | Long             | DBT              | CORP              | IT        |      118000 | PA      | $139753.41    | 0.01%             | 2031-09-30      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| ADLER Group SA                                         | ADLER Group SA                                                                    | CUSIP: N/A<br>LEI: 391200OYYFJ3DWAMEC69       | Long             | EC               | CORP              | LU        |       49454 | NS      | $0.58         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BX Commercial Mortgage Trust                           | BX Commercial Mortgage Trust, Series 2024-PURE, Class A                           | CUSIP: 74625PAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      278180 | PA      | $204918.70    | 0.01%             | 2041-11-15      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| California Buyer Ltd.                                  | California Buyer Ltd.                                                             | CUSIP: N/A<br>LEI: 254900V5SMQ1UP1CLC26       | Long             | DBT              | CORP              | GB        |      194000 | PA      | $227393.15    | 0.01%             | 2032-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | Deutsche Bank AG                                                                  | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $248607.24    | 0.02%             | 2031-10-30      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                      | Maya SAS                                                                          | CUSIP: N/A<br>LEI: 9695009BGMXB527HV965       | Long             | DBT              | CORP              | FR        |      181000 | PA      | $216625.51    | 0.01%             | 2030-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| B&M European Value Retail plc                          | B&M European Value Retail plc                                                     | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Long             | DBT              | CORP              | JE        |      178000 | PA      | $230508.67    | 0.01%             | 2031-11-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Contego CLO VII DAC                                    | Contego CLO VII DAC, Series 7X, Class DR                                          | CUSIP: N/A<br>LEI: 549300HTBV5M1YNUW859       | Long             | ABS-CBDO         | CORP              | IE        |      120000 | PA      | $139604.12    | 0.01%             | 2038-01-23      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                             | Grifols SA                                                                        | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |      155000 | PA      | $188846.73    | 0.01%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Avoca CLO XVIII DAC                                    | Avoca CLO XVIII DAC, Series 18X, Class DR                                         | CUSIP: N/A<br>LEI: 549300K6K5XESJRIKM24       | Long             | ABS-CBDO         | CORP              | IE        |      100000 | PA      | $116976.03    | 0.01%             | 2038-01-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                          | AIB Group plc                                                                     | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |      200000 | PA      | $238647.64    | 0.02%             | 2031-07-14      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                  | Deutsche Lufthansa AG                                                             | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $229988.45    | 0.01%             | 2055-01-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                  | Republic of Indonesia                                                             | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |      143000 | PA      | $165420.20    | 0.01%             | 2033-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Aurium CLO XIII DAC                                    | Aurium CLO XIII DAC, Series 13X, Class D                                          | CUSIP: N/A<br>LEI: 635400NUJFLZMWBUGF89       | Long             | ABS-CBDO         | CORP              | IE        |      100000 | PA      | $115659.86    | 0.01%             | 2038-04-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Eurobank SA                                            | Eurobank SA                                                                       | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |      276000 | PA      | $318687.82    | 0.02%             | 2036-02-07      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Romania                                                | Romania Government Bond                                                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      284000 | PA      | $340920.38    | 0.02%             | 2034-09-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Gabon Government Bond                                  | Gabon Government Bond                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GA        |      325000 | PA      | $305500.00    | 0.02%             | 2029-02-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Henley CLO XI DAC                                      | Henley CLO XI DAC, Series 11X, Class D                                            | CUSIP: N/A<br>LEI: 6354004ZEQIYPXESRG76       | Long             | ABS-CBDO         | CORP              | IE        |      130000 | PA      | $151167.77    | 0.01%             | 2039-04-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Alpha Star Holding IX Ltd.                             | Alpha Star Holding IX Ltd.                                                        | CUSIP: N/A<br>LEI: 254900IL2SBV9ANGBE89       | Long             | DBT              | CORP              | AE        |      200000 | PA      | $198500.00    | 0.01%             | 2028-08-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Arini European CLO V DAC                               | Arini European CLO V DAC, Series 5X, Class D                                      | CUSIP: N/A<br>LEI: 635400HVHHJPCXB66K47       | Long             | ABS-CBDO         | CORP              | IE        |      100000 | PA      | $117239.06    | 0.01%             | 2039-01-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Contego CLO V DAC                                      | Contego CLO V DAC, Series 5X, Class DR                                            | CUSIP: N/A<br>LEI: 549300RF10WJ1D9VYK55       | Long             | ABS-CBDO         | CORP              | IE        |      100000 | PA      | $115713.83    | 0.01%             | 2037-10-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                            | NN Group NV                                                                       | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $233598.60    | 0.01%             | 2034-09-11      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Sappi Papier Holding GmbH                              | Sappi Papier Holding GmbH                                                         | CUSIP: N/A<br>LEI: 549300XBCUMUR5CI0181       | Long             | DBT              | CORP              | AT        |      211000 | PA      | $222315.13    | 0.01%             | 2032-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                          | RCI Banque SA                                                                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $234747.59    | 0.01%             | 2037-03-24      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                          | Nidda Healthcare Holding GmbH                                                     | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |      320000 | PA      | $376130.12    | 0.02%             | 2032-10-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Romania                                                | Romania Government Bond                                                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      177000 | PA      | $200010.35    | 0.01%             | 2045-10-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CIFC European Funding CLO II DAC                       | CIFC European Funding CLO II DAC, Series 2X, Class DR                             | CUSIP: N/A<br>LEI: 549300NYQTL91Z5R9B69       | Long             | ABS-CBDO         | CORP              | IE        |      100000 | PA      | $117188.59    | 0.01%             | 2039-10-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Silver Point Euro CLO DAC                              | Silver Point Euro CLO DAC, Series 1X, Class D                                     | CUSIP: N/A<br>LEI: 254900E59SU5T0V8CI79       | Long             | ABS-CBDO         | CORP              | IE        |      100000 | PA      | $117679.01    | 0.01%             | 2039-01-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                           | Oriental Republic of Uruguay                                                      | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     3075000 | PA      | $78043.24     | 0.00%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Aroundtown Finance SARL                                | Aroundtown Finance SARL                                                           | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |      494000 | PA      | $548824.20    | 0.03%             | 2031-04-30      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Europe CLO DAC                          | Rockford Tower Europe CLO DAC, Series 2025-3X, Class D                            | CUSIP: N/A<br>LEI: 6354009EFUWKAOBABO62       | Long             | ABS-CBDO         | CORP              | IE        |      150000 | PA      | $177446.27    | 0.01%             | 2040-01-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Victory Street CLO II DAC                              | Victory Street CLO II DAC, Series 2X, Class D                                     | CUSIP: N/A<br>LEI: 635400ZBAAJJTSW7YN78       | Long             | ABS-CBDO         | CORP              | IE        |      250000 | PA      | $294282.70    | 0.02%             | 2039-01-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| FR Bondco SAS                                          | FR Bondco SAS                                                                     | CUSIP: N/A<br>LEI: 9695005XHXDZWSFICJ23       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $117566.55    | 0.01%             | 2032-10-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                           | Barclays plc                                                                      | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $231622.64    | 0.01%             | 2035-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Elm Park CLO DAC                                       | Elm Park CLO DAC, Series 1X, Class DR3                                            | CUSIP: N/A<br>LEI: 549300U4MCTO5672RE42       | Long             | ABS-CBDO         | CORP              | IE        |      100000 | PA      | $116606.19    | 0.01%             | 2038-01-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                | Vivion Investments SARL                                                           | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $103443.96    | 0.01%             | 2031-03-08      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                       | Deutsche Bank AG                                                                  | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $237062.28    | 0.02%             | 2034-10-30      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                  | Freeport Indonesia PT                                                             | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |      200000 | PA      | $200075.36    | 0.01%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Kiko SpA                                               | Kiko SpA                                                                          | CUSIP: N/A<br>LEI: 815600BB98D60A86B243       | Long             | DBT              | CORP              | IT        |      124000 | PA      | $145263.88    | 0.01%             | 2032-01-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Biffa Group Holdings Ltd.                              | Biffa Group Holdings Ltd.                                                         | CUSIP: N/A<br>LEI: 21380012LWLXNMXB8I44       | Long             | DBT              | CORP              | JE        |      150000 | PA      | $204071.47    | 0.01%             | 2031-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Betclic Everest Group SAS                              | Betclic Everest Group SAS                                                         | CUSIP: N/A<br>LEI: 96950037FKVH5JOEKU82       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $117654.16    | 0.01%             | 2031-12-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                    | Republic of Ecuador                                                               | CUSIP: 27927WAR3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      230000 | PA      | $237820.00    | 0.02%             | 2039-01-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Aroundtown Finance SARL                                | Aroundtown Finance SARL                                                           | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $110097.71    | 0.01%             | 2031-07-03      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Virgin Media O2 Vendor Financing Notes VII DAC         | Virgin Media O2 Vendor Financing Notes VII DAC                                    | CUSIP: N/A<br>LEI: 984500871CCF07442C21       | Long             | DBT              | CORP              | IE        |      100000 | PA      | $106831.89    | 0.01%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Virgin Media O2 Vendor Financing Notes VIII DAC        | Virgin Media O2 Vendor Financing Notes VIII DAC                                   | CUSIP: N/A<br>LEI: 9845005B6BA02AB5D715       | Long             | DBT              | CORP              | IE        |      100000 | PA      | $122424.51    | 0.01%             | 2033-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| MKS, Inc.                                              | MKS, Inc.                                                                         | CUSIP: N/A<br>LEI: 549300KEQATBHAGVF505       | Long             | DBT              | CORP              | US        |      238000 | PA      | $269572.80    | 0.02%             | 2034-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kleopatra Finco SARL                                   | Kleopatra Finco SARL                                                              | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | DBT              | CORP              | LU        |      255837 | PA      | $243227.44    | 0.02%             | 2031-01-30      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Rand                                                   | Rand                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ZA        |     1320368 | OU      | $79265.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** BlackRock Funds II

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer