# EDGAR Filing Document

**Accession Number:** 0000872649
**File Stem:** 0001410368-26-019915
**Filing Date:** 2026-2
**Character Count:** 268171
**Document Hash:** 1b3cdaf48eb4e7a5d7d6832318289bb4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-019915.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001410368-26-019915

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LOOMIS SAYLES FUNDS II
- **CENTRAL INDEX KEY:** 0000872649

**ORGANIZATION NAME:**
- **EIN:** 043113285
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06241
- **FILM NUMBER:** 26689362

**BUSINESS ADDRESS:**
- **STREET 1:** 888 BOYLSTON STREET
- **STREET 2:** 8TH FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199
- **BUSINESS PHONE:** 617-449-2810

**MAIL ADDRESS:**
- **STREET 1:** 888 BOYLSTON STREET
- **STREET 2:** 8TH FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LOOMIS SAYLES FUNDS I
- **DATE OF NAME CHANGE:** 20031119

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LOOMIS SAYLES FUNDS
- **DATE OF NAME CHANGE:** 20031015

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LOOMIS SAYLES FUNDS II
- **DATE OF NAME CHANGE:** 20030718

## Series and Classes Contracts Data

### Loomis Sayles Strategic Income Fund (Series ID: S000006706)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000018251 | Class A      | NEFZX           |
| C000018253 | Class C      | NECZX           |
| C000018254 | Class Y      | NEZYX           |
| C000082999 | Admin Class  | NEZAX           |
| C000125487 | Class N      | NEZNX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** LOOMIS SAYLES FUNDS II

- **b. Investment Company Act file number:** 811-06241

- **c. CIK number of Registrant:** 0000872649

- **d. LEI of Registrant:** 5493007QOEDY6IHOTU14

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

  - **Street Address 1:** 888 BOYLSTON STREET

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02199-8197

  - **Telephone number:** 617-449-2139

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

- **a. Name of Series:** Loomis Sayles Strategic Income Fund

- **b. EDGAR series identifier (if any):** S000006706

- **c. LEI of Series:** KYFRBC8QABICX3ZM7C76

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2751793983.21

**Total Liabilities:** $53217407.61

**Net Assets:** $2698576575.60

**Cash Not Reported:** $15656746.74

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1321.41000000 | **1-Year:** -33760.28000000 | **5-Year:** -189742.68000000 | **10-Year:** -252356.25000000 | **30-Year:** -77983.85000000

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

- **3-Month:** -3676.19000000 | **1-Year:** -66035.49000000 | **5-Year:** -206179.63000000 | **10-Year:** -79744.22000000 | **30-Year:** -15474.21000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018251 | 0.26%                | 0.78%                | 0.65%                |
| Class ID C000018253 | 0.19%                | 0.78%                | 0.49%                |
| Class ID C000018254 | 0.20%                | 0.88%                | 0.68%                |
| Class ID C000082999 | 0.16%                | 0.76%                | 0.63%                |
| Class ID C000125487 | 0.20%                | 0.88%                | 0.61%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1775955.58              | $-9687688.93                               |
| Month 2  | $-6873987.96             | $13301794.01                               |
| Month 3  | $-17377680.02            | $17872909.03                               |

**Designated Index Information**

- **Index Name:** Fund's Securities Portfolio

- **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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GLOBAL AUTO HO/AAG FH UK                          | Global Auto Holdings Ltd/AAG FH UK Ltd                                          | CUSIP: 00033GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    7520000 | PA      | $7375164.80   | 0.27%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                          | Global Auto Holdings Ltd/AAG FH UK Ltd                                          | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    3680000 | PA      | $3853674.91   | 0.14%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                        | CUSIP: 00206RMY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    7065000 | PA      | $7239855.36   | 0.27%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                        | AbbVie Inc                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      11804 | NS      | $2697095.96   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    4030000 | PA      | $3720977.46   | 0.14%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    4530000 | PA      | $4089796.57   | 0.15%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   15030000 | PA      | $15000581.78  | 0.56%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                | Osaic Holdings Inc                                                              | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    2577000 | PA      | $2691985.28   | 0.10%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ADVANCED ENERGY IND                               | Advanced Energy Industries Inc                                                  | CUSIP: 007973AE0<br>LEI: 549300756XI3QLFT2U27 | Long             | DBT              | CORP              | US        |     732000 | PA      | $1200114.00   | 0.04%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                    | Air Lease Corp                                                                  | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    7035000 | PA      | $6939117.17   | 0.26%             | 2026-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                     | Aircastle Ltd                                                                   | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    2570000 | PA      | $2674571.76   | 0.10%             | 2029-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                           | Aircastle Ltd / Aircastle Ireland DAC                                           | CUSIP: 00929JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    3695000 | PA      | $3851317.38   | 0.14%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                          | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3508000 | PA      | $3571759.51   | 0.13%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                          | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3110000 | PA      | $3226548.56   | 0.12%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                          | ALLISON TRANSMISSION INC 2025 INCREMENTAL TERM LOAN B                           | CUSIP: 01973KAJ5<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | LON              | CORP              | US        |    3920000 | PA      | $3936346.40   | 0.15%             | 2032-11-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                      | Alphabet Inc                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      12849 | NS      | $4021737.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTA WIND HOLDINGS LLC                            | Alta Wind Holdings LLC                                                          | CUSIP: 021345AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18103871 | PA      | $17276987.59  | 0.64%             | 2035-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Optimum Communications Inc                        | Optimum Communications Inc                                                      | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |    1317588 | NS      | $2174020.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                     | Amphenol Corp                                                                   | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      11258 | NS      | $1521406.12   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMYNTA AGENCY/WARRANTY                            | Amynta Agency Borrower Inc and Amynta Warranty Borrower Inc                     | CUSIP: 03238AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6435000 | PA      | $6510270.20   | 0.24%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                  | Antares Holdings LP                                                             | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |     495000 | PA      | $483767.57    | 0.02%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                  | Antares Holdings LP                                                             | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |     585000 | PA      | $571986.79    | 0.02%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                               | Elevance Health Inc                                                             | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       3916 | NS      | $1372753.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                          | Apollo Global Management Inc                                                    | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |       5050 | NS      | $381376.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                         | Apple Inc                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      11478 | NS      | $3120409.08   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Applebees/IHOP Funding LLC                        | Applebee's Funding LLC / IHOP Funding LLC                                       | CUSIP: 03789XAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5925000 | PA      | $6012802.58   | 0.22%             | 2053-03-05      | Fixed         | 7.82%                 | No            |                  2 | On Loan: No      |
| APL Finance LLC                                   | APL Finance 2023-1 DAC                                                          | CUSIP: 03790CAJ0<br>LEI: 6354009RKO5CXUKYBH41 | Long             | ABS-O            | CORP              | US        |    6250000 | PA      | $6181916.25   | 0.23%             | 2036-03-20      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                     | AppLovin Corp                                                                   | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    3090000 | PA      | $3169490.65   | 0.12%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                     | AppLovin Corp                                                                   | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    1530000 | PA      | $1586563.96   | 0.06%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                     | AppLovin Corp                                                                   | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    8850000 | PA      | $9092947.55   | 0.34%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                | Aqua Finance Trust 2024-A                                                       | CUSIP: 03837DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1160000 | PA      | $1185085.00   | 0.04%             | 2050-04-18      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                | Ardonagh Finco Ltd                                                              | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    6780000 | PA      | $7107845.48   | 0.26%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                      | ARES Loan Funding I Ltd                                                         | CUSIP: 04018XAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2675000 | PA      | $2678860.03   | 0.10%             | 2034-10-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Arixa Mortgage Trust                              | Arixa Mortgage Trust 2025-RTL1                                                  | CUSIP: 04046BAA1<br>LEI: 254900Q4SU6C9E56ZJ68 | Long             | ABS-MBS          | CORP              | US        |    1350000 | PA      | $1357920.59   | 0.05%             | 2030-08-25      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Ascent Education Funding Trust                    | Ascent Education Funding Trust 2024-A                                           | CUSIP: 04362VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     575206 | PA      | $589061.45    | 0.02%             | 2050-10-25      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Ascent Education Funding Trust                    | Ascent Education Funding Trust 2024-A                                           | CUSIP: 04362VAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     495000 | PA      | $503704.58    | 0.02%             | 2050-10-25      | Fixed         | 8.01%                 | No            |                  2 | On Loan: No      |
| ASHLAND INC                                       | Ashland Inc                                                                     | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |   10887000 | PA      | $9958356.86   | 0.37%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                               | Ashtead Capital Inc                                                             | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    2140000 | PA      | $2207974.68   | 0.08%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                               | Ashtead Capital Inc                                                             | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    2870000 | PA      | $3008928.43   | 0.11%             | 2034-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                               | Ashtead Capital Inc                                                             | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    1530000 | PA      | $1579792.27   | 0.06%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Asplundh Tree Expert LLC                          | Asplundh Tree Expert LLC 2024 Incremental Term Loan B                           | CUSIP: 04538FAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    6774840 | PA      | $6799026.18   | 0.25%             | 2031-05-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RJA3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     715000 | PA      | $744139.68    | 0.03%             | 2030-06-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RKG8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     670000 | PA      | $675611.25    | 0.03%             | 2027-10-20      | Fixed         | 7.26%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RKH6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     710000 | PA      | $719597.78    | 0.03%             | 2028-02-20      | Fixed         | 7.32%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RKJ2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     900000 | PA      | $912634.20    | 0.03%             | 2028-04-20      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                          | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    2721000 | PA      | $2703485.14   | 0.10%             | 2031-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                               | Axon Enterprise Inc                                                             | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    2230000 | PA      | $2302127.12   | 0.09%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                               | Axon Enterprise Inc                                                             | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    1130000 | PA      | $1175569.69   | 0.04%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BBSG Mortgage Trust                               | BBSG 2016-MRP Mortgage Trust                                                    | CUSIP: 055287AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     335000 | PA      | $301500.00    | 0.01%             | 2036-06-05      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                        | BFLD Commercial Mortgage Trust 2025-660F                                        | CUSIP: 05556QAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2095000 | PA      | $2105471.86   | 0.08%             | 2042-11-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                         | BPR Trust 2021-NRD                                                              | CUSIP: 05592CAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7375000 | PA      | $7198689.56   | 0.27%             | 2038-12-15      | Floating      | 10.62%                | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2025-DELC                                                              | CUSIP: 05594MAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     650000 | PA      | $651618.89    | 0.02%             | 2042-12-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                         | Ball Corp                                                                       | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   20223000 | PA      | $20615176.35  | 0.76%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                               | CUSIP: 06748N426<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      16162 | PA      | $4400183.56   | 0.16%             | 2026-01-29      | Fixed         | 13.42%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                               | CUSIP: 06748N475<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |       3446 | PA      | $2749515.26   | 0.10%             | 2026-03-09      | Fixed         | 13.61%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                               | CUSIP: 06748N509<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |       6536 | PA      | $4396521.20   | 0.16%             | 2026-03-23      | Fixed         | 10.77%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | BARCLAYS BANK PLC                                                               | CUSIP: 06748N525<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |       4479 | PA      | $2782243.69   | 0.10%             | 2026-04-07      | Fixed         | 14.92%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                               | CUSIP: 06748N582<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      92572 | PA      | $3334095.09   | 0.12%             | 2026-04-29      | Fixed         | 20.38%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                               | CUSIP: 06748N624<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |       5459 | PA      | $1082295.48   | 0.04%             | 2026-01-16      | Fixed         | 14.47%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                               | CUSIP: 06748N814<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      27710 | PA      | $4018353.96   | 0.15%             | 2026-08-21      | Fixed         | 9.57%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                               | CUSIP: 06748N822<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |       9257 | PA      | $3731959.56   | 0.14%             | 2026-05-13      | Fixed         | 12.12%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                               | CUSIP: 06748N848<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      11493 | PA      | $4025630.80   | 0.15%             | 2026-06-09      | Fixed         | 17.11%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                               | CUSIP: 06748N889<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      34832 | PA      | $4033110.86   | 0.15%             | 2026-01-20      | Fixed         | 16.14%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                               | CUSIP: 06748U107<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      19264 | PA      | $4018823.91   | 0.15%             | 2026-04-29      | Fixed         | 11.39%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                               | CUSIP: 06748U131<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      10277 | PA      | $2787151.61   | 0.10%             | 2026-10-20      | Fixed         | 10.69%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                               | CUSIP: 06748U305<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |        706 | PA      | $2589573.74   | 0.10%             | 2026-12-18      | Fixed         | 12.31%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | Barclays Bank PLC                                                               | CUSIP: 06748U339<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | GB        |      13873 | NS      | $3224026.25   | 0.12%             | 2026-07-23      | Fixed         | 36.38%                | No            |                  2 | On Loan: No      |
| Battalion Oil Corp                                | Battalion Oil Corp                                                              | CUSIP: 07134L107<br>LEI: 3XHTN2NNIMMPORDAMJ28 | Long             | EC               | CORP              | US        |       9229 | NS      | $10428.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH + LOMB CORP                                | Bausch + Lomb Corp                                                              | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    1675000 | PA      | $1748281.25   | 0.06%             | 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        |    8690000 | PA      | $7777550.00   | 0.29%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                              | Beignet Investor LLC                                                            | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10591000 | PA      | $11189339.82  | 0.41%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust     | BHG Securitization Trust 2024-1CON                                              | CUSIP: 08862HAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     815015 | PA      | $838532.29    | 0.03%             | 2035-04-17      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust     | BHG Securitization Trust 2024-1CON                                              | CUSIP: 08862HAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     330000 | PA      | $336869.84    | 0.01%             | 2035-04-17      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc                       | BioMarin Pharmaceutical Inc                                                     | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     110189 | NS      | $6548532.27   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                    | Blackstone Inc                                                                  | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |       7581 | NS      | $1168535.34   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO/THE                                     | Boeing Co/The                                                                   | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |      35699 | NS      | $2465372.94   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   15485000 | PA      | $15230959.13  | 0.56%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                   | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     345000 | PA      | $338291.87    | 0.01%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                   | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    7895000 | PA      | $7583876.45   | 0.28%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                     | Boeing Co/The                                                                   | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2323353.82   | 0.09%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                     | Boeing Co/The                                                                   | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    9835000 | PA      | $11046068.23  | 0.41%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                     | Boeing Co/The                                                                   | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2360000 | PA      | $2681550.94   | 0.10%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                              | Booking Holdings Inc                                                            | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        605 | NS      | $3239974.65   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                           | Bristol-Myers Squibb Co                                                         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      85921 | NS      | $4634578.74   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                      | Broadcom Inc                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       6470 | NS      | $2239267.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    6895000 | PA      | $5937876.92   | 0.22%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                    | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1255000 | PA      | $1161709.29   | 0.04%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BURLINGTON STORES INC                             | Burlington Stores Inc                                                           | CUSIP: 122017AD8<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $1540240.00   | 0.06%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                      | Business Jet Securities 2024-2 LLC                                              | CUSIP: 12326TAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1590326 | PA      | $1601484.99   | 0.06%             | 2039-09-15      | Fixed         | 7.97%                 | No            |                  2 | On Loan: No      |
| Colony American Finance Ltd                       | CAFL 2023-RTL1 Issuer LLC                                                       | CUSIP: 124762AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3245000 | PA      | $3245000.00   | 0.12%             | 2030-12-28      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                               | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10845000 | PA      | $11050128.08  | 0.41%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                  | CIFC Funding 2021-V Ltd                                                         | CUSIP: 12565EAN1<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |    3095000 | PA      | $3100967.16   | 0.11%             | 2038-01-15      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| CLSEC Holdings 22T LLC                            | Clsec Holdings 22t LLC                                                          | CUSIP: 12567UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4227051 | PA      | $4197634.66   | 0.16%             | 2037-05-11      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                   | CLI Funding VIII LLC                                                            | CUSIP: 12572DAA2<br>LEI: 254900Z4P82YK31RVL27 | Long             | ABS-O            | CORP              | US        |    2408353 | PA      | $2392055.97   | 0.09%             | 2050-06-21      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                     | CME Group Inc                                                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      10320 | NS      | $2818185.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM Mortgage Trust                               | Commercial Mortgage Pass Through Certificates                                   | CUSIP: 12624NAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      69046 | PA      | $68583.51     | 0.00%             | 2030-10-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   14005000 | PA      | $10160988.83  | 0.38%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    4883000 | PA      | $2844347.50   | 0.11%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1360000 | PA      | $502832.12    | 0.02%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $659193.66    | 0.02%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   48110000 | PA      | $17184464.30  | 0.64%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    6425000 | PA      | $3890712.08   | 0.14%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     415000 | PA      | $253150.00    | 0.01%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                | CUSIP: 126307BK2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    5540000 | PA      | $1955756.51   | 0.07%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                           | CRH America Finance Inc                                                         | CUSIP: 12636YAJ1<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    7430000 | PA      | $7455654.75   | 0.28%             | 2036-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2014-USA OA LLC                                                            | CUSIP: 12649AAJ8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    2925000 | PA      | $2560324.16   | 0.09%             | 2037-09-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2014-USA OA LLC                                                            | CUSIP: 12649AAN9<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    1690000 | PA      | $1435387.47   | 0.05%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2021-RPL6 Trust                                                            | CUSIP: 12657GAE5<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    2510000 | PA      | $1985339.22   | 0.07%             | 2060-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                      | CaixaBank SA                                                                    | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    1715000 | PA      | $1762076.46   | 0.07%             | 2036-07-03      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                           | Canadian Natural Resources Ltd                                                  | CUSIP: 136385BE0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    6510000 | PA      | $6627138.53   | 0.25%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp                                                      | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    2705000 | PA      | $2691355.76   | 0.10%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                     | Carnival Corp                                                                   | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    4230000 | PA      | $4367855.40   | 0.16%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                     | Carnival Corp                                                                   | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    6880000 | PA      | $7075474.56   | 0.26%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2024-N3                                          | CUSIP: 14687WAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3020000 | PA      | $3032418.24   | 0.11%             | 2032-04-12      | Fixed         | 7.66%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust          | Castlelake Aircraft Structured Trust 2019-1                                     | CUSIP: 14855MAA6<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |     367331 | PA      | $364842.64    | 0.01%             | 2039-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust              | Castlelake Aircraft Securitization Trust 2018-1                                 | CUSIP: 14856CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2028037 | PA      | $1938858.43   | 0.07%             | 2043-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                   | Cemex SAB de CV                                                                 | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    9770000 | PA      | $9355320.17   | 0.35%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                   | Cemex SAB de CV                                                                 | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   10470000 | PA      | $10438143.98  | 0.39%             | 2026-06-08      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                   | Cemex SAB de CV                                                                 | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    1160000 | PA      | $1209764.00   | 0.04%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1220000 | PA      | $1259107.88   | 0.05%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12245000 | PA      | $7368150.42   | 0.27%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1415000 | PA      | $1490618.11   | 0.06%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2830000 | PA      | $2976468.09   | 0.11%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                       | Chemours Co/The                                                                 | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    1602000 | PA      | $1557961.42   | 0.06%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                          | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2118378.82   | 0.08%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                          | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    3185000 | PA      | $3377287.50   | 0.13%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds              | Chile Government International Bonds                                            | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    8175000 | PA      | $5056237.50   | 0.19%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds              | Chile Government International Bonds                                            | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   16140000 | PA      | $9965643.00   | 0.37%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds              | Chile Government International Bonds                                            | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    3835000 | PA      | $3407014.00   | 0.13%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                            | Choice Hotels International Inc                                                 | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    1245000 | PA      | $1269353.76   | 0.05%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Ciena Corporation                                 | Ciena Corporation 2025 Repriced Term Loan B                                     | CUSIP: 17178HAR3<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | LON              | CORP              | US        |    1264545 | PA      | $1266922.48   | 0.05%             | 2030-10-24      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                | Cipher Compute LLC                                                              | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2039000 | PA      | $2076686.65   | 0.08%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                        | Citadel LP                                                                      | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    1085000 | PA      | $1151570.76   | 0.04%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                        | Citadel LP                                                                      | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    1435000 | PA      | $1499031.09   | 0.06%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citadel Securities LP                             | Citadel Securities LP 2024 First Lien Term Loan                                 | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |    1260451 | PA      | $1266602.13   | 0.05%             | 2031-10-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                     | Citigroup Inc                                                                   | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      12893 | NS      | $1504484.17   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage Trust               | Citigroup Commercial Mortgage Trust 2012-GC8                                    | CUSIP: 17318UAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8597541 | PA      | $8509330.26   | 0.32%             | 2045-09-10      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                          | Citigroup Global Markets Holdings Inc/United States                             | CUSIP: 17332B363<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |      32150 | PA      | $3434913.23   | 0.13%             | 2026-02-11      | Fixed         | 11.83%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                          | Citigroup Global Markets Holdings Inc/United States                             | CUSIP: 17333F793<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |      12494 | PA      | $2615489.82   | 0.10%             | 2026-01-06      | Fixed         | 12.10%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                          | Citigroup Global Markets Holdings Inc/United States                             | CUSIP: 17333F843<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |      89589 | PA      | $2648833.08   | 0.10%             | 2026-08-04      | Fixed         | 18.24%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                          | Citigroup Global Markets Holdings Inc/United States                             | CUSIP: 17333P551<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |      14156 | PA      | $2661166.82   | 0.10%             | 2026-07-01      | Fixed         | 18.37%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                          | Citigroup Global Markets Holdings Inc/United States                             | CUSIP: 17333P650<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |      15501 | PA      | $2704644.52   | 0.10%             | 2026-11-17      | Fixed         | 21.69%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                          | Citigroup Global Markets Holdings Inc/United States                             | CUSIP: 17333P742<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |       7892 | PA      | $2073702.71   | 0.08%             | 2027-01-07      | Fixed         | 25.01%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                          | Citigroup Global Markets Holdings Inc/United States                             | CUSIP: 17333P858<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |      37227 | PA      | $2571449.18   | 0.10%             | 2026-03-18      | Fixed         | 16.32%                | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                             | Civitas Resources Inc                                                           | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    3010000 | PA      | $3122577.79   | 0.12%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                             | Civitas Resources Inc                                                           | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    1835000 | PA      | $1923190.10   | 0.07%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc                                 | Clean Harbors Inc 2025 Term Loan                                                | CUSIP: 18449EAJ9<br>LEI: 5493000SJVZVZJKHJF48 | Long             | LON              | CORP              | US        |    4065000 | PA      | $4098861.45   | 0.15%             | 2032-10-08      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                   | CLIF Holdings LLC                                                               | CUSIP: 18683CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5810000 | PA      | $5798990.05   | 0.21%             | 2050-12-20      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Fort Greene Park CLO                              | Fort Greene Park CLO LLC                                                        | CUSIP: 18914KAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4390000 | PA      | $4342552.88   | 0.16%             | 2034-04-22      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                                    | Cloudflare Inc                                                                  | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |     711000 | PA      | $772857.00    | 0.03%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                              | Colgate-Palmolive Co                                                            | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      29537 | NS      | $2334013.74   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| College Ave Student Loans                         | College Ave Student Loans 2024-B LLC                                            | CUSIP: 19423UAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1040000 | PA      | $1068946.22   | 0.04%             | 2054-08-25      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                      | Comcast Corp                                                                    | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     114156 | NS      | $3412122.84   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS CO                              | Commercial Metals Co                                                            | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    3411000 | PA      | $3487856.82   | 0.13%             | 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        |    4816000 | PA      | $4937150.67   | 0.18%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMMVAULT SYSTEMS INC                             | Commvault Systems Inc                                                           | CUSIP: 204166AA0<br>LEI: 65T5VRP62VXG39YFML83 | Long             | DBT              | CORP              | US        |     451000 | PA      | $399806.99    | 0.01%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                             | Continental Resources Inc/OK                                                    | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    9276000 | PA      | $9511472.84   | 0.35%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                             | Continental Resources Inc/OK                                                    | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   11400000 | PA      | $9948567.73   | 0.37%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Colony American Finance Ltd                       | Corevest American Finance 2021-1 Trust                                          | CUSIP: 21873LAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5350000 | PA      | $4765251.96   | 0.18%             | 2053-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Trust                   | CoreVest American Finance 2021-3 Trust                                          | CUSIP: 21873NAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1510000 | PA      | $1381577.67   | 0.05%             | 2054-10-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Corteva Inc                                       | Corteva Inc                                                                     | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      44416 | NS      | $2977204.48   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                             | Costco Wholesale Corp                                                           | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       3010 | NS      | $2595643.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                 | Credit Acceptance Auto Loan Trust 2024-1                                        | CUSIP: 22537GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1030000 | PA      | $1054480.11   | 0.04%             | 2034-07-17      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| CYBERARK SOFTWARE LTD                             | CyberArk Software Ltd                                                           | CUSIP: 23248VAC9<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |    1400000 | PA      | $1495900.00   | 0.06%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                   | DR Horton Inc                                                                   | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    2065000 | PA      | $2150375.53   | 0.08%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                        | DaVita Inc 2025 Term Loan B                                                     | CUSIP: 23918VBC7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | LON              | CORP              | US        |    1166188 | PA      | $1170245.83   | 0.04%             | 2031-05-09      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| DAYFORCE INC                                      | DAYFORCE INC 2025 TERM LOAN                                                     | CUSIP: 23923YAB7<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |   13366334 | PA      | $13318615.78  | 0.49%             | 2032-08-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                      | DC Commercial Mortgage Trust 2023-DC                                            | CUSIP: 24023AAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3755000 | PA      | $3882927.59   | 0.14%             | 2040-09-12      | Variable      | 7.14%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                           | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBU4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    4790000 | PA      | $4730428.45   | 0.18%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DILLARDS INC                                      | Dillard's Inc                                                                   | CUSIP: 254063AU4<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1522605.00   | 0.06%             | 2026-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DILLARDS INC                                      | Dillard's Inc                                                                   | CUSIP: 254067AN1<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |    3325000 | PA      | $3528822.50   | 0.13%             | 2028-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                             | Directv Financing LLC                                                           | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6790000 | PA      | $6881263.03   | 0.25%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                             | Directv Financing LLC / Directv Financing Co-Obligor Inc                        | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8670000 | PA      | $8861188.93   | 0.33%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                          | Discovery Communications LLC                                                    | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    1955000 | PA      | $1619241.95   | 0.06%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                          | Discovery Communications LLC                                                    | CUSIP: 25470DCC1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    9580000 | PA      | $8819660.31   | 0.33%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                     | DISH DBS Corp                                                                   | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18540000 | PA      | $18314335.20  | 0.68%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                     | DISH DBS Corp                                                                   | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22190000 | PA      | $21518694.58  | 0.80%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                             | Directv Financing LLC                                                           | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3143000 | PA      | $3180068.60   | 0.12%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DOORDASH INC                                      | DoorDash Inc                                                                    | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |    1264000 | PA      | $1320248.00   | 0.05%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $20269.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                  | Duke Energy Corp                                                                | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      33870 | NS      | $3969902.70   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR PROPERTIES                                    | EPR Properties                                                                  | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    2735000 | PA      | $2534655.42   | 0.09%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                     | EchoStar Corp                                                                   | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   23075671 | PA      | $23640300.13  | 0.88%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                     | EchoStar Corp                                                                   | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    5176509 | PA      | $17289540.06  | 0.64%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                     | EchoStar Corp                                                                   | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   25930000 | PA      | $28673424.86  | 1.06%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Edelman Financial Center LLC                      | Edelman Financial Center LLC 2024 Term Loan                                     | CUSIP: 27943UAM8<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |    9346924 | PA      | $9387022.45   | 0.35%             | 2028-04-07      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER                        | Elara HGV Timeshare Issuer 2021-A LLC                                           | CUSIP: 28416LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     168131 | PA      | $160989.66    | 0.01%             | 2035-08-27      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VIII Ltd                              | Elmwood CLO VIII Ltd                                                            | CUSIP: 29003EAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2885000 | PA      | $2896464.99   | 0.11%             | 2037-04-20      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                               | Emerson Electric Co                                                             | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      21944 | NS      | $2912407.68   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONET WORLDWIDE INC                             | Euronet Worldwide Inc                                                           | CUSIP: 298736AM1<br>LEI: YG3575C4DSHJPA5KET68 | Long             | DBT              | CORP              | US        |    1230000 | PA      | $1121606.25   | 0.04%             | 2030-10-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                        | Evergy Inc                                                                      | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     624000 | PA      | $759408.00    | 0.03%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                 | Expedia Group Inc                                                               | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    6335000 | PA      | $6497879.25   | 0.24%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                       | Extended Stay America Trust 2025-ESH                                            | CUSIP: 30227TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     445000 | PA      | $447779.29    | 0.02%             | 2042-10-15      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                       | Extended Stay America Trust 2025-ESH                                            | CUSIP: 30227TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     485000 | PA      | $488029.16    | 0.02%             | 2042-10-15      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                       | Extended Stay America Trust 2025-ESH                                            | CUSIP: 30227TAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     600000 | PA      | $605246.46    | 0.02%             | 2042-10-15      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                  | Exxon Mobil Corp                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      33354 | NS      | $4013820.36   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                | Meta Platforms Inc                                                              | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    3410000 | PA      | $3405430.63   | 0.13%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                | Meta Platforms Inc                                                              | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    4620000 | PA      | $4434141.84   | 0.16%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                   | Fair Isaac Corp                                                                 | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    5995000 | PA      | $6157746.27   | 0.23%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                            | First Brands Group LLC 2021 Term Loan                                           | CUSIP: 31935HAD9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |    1975000 | PA      | $4009.25      | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                            | First Brands Group LLC 2022 Incremental Term Loan                               | CUSIP: 31935HAG2<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |    2621097 | PA      | $5320.83      | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| First Brands Group, LLC                           | First Brands Group LLC 2025 DIP Term Loan                                       | CUSIP: 31935HAM9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |     868536 | PA      | $156336.46    | 0.01%             | 2026-06-29      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                  | First Investors Auto Owner Trust 2022-2                                         | CUSIP: 32058KAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     940000 | PA      | $966237.84    | 0.04%             | 2028-10-16      | Fixed         | 8.71%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                  | FirstEnergy Corp                                                                | CUSIP: 337932AU1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    1162000 | PA      | $1250312.00   | 0.05%             | 2031-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO LTD                               | 522 Funding CLO 2018-3A Ltd                                                     | CUSIP: 33835NAG6<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |    6730000 | PA      | $6734704.27   | 0.25%             | 2031-10-20      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                        | Flagship Credit Auto Trust 2022-3                                               | CUSIP: 33845PAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2650000 | PA      | $2477381.65   | 0.09%             | 2028-07-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                        | Flagship Credit Auto Trust 2023-3                                               | CUSIP: 33846BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      90000 | PA      | $90050.26     | 0.00%             | 2029-07-16      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                                 | Flash Compute LLC                                                               | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2846000 | PA      | $2819711.04   | 0.10%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FLUOR CORP                                        | Fluor Corp                                                                      | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |    1016000 | PA      | $1157427.20   | 0.04%             | 2029-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Focus Brands Funding LLC                          | FOCUS Brands Funding                                                            | CUSIP: 34417RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1470000 | PA      | $1558692.30   | 0.06%             | 2053-10-30      | Fixed         | 8.24%                 | No            |                  2 | On Loan: No      |
| Fortiva Retail Credit Master Note Business Trust  | Fortiva Retail Credit Master Note Business Trust                                | CUSIP: 34962AAW2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6145000 | PA      | $6244272.48   | 0.23%             | 2029-11-15      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc                      | Fortress Intermediate 3 Inc 2025 Term Loan B                                    | CUSIP: 34966LAD6<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |   13468395 | PA      | $13455869.01  | 0.50%             | 2031-06-27      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                          | Foundation Finance Trust 2023-2                                                 | CUSIP: 35042RAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     469366 | PA      | $501777.41    | 0.02%             | 2049-06-15      | Fixed         | 9.10%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                             | Freedom Mortgage Holdings LLC                                                   | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    3927000 | PA      | $4066653.94   | 0.15%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FRESHPET INC                                      | Freshpet Inc                                                                    | CUSIP: 358039AB1<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | DBT              | CORP              | US        |     334000 | PA      | $390446.00    | 0.01%             | 2028-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                               | Frontier Issuer LLC                                                             | CUSIP: 35910EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3675000 | PA      | $3784974.38   | 0.14%             | 2053-08-20      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                               | Frontier Issuer LLC                                                             | CUSIP: 35910EAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6080000 | PA      | $6776944.32   | 0.25%             | 2054-06-20      | Fixed         | 11.16%                | No            |                  2 | On Loan: No      |
| GITSIT Mortgage Loan Trust                        | GITSIT Mortgage Loan Trust 2025-NPL2                                            | CUSIP: 361728AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4385000 | PA      | $4384833.37   | 0.16%             | 2055-12-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Corp Trust 2012-TMSQ                                     | CUSIP: 36197QAG4<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |     966588 | PA      | $958190.31    | 0.04%             | 2031-04-10      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Corp Trust 2013-PEMB                                     | CUSIP: 36197VAE8<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-MBS          | CORP              | US        |    7680000 | PA      | $844800.00    | 0.03%             | 2033-03-05      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2014-GC22                                          | CUSIP: 36253BAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5785000 | PA      | $751934.30    | 0.03%             | 2047-06-10      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2014-GC22                                          | CUSIP: 36253BAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     900000 | PA      | $734028.48    | 0.03%             | 2047-06-10      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| GS FINANCE CORP                                   | GS Finance Corp                                                                 | CUSIP: 36263Y275<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |     157808 | PA      | $3967915.36   | 0.15%             | 2026-03-30      | Fixed         | 12.80%                | No            |                  2 | On Loan: No      |
| GS FINANCE CORP                                   | GS Finance Corp                                                                 | CUSIP: 36263Y382<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |     102479 | PA      | $3859668.22   | 0.14%             | 2026-04-15      | Fixed         | 19.98%                | No            |                  2 | On Loan: No      |
| GS FINANCE CORP                                   | GS Finance Corp                                                                 | CUSIP: 36263Y440<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |       6611 | PA      | $4182975.45   | 0.16%             | 2026-11-04      | Fixed         | 18.83%                | No            |                  2 | On Loan: No      |
| General Electric Co                               | General Electric Co                                                             | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       6809 | NS      | $2097376.27   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                               | Gilead Sciences Inc                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      21056 | NS      | $2584413.44   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GITSIT Mortgage Loan Trust                        | GITSIT Mortgage Loan Trust 2025-NPL1                                            | CUSIP: 375926AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2635000 | PA      | $2642453.10   | 0.10%             | 2055-02-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                            | CUSIP: 378272BL1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   17930000 | PA      | $18879943.23  | 0.70%             | 2033-05-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                            | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   15260000 | PA      | $16853762.79  | 0.62%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Global SC Finance SRL                             | Global SC Finance X Ltd                                                         | CUSIP: 37893FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2483696 | PA      | $2484088.07   | 0.09%             | 2045-09-20      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Global SC Finance SRL                             | Global SC Finance X Ltd                                                         | CUSIP: 37893FAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2515988 | PA      | $2516659.27   | 0.09%             | 2045-09-20      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust         | GoodLeap Home Improvement Solutions Trust 2024-1                                | CUSIP: 381935AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     782267 | PA      | $798270.26    | 0.03%             | 2046-10-20      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GRANITE CONSTRUCTION INC                          | Granite Construction Inc                                                        | CUSIP: 387328AD9<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |     328000 | PA      | $832136.00    | 0.03%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Gryphon Acquire Newco, LLC                        | Gryphon Acquire Newco LLC Term Loan B                                           | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    9005000 | PA      | $9062271.80   | 0.34%             | 2032-09-13      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                            | Guidewire Software Inc                                                          | CUSIP: 40171VAC4<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |    1522000 | PA      | $1673439.00   | 0.06%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                         | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2505000 | PA      | $2470746.71   | 0.09%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Hanger Inc                                        | Hanger Inc 2024 Term Loan B                                                     | CUSIP: 41043BAH1<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |    3163318 | PA      | $3171131.09   | 0.12%             | 2031-10-23      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Hanger Inc                                        | Hanger Inc 2024 Delayed Draw Term Loan                                          | CUSIP: 41043BAJ7<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |     409459 | PA      | $410470.19    | 0.02%             | 2031-10-23      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| CKE Restaurants Holdings Inc                      | Hardee's Funding LLC                                                            | CUSIP: 411707AM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     397912 | PA      | $411294.18    | 0.02%             | 2054-03-20      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                             | Helmerich & Payne Inc                                                           | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    9381000 | PA      | $9235911.01   | 0.34%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                       | Hertz Vehicle Financing III LLC                                                 | CUSIP: 42806MCJ6<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    1295000 | PA      | $1304728.95   | 0.05%             | 2027-06-25      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                          | Hess Midstream Operations LP                                                    | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2530000 | PA      | $2474557.07   | 0.09%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS PROPERTIES                              | Highwoods Properties Inc                                                        | CUSIP: 431284207<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EP               |  | US        |       1596 | NS      | $1424327.60   | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                          | Hilton Domestic Operating Co Inc                                                | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    1816000 | PA      | $1828471.98   | 0.07%             | 2034-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                      | Hilton Grand Vacations Trust 2025-3EXT                                          | CUSIP: 43283DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1065000 | PA      | $1068614.61   | 0.04%             | 2044-10-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                      | Hilton Grand Vacations Trust 2024-1B                                            | CUSIP: 43283YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     281409 | PA      | $290504.22    | 0.01%             | 2039-09-15      | Fixed         | 8.85%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                          | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc       | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1745000 | PA      | $1628993.27   | 0.06%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc             | Hilton Domestic Operating Company Inc 2023 Term Loan B4                         | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |    4583402 | PA      | $4609252.30   | 0.17%             | 2030-11-08      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                    | Home Partners of America 2021-2 Trust                                           | CUSIP: 43732VAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8290042 | PA      | $8092350.45   | 0.30%             | 2026-12-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                    | Home Partners of America 2021-2 Trust                                           | CUSIP: 43732VAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4145021 | PA      | $4044263.96   | 0.15%             | 2026-12-17      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                          | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    7250000 | PA      | $7338591.09   | 0.27%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOVNANIAN ENTERPRISES                             | Hovnanian Enterprises Inc                                                       | CUSIP: 442487112<br>LEI: 549300805N4EF0ROBT53 | Long             | EP               | CORP              | US        |     208246 | NS      | $4298197.44   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                              | Howmet Aerospace Inc                                                            | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |       6604 | NS      | $1353952.08   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERDIGITAL INC                                  | InterDigital Inc                                                                | CUSIP: 45867GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     266000 | PA      | $1096053.00   | 0.04%             | 2027-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                               | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    1740000 | PA      | $1717399.73   | 0.06%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IREN LTD                                          | IREN Ltd                                                                        | CUSIP: 46270CAE9<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |    1051000 | PA      | $778265.50    | 0.03%             | 2031-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                 | Iron Mountain Inc                                                               | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    9980000 | PA      | $9845750.34   | 0.36%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Island Finance Trust 2025-1                       | Island Finance Trust 2025-1                                                     | CUSIP: 463920AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     415000 | PA      | $420616.20    | 0.02%             | 2035-03-19      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| ITRON INC                                         | Itron Inc                                                                       | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |    1185000 | PA      | $1197590.63   | 0.04%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                          | JH North America Holdings Inc                                                   | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    3210000 | PA      | $3276527.25   | 0.12%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                          | JH North America Holdings Inc                                                   | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    4570000 | PA      | $4691365.44   | 0.17%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | JP Morgan Chase Commercial Mortgage Securities Trust 2025-BMS                   | CUSIP: 46596CAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2595000 | PA      | $2578886.61   | 0.10%             | 2042-01-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | JP Morgan Chase Commercial Mortgage Securities Trust 2025-BMS                   | CUSIP: 46596CAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1795000 | PA      | $1779568.03   | 0.07%             | 2042-01-15      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                           | JPMorgan Chase Bank NA                                                          | CUSIP: 4662AA570<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | SN               | CORP              | US        |      74411 | PA      | $4198402.71   | 0.16%             | 2026-04-06      | Fixed         | 12.28%                | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                           | JPMorgan Chase Bank NA                                                          | CUSIP: 4662AA612<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | SN               | CORP              | US        |     110103 | PA      | $4191454.51   | 0.16%             | 2026-04-23      | Fixed         | 16.22%                | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                           | JPMorgan Chase Bank NA                                                          | CUSIP: 466303773<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | SN               | CORP              | US        |      79413 | PA      | $4093206.42   | 0.15%             | 2026-04-28      | Fixed         | 17.97%                | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                           | JPMorgan Chase Bank NA                                                          | CUSIP: 466303807<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | SN               | CORP              | US        |       3398 | PA      | $3493187.73   | 0.13%             | 2026-07-14      | Fixed         | 15.65%                | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                           | JPMorgan Chase Bank NA                                                          | CUSIP: 466303831<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | SN               | CORP              | US        |      14764 | PA      | $2713109.84   | 0.10%             | 2026-12-02      | Fixed         | 17.21%                | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9                   | CUSIP: 46639EAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     290000 | PA      | $275056.30    | 0.01%             | 2047-12-15      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11                  | CUSIP: 46639YAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3110000 | PA      | $1555031.10   | 0.06%             | 2046-04-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FOOD/GRP                             | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                        | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2555000 | PA      | $2686553.35   | 0.10%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                          | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co   | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5520000 | PA      | $5609190.56   | 0.21%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                          | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     835000 | PA      | $922508.18    | 0.03%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                           | Jefferies Financial Group Inc                                                   | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    3893000 | PA      | $4124833.72   | 0.15%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                           | Jefferies Financial Group Inc                                                   | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    6075000 | PA      | $6411532.10   | 0.24%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                             | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10180000 | PA      | $10578151.61  | 0.39%             | 2030-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KDAC Aviation Finance Limited                     | KDAC Aviation Finance Ltd                                                       | CUSIP: 48244XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     318096 | PA      | $317622.29    | 0.01%             | 2042-12-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Kapitus Asset Securitization LLC                  | Kapitus Asset Securitization V LLC                                              | CUSIP: 48555NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2705000 | PA      | $2720234.56   | 0.10%             | 2032-04-10      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc                                        | Kaseya Inc 2025 1st Lien Term Loan B                                            | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |    5145280 | PA      | $5146000.43   | 0.19%             | 2032-03-20      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Kestrel Aircraft Funding Limited                  | Kestrel Aircraft Funding Ltd                                                    | CUSIP: 49255PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     114981 | PA      | $114965.48    | 0.00%             | 2038-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                               | Kimberly-Clark Corp                                                             | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      43257 | NS      | $4364198.73   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGPIN INTERMEDIATE HO                           | Kingpin Intermediate Holdings LLC                                               | CUSIP: 49579RAB4<br>LEI: 549300HRZOJTMNZCST05 | Long             | DBT              | CORP              | US        |    3409000 | PA      | $3222700.54   | 0.12%             | 2032-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                 | Kinross Gold Corp                                                               | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |      22574 | NS      | $635683.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KUWAIT INTL BOND                                  | Kuwait International Government Bond                                            | CUSIP: 501499AE7<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |   12896000 | PA      | $12890575.17  | 0.48%             | 2030-10-09      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| KUWAIT INTL BOND                                  | Kuwait International Government Bond                                            | CUSIP: 501499AF4<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |   11346000 | PA      | $11330331.29  | 0.42%             | 2035-10-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| KYRGYZ REP INTL BOND                              | Kyrgyz Republic International Bond                                              | CUSIP: 50158LAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | KG        |    6925000 | PA      | $7129287.50   | 0.26%             | 2030-06-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Labrador Aviation Finance Limited                 | Labrador Aviation Finance Ltd 2016-1A                                           | CUSIP: 50543LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     609385 | PA      | $611224.96    | 0.02%             | 2042-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                        | LAD Auto Receivables Trust 2024-3                                               | CUSIP: 505709AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     200000 | PA      | $202031.48    | 0.01%             | 2032-02-17      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                 | Lam Research Corp                                                               | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       3838 | NS      | $656988.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Darktrace PLC                                     | Darktrace PLC 1st Lien Term Loan                                                | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1087261 | PA      | $1090566.58   | 0.04%             | 2031-10-09      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                        | Leidos Inc                                                                      | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    3150000 | PA      | $3276338.59   | 0.12%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                        | Leidos Inc                                                                      | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    6380000 | PA      | $6630397.33   | 0.25%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LYFT INC                                          | Lyft Inc                                                                        | CUSIP: 55087PAE4<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |     960000 | PA      | $1082880.00   | 0.04%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Maps LTD                                          | MAPS 2021-1 Trust                                                               | CUSIP: 55292RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3346994 | PA      | $3206809.60   | 0.12%             | 2046-06-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                          | MSCI Inc                                                                        | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    3430000 | PA      | $3452630.01   | 0.13%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                          | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $419158.58    | 0.02%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                          | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     860000 | PA      | $919747.55    | 0.03%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                          | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    1110000 | PA      | $1125228.92   | 0.04%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding XXXI Ltd                                                   | CUSIP: 55819DBG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     990000 | PA      | $988019.01    | 0.04%             | 2037-07-23      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                          | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   10453000 | PA      | $9175852.46   | 0.34%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| MAKEMYTRIP LIMITED                                | MakeMyTrip Ltd                                                                  | CUSIP: 56087FAC8<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | DBT              | CORP              | MU        |     866000 | PA      | $847814.00    | 0.03%             | 2030-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                    | Mariner Finance Issuance Trust 2024-A                                           | CUSIP: 567928AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     505000 | PA      | $517326.24    | 0.02%             | 2036-09-22      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                            | Marlette Funding Trust 2023-4                                                   | CUSIP: 57108UAB0<br>LEI: 549300JRCMNFIBT50883 | Long             | ABS-O            | CORP              | US        |    2400000 | PA      | $2475638.40   | 0.09%             | 2033-12-15      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                            | Marlette Funding Trust 2024-1                                                   | CUSIP: 57108VAB8<br>LEI: 549300JRCMNFIBT50883 | Long             | ABS-O            | CORP              | US        |     455660 | PA      | $457408.68    | 0.02%             | 2034-07-17      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                          | Marriott Ownership Resorts Inc                                                  | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    2355000 | PA      | $2249985.89   | 0.08%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                    | Mastercard Inc                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       8119 | NS      | $4634974.72   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MATADOR RESOURCES CO                              | Matador Resources Co                                                            | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    4042000 | PA      | $4047375.86   | 0.15%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Amynta Agency Borrower Inc                        | Amynta Agency Borrower Inc 2025 Term Loan B                                     | CUSIP: 57810JAM0<br>LEI: 5493000GP6HBRVTWBO85 | Long             | LON              | CORP              | US        |   13315920 | PA      | $13336692.72  | 0.49%             | 2031-12-29      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                    | Merck & Co Inc                                                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      55473 | NS      | $5839087.98   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Financial Credit Card Master Trust        | Mercury Financial Credit Card Master Trust                                      | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4285000 | PA      | $4305023.81   | 0.16%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust        | Mercury Financial Credit Card Master Trust                                      | CUSIP: 58940BBH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8985000 | PA      | $8965502.55   | 0.33%             | 2031-12-22      | Fixed         | 8.29%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                               | Meritage Homes Corp                                                             | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    9610000 | PA      | $9818310.40   | 0.36%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                | MetroNet Infrastructure Issuer LLC                                              | CUSIP: 59170JBB3<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    1200000 | PA      | $1232377.20   | 0.05%             | 2055-08-20      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                    | Microsoft Corp                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       9685 | NS      | $4683859.70   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                             | Micron Technology Inc                                                           | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   10767000 | PA      | $11434530.53  | 0.42%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                             | Molina Healthcare Inc                                                           | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2783673.18   | 0.10%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                             | Molina Healthcare Inc                                                           | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    4280000 | PA      | $3886998.84   | 0.14%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                             | Molina Healthcare Inc                                                           | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    6924000 | PA      | $7111155.44   | 0.26%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                      | Moody's Corp                                                                    | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       5358 | NS      | $2737134.30   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                    | Morgan Stanley                                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      23006 | NS      | $4084255.18   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    6375000 | PA      | $6708529.74   | 0.25%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2630000 | PA      | $2606717.95   | 0.10%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                         | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11                     | CUSIP: 61762TAH9<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |    1135000 | PA      | $686334.50    | 0.03%             | 2046-08-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp Ltd                                                                    | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    4060000 | PA      | $4157124.74   | 0.15%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp Ltd                                                                    | CUSIP: 62886HBS9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    1091000 | PA      | $1214419.38   | 0.05%             | 2030-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                    | NRG Energy Inc 2024 Term Loan                                                   | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |   12768150 | PA      | $12797900.04  | 0.47%             | 2031-04-16      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| NATL LIFE INSURANCE-VRMT                          | National Life Insurance Co                                                      | CUSIP: 636792AA1<br>LEI: 0JRPR7R1EOV4Z2M47L22 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $26760800.00  | 0.99%             | 2039-09-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| NETAPP INC                                        | NetApp Inc                                                                      | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    2710000 | PA      | $2818949.80   | 0.10%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                        | NetApp Inc                                                                      | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    2170000 | PA      | $2271002.45   | 0.08%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Issuer LLC             | New Economy Assets - Phase 1 Sponsor LLC                                        | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1180000 | PA      | $985055.15    | 0.04%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| NLV FINANCIAL CORP                                | NLV Financial Corp                                                              | CUSIP: 65486AAA1<br>LEI: UV78A3V7RXYC94JD0985 | Long             | DBT              | CORP              | US        |    8920000 | PA      | $9742424.00   | 0.36%             | 2033-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NOMURA AMERICA FINANCE                            | Nomura America Finance LLC                                                      | CUSIP: 65543G648<br>LEI: 549300U646RSSKIVOJ29 | Long             | SN               | CORP              | US        |       4318 | PA      | $3842352.10   | 0.14%             | 2026-03-05      | Fixed         | 13.80%                | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                            | Northern Oil & Gas Inc                                                          | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     400000 | PA      | $385400.00    | 0.01%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NOVA LTD                                          | Nova Ltd                                                                        | CUSIP: 66982MAA2<br>LEI: 529900B2DSWE5V3SC292 | Long             | DBT              | CORP              | IL        |     902000 | PA      | $1121637.00   | 0.04%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                               | Novelis Corporation 2025 Term Loan B                                            | CUSIP: 67000LAB8<br>LEI: 549300ZJQN1PEAT42X90 | Long             | LON              | CORP              | US        |    3924880 | PA      | $3937949.59   | 0.15%             | 2032-03-11      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                                       | Nutanix Inc                                                                     | CUSIP: 67059NAK4<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |    1855000 | PA      | $1789147.50   | 0.07%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                           | NYMT Loan Trust Series 2025-R1                                                  | CUSIP: 67120XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     314440 | PA      | $315278.97    | 0.01%             | 2030-02-25      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                 | Chord Energy Corp                                                               | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      53000 | PA      | $54808.20     | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                 | Chord Energy Corp                                                               | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    6519000 | PA      | $6598942.50   | 0.24%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                          | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   13685000 | PA      | $13033650.79  | 0.48%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                          | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    8105000 | PA      | $8252397.53   | 0.31%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                  | Onemain Financial Issuance Trust 2025-1                                         | CUSIP: 68270DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     435000 | PA      | $443102.31    | 0.02%             | 2038-07-14      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                             | Open Text Corporation 2023 Term Loan B                                          | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |    9484780 | PA      | $9486013.04   | 0.35%             | 2030-01-31      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     199000 | PA      | $130933.94    | 0.00%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                     | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     394000 | PA      | $347424.62    | 0.01%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                     | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   12243000 | PA      | $11729782.50  | 0.43%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                     | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    4586000 | PA      | $4063261.21   | 0.15%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                         | PG&E Corp                                                                       | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |      30190 | NS      | $1237790.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The              | PNC Financial Services Group Inc/The                                            | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       9477 | NS      | $1978134.21   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust             | PRPM 2025-2 LLC                                                                 | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     324732 | PA      | $325337.54    | 0.01%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust             | PRPM 2025-2 LLC                                                                 | CUSIP: 69382HAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3825000 | PA      | $3829805.35   | 0.14%             | 2030-05-25      | Variable      | 9.56%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                         | Packaging Corp of America                                                       | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      17386 | NS      | $3585514.78   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCHEX INC                                       | Paychex Inc                                                                     | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    1925000 | PA      | $2016042.84   | 0.07%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                          | PetSmart LLC / PetSmart Finance Corp                                            | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7840000 | PA      | $7978645.70   | 0.30%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                              | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    7774000 | PA      | $7181584.27   | 0.27%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                              | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    3691000 | PA      | $4093464.68   | 0.15%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                             | Pinnacle West Capital Corp                                                      | CUSIP: 723484AK7<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    1007000 | PA      | $1074972.50   | 0.04%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                  | Planet Fitness Master Issuer LLC                                                | CUSIP: 72703PAC7<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |     737900 | PA      | $706475.86    | 0.03%             | 2049-12-05      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                  | Planet Fitness Master Issuer LLC                                                | CUSIP: 72703PAF0<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    1945375 | PA      | $1977298.41   | 0.07%             | 2054-06-05      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds | Republic of Poland Government International Bonds                               | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   18574000 | PA      | $17762920.23  | 0.66%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                 | Post Holdings Inc                                                               | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    7340000 | PA      | $6958664.10   | 0.26%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                 | Post Holdings Inc                                                               | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    1237000 | PA      | $1331012.00   | 0.05%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                   | Prestige Auto Receivables Trust 2022-1                                          | CUSIP: 74113RAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2810000 | PA      | $2856612.28   | 0.11%             | 2028-08-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                           | Procter & Gamble Co/The                                                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      26257 | NS      | $3762890.67   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                      | Prologis Inc                                                                    | CUSIP: 74340W202<br>LEI: 529900DFH19P073LZ636 | Long             | EP               |  | US        |     115797 | NS      | $6485789.97   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                             | QTS Issuer ABS II LLC                                                           | CUSIP: 74690FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1630000 | PA      | $1590333.95   | 0.06%             | 2055-10-05      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                          | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5270000 | PA      | $5004364.60   | 0.19%             | 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        |   13230000 | PA      | $13770842.40  | 0.51%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                  | RCO VIII Mortgage LLC 2025-3                                                    | CUSIP: 74939GAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     205000 | PA      | $205988.76    | 0.01%             | 2030-05-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                               | Reach ABS Trust 2025-1                                                          | CUSIP: 75525PAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     695000 | PA      | $706976.24    | 0.03%             | 2032-08-16      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| REMIC FUNDING TRUST 98-1                          | Redwood Funding Trust 2025-1                                                    | CUSIP: 757912AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3764658 | PA      | $3768362.10   | 0.14%             | 2055-05-27      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Resideo Funding Inc                               | Resideo Funding Inc 2024 M&A 1st lien Term Loan B                               | CUSIP: 76090LAK0<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |    6389478 | PA      | $6387497.55   | 0.24%             | 2031-06-13      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                          | Uruguay Government International Bond                                           | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |  283105000 | PA      | $8137809.91   | 0.30%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                          | Uruguay Government International Bond                                           | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |  161290000 | PA      | $4248590.46   | 0.16%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                          | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9630000 | PA      | $8947195.54   | 0.33%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                     | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    6195000 | PA      | $6220943.11   | 0.23%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RUBRIK INC                                        | Rubrik Inc                                                                      | CUSIP: 781154AC3<br>LEI: 254900TRGK2WTBYMYU27 | Long             | DBT              | CORP              | US        |    1671000 | PA      | $1641757.50   | 0.06%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty Group LLC                          | Ryan Specialty Group LLC 2024 USD Term Loan B                                   | CUSIP: 78350UAJ4<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |     938520 | PA      | $939111.27    | 0.03%             | 2031-09-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY                                    | Ryan Specialty LLC                                                              | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    3635000 | PA      | $3714126.24   | 0.14%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                           | SCF Equipment Leasing 2024-1 LLC                                                | CUSIP: 783896AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     440000 | PA      | $452452.44    | 0.02%             | 2032-09-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                           | SCF Equipment Leasing 2024-1 LLC                                                | CUSIP: 783896AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     435000 | PA      | $452518.32    | 0.02%             | 2033-06-21      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| SBA Senior Finance II LLC                         | SBA Senior Finance II LLC 2024 Term Loan B                                      | CUSIP: 78404XAJ4<br>LEI: 549300PVT2ADFWMYEW87 | Long             | LON              | CORP              | US        |    2932195 | PA      | $2942868.36   | 0.11%             | 2031-01-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                   | SEB Funding LLC                                                                 | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     897750 | PA      | $896603.48    | 0.03%             | 2052-01-30      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                   | SEB Funding LLC                                                                 | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3195000 | PA      | $3268119.49   | 0.12%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                       | SBNA Auto Receivables Trust 2024-A                                              | CUSIP: 78437PAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     175000 | PA      | $177864.75    | 0.01%             | 2030-01-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                       | SBNA Auto Receivables Trust 2024-A                                              | CUSIP: 78437PAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     240000 | PA      | $246721.20    | 0.01%             | 2030-04-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                           | SCF Equipment Leasing 2025-2 LLC                                                | CUSIP: 78439XAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1075000 | PA      | $1072766.15   | 0.04%             | 2036-06-20      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| SLAM 2021-1 LLC                                   | Slam 2021-1 Ltd                                                                 | CUSIP: 78449AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7955370 | PA      | $7593264.63   | 0.28%             | 2046-06-15      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                      | SM Energy Co                                                                    | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    2050000 | PA      | $2065051.55   | 0.08%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                      | SM Energy Co                                                                    | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    3445000 | PA      | $3386671.40   | 0.13%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| First Advantage Holdings LLC                      | First Advantage Holdings LLC 2025 Repriced Term Loan B                          | CUSIP: 78477MAH4<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |   18040510 | PA      | $17832683.31  | 0.66%             | 2031-10-31      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                    | Salesforce Inc                                                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      21434 | NS      | $5678080.94   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SANCHEZ ENERGY CORP                               | SANCHEZ ENERGY CORP                                                             | CUSIP: 799ESCAH1<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |    9520000 | PA      | $952.00       | 0.00%             | 2021-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SANCHEZ ENERGY CORP                               | SANCHEZ ENERGY CORP                                                             | CUSIP: 799ESCAJ7<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |   17908000 | PA      | $1790.80      | 0.00%             | 2023-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes           | Santander Bank Auto Credit-Linked Notes Series 2025-A                           | CUSIP: 80290CCW2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3211000 | PA      | $3212782.11   | 0.12%             | 2034-01-16      | Fixed         | 11.05%                | No            |                  2 | On Loan: No      |
| SAP SE                                            | SAP SE                                                                          | CUSIP: 803054204<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      16788 | NS      | $4077973.08   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Light and Wonder International, Inc.              | Light and Wonder International Inc 2024 Term Loan B2                            | CUSIP: 80875AAW1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |     645195 | PA      | $646608.43    | 0.02%             | 2029-04-14      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                | Seagate HDD Cayman                                                              | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     350000 | PA      | $1175475.00   | 0.04%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                           | Sensata Technologies BV                                                         | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    3212000 | PA      | $3133925.92   | 0.12%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                           | Sensata Technologies BV                                                         | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     655000 | PA      | $665026.65    | 0.02%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                          | Sensata Technologies Inc                                                        | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     600000 | PA      | $563085.60    | 0.02%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                          | Sensata Technologies Inc                                                        | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    3650000 | PA      | $3821813.31   | 0.14%             | 2032-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SHENTON AIRCRAFT INVESTMENT LTD                   | Shenton Aircraft Investment I Ltd                                               | CUSIP: 82321UAA1<br>LEI: 254900877LAQRYY3YZ51 | Long             | ABS-O            | CORP              | KY        |     566126 | PA      | $556620.56    | 0.02%             | 2042-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                 | Sierra Timeshare 2025-3 Receivables Funding LLC                                 | CUSIP: 82650FAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1328883 | PA      | $1330257.28   | 0.05%             | 2044-08-22      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                          | Simon Property Group Inc                                                        | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |      20143 | NS      | $3728670.73   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SNOWFLAKE INC                                     | Snowflake Inc                                                                   | CUSIP: 833445AD1<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |     938000 | PA      | $1448272.00   | 0.05%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                             | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    6260000 | PA      | $6273610.30   | 0.23%             | 2036-10-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc                   | Solstice Advanced Materials Inc Term Loan B                                     | CUSIP: 83443PAC9<br>LEI: 2138004GZ4H9TW6HK435 | Long             | LON              | CORP              | US        |    4655000 | PA      | $4675388.90   | 0.17%             | 2032-10-29      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                          | Solstice Advanced Materials Inc                                                 | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    2826000 | PA      | $2850852.10   | 0.11%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                 | Southern Power Co                                                               | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    1630000 | PA      | $1612435.46   | 0.06%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SPOTIFY USA INC                                   | Spotify USA Inc                                                                 | CUSIP: 84921RAB6<br>LEI: 2138008WM218QBKRII94 | Long             | DBT              | CORP              | US        |     381000 | PA      | $432435.00    | 0.02%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                         | Block Inc                                                                       | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   10821000 | PA      | $10170821.30  | 0.38%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc                           | Standard Industries Inc 2021 Term Loan B                                        | CUSIP: 85350EAB2<br>LEI: 54930064UHXCIUWVI755 | Long             | LON              | CORP              | US        |    2643493 | PA      | $2652216.59   | 0.10%             | 2028-09-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                        | FIXED INC CLEARING CORP.REPO                                                    | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   43637915 | PA      | $43637915.28  | 1.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds | Republic of Poland Government International Bonds                               | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    8472000 | PA      | $8782484.99   | 0.33%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                   | Stream Innovations 2024-1 Issuer Trust                                          | CUSIP: 86324CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     239368 | PA      | $248817.55    | 0.01%             | 2044-07-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                | Sunnova Helios V Issuer LLC                                                     | CUSIP: 86746EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1193250 | PA      | $578567.51    | 0.02%             | 2048-02-20      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC                        | Sunrun Atlas Issuer 2019-2 LLC                                                  | CUSIP: 86772FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1129734 | PA      | $1089115.22   | 0.04%             | 2055-02-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Sunrun Demeter Issuer LLC                         | Sunrun Demeter Issuer 2021-2 LLC                                                | CUSIP: 86772HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     423087 | PA      | $385721.95    | 0.01%             | 2057-01-30      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                      | Synopsys Inc                                                                    | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    4165000 | PA      | $4131635.18   | 0.15%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                    | TD SYNNEX Corp                                                                  | CUSIP: 87162WAN0<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    6550000 | PA      | $6485955.61   | 0.24%             | 2035-10-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                               | Synchrony Financial                                                             | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    3980000 | PA      | $4147861.12   | 0.15%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                               | Synchrony Financial                                                             | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    1770000 | PA      | $1814781.53   | 0.07%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                   | TJX Cos Inc/The                                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      27381 | NS      | $4205995.41   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Textainer Marine Containers Limited               | TMCL VII Holdings Ltd                                                           | CUSIP: 87257FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    7449914 | PA      | $7474379.98   | 0.28%             | 2050-07-23      | Fixed         | 8.06%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd         | Taiwan Semiconductor Manufacturing Co Ltd                                       | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |       6231 | NS      | $1893538.59   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                           | Talen Energy Supply LLC                                                         | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    9224000 | PA      | $9407685.81   | 0.35%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                              | Taylor Morrison Communities Inc                                                 | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    3887000 | PA      | $3999303.20   | 0.15%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Terex Corporation                                 | Terex Corporation 2025 Term Loan                                                | CUSIP: 88078FBQ0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | LON              | CORP              | US        |     923037 | PA      | $926728.78    | 0.03%             | 2031-10-08      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN CO LLC                             | Teva Pharmaceutical Finance Co LLC                                              | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |    7960000 | PA      | $8357194.85   | 0.31%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                           | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   25290000 | PA      | $19124413.83  | 0.71%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                           | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    8725000 | PA      | $8823604.02   | 0.33%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                           | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     685000 | PA      | $718913.08    | 0.03%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN IV                                 | Teva Pharmaceutical Finance Netherlands IV BV                                   | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    1245000 | PA      | $1291344.48   | 0.05%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Thunderbolt Aircraft Lease Limited/ US LLC        | Thunderbolt III Aircraft Lease Ltd                                              | CUSIP: 88607AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     228127 | PA      | $226120.96    | 0.01%             | 2039-11-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                             | Time Warner Cable LLC                                                           | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     720000 | PA      | $734730.35    | 0.03%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Tobacco Settlement Financing Corp/VA              | TOBACCO SETTLEMENT FING CORP VA                                                 | CUSIP: 88880NAT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   28335000 | PA      | $21447328.20  | 0.79%             | 2046-06-01      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                             | Toorak Mortgage Trust 2024-RRTL1                                                | CUSIP: 89054YAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     800000 | PA      | $803059.36    | 0.03%             | 2039-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                     | TopBuild Corp                                                                   | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    7705000 | PA      | $7794274.06   | 0.29%             | 2034-01-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2017-4                                                | CUSIP: 89173UAD9<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    1120000 | PA      | $995384.99    | 0.04%             | 2057-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2019-4                                                | CUSIP: 89178BAC8<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |     795000 | PA      | $701906.93    | 0.03%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finance Plc              | Trafigura Securitisation Finance PLC                                            | CUSIP: 892725AZ5<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |    2605000 | PA      | $2615141.27   | 0.10%             | 2027-11-15      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                   | Trans Union LLC 2024 Term Loan B8                                               | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |   12547149 | PA      | $12567600.91  | 0.47%             | 2031-06-24      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                               | Travel + Leisure Co                                                             | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |   12700000 | PA      | $12430356.14  | 0.46%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                               | Travel + Leisure Co                                                             | CUSIP: 894164AC6<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    3790000 | PA      | $3847039.50   | 0.14%             | 2033-09-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                  | TriNet Group Inc                                                                | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    2145000 | PA      | $2026941.13   | 0.08%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC                     | Truist Insurance Holdings LLC 2024 Term Loan B                                  | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1734409 | PA      | $1735137.09   | 0.06%             | 2031-05-06      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                               | Turkiye Government International Bond                                           | CUSIP: 900123DR8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    8665000 | PA      | $8913945.45   | 0.33%             | 2035-09-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| TYLER TECHNOLOGIES INC                            | Tyler Technologies Inc                                                          | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |     662000 | PA      | $669282.00    | 0.02%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                    | CUSIP: 902613BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    4195000 | PA      | $4260286.79   | 0.16%             | 2030-08-05      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                    | CUSIP: 902613BT4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    3180000 | PA      | $3183050.86   | 0.12%             | 2033-11-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| UGI CORP                                          | UGI Corp                                                                        | CUSIP: 902681AB1<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | DBT              | CORP              | US        |     669000 | PA      | $947973.00    | 0.04%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                        | US Bancorp                                                                      | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      54133 | NS      | $2888536.88   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                            | UBS AG                                                                          | CUSIP: 90304M345<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | SN               | CORP              | CH        |      14985 | PA      | $3826114.52   | 0.14%             | 2026-11-18      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                             | Uber Technologies Inc                                                           | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    1247000 | PA      | $1617359.00   | 0.06%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                             | Uber Technologies Inc                                                           | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1691022.39   | 0.06%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                     | UniCredit SpA                                                                   | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   14800000 | PA      | $15085850.75  | 0.56%             | 2035-06-30      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                         | United Parcel Service Inc                                                       | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      33542 | NS      | $3327030.98   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS NORTH AM                           | United Rentals North America Inc                                                | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    6985000 | PA      | $7276085.97   | 0.27%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| United Rentals Inc                                | United Rentals Inc 2025 Repriced Term Loan B                                    | CUSIP: 91136EAN5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | LON              | CORP              | US        |     999911 | PA      | $1003661.07   | 0.04%             | 2031-02-14      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  188340000 | PA      | $190738393.13 | 7.07%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   81836000 | PA      | $81011246.97  | 3.00%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                            | UnitedHealth Group Inc                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       3474 | NS      | $1146802.14   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Fiber ABS Issuer LLC                        | Uniti Fiber Abs Issuer LLC                                                      | CUSIP: 91326EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     610000 | PA      | $620531.04    | 0.02%             | 2055-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                              | Republic of Uzbekistan International Bond                                       | CUSIP: 91822Q2J5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    7475000 | PA      | $8053266.00   | 0.30%             | 2032-05-25      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                              | Republic of Uzbekistan International Bond                                       | CUSIP: 91822QVX2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    2210000 | PA      | $2365263.55   | 0.09%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                              | Republic of Uzbekistan International Bond                                       | CUSIP: 91824PAA5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   10895000 | PA      | $11696000.40  | 0.43%             | 2032-02-28      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                    | Var Energi ASA                                                                  | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     236000 | PA      | $270100.86    | 0.01%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    4692000 | PA      | $5069710.69   | 0.19%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4489309.27   | 0.17%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    5152000 | PA      | $5276884.63   | 0.20%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    4775000 | PA      | $4890986.37   | 0.18%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    2122000 | PA      | $2160926.88   | 0.08%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     140000 | PA      | $143049.57    | 0.01%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                          | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    2156000 | PA      | $1961901.55   | 0.07%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                          | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    4436000 | PA      | $3803478.88   | 0.14%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                            | Venture Global LNG Inc                                                          | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   14300000 | PA      | $11293149.01  | 0.42%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Vibrant CLO Ltd                                   | Vibrant CLO XIV Ltd                                                             | CUSIP: 92557EAL7<br>LEI: 5493000EYXFKXA2VRV24 | Long             | ABS-CBDO         | CORP              | KY        |    1540000 | PA      | $1540306.92   | 0.06%             | 2034-10-20      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                          | Viper Energy Partners LLC                                                       | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    7100000 | PA      | $7245763.00   | 0.27%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                        | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    1070000 | PA      | $1066566.13   | 0.04%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VIVINT SOLAR FINANCING LLC                        | Vivint Solar Financing V LLC                                                    | CUSIP: 92854VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1647790 | PA      | $1587423.11   | 0.06%             | 2048-04-30      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Volofin Finance Designated Activity Company       | Volofin Finance Designated Activity Co                                          | CUSIP: 92873RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     935431 | PA      | $948700.22    | 0.04%             | 2037-06-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Volofin Finance Designated Activity Company       | Volofin Finance Designated Activity Co                                          | CUSIP: 92873RAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1307787 | PA      | $1344053.48   | 0.05%             | 2037-06-15      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                  | WFRBS Commercial Mortgage Trust 2014-C20                                        | CUSIP: 92890FAY2<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |     602138 | PA      | $521342.70    | 0.02%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                  | WFRBS Commercial Mortgage Trust 2012-C10                                        | CUSIP: 92890NAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     658454 | PA      | $627575.55    | 0.02%             | 2045-12-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| VStrong Auto Receivables Trust                    | VStrong Auto Receivables Trust 2024-A                                           | CUSIP: 92891PAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     200000 | PA      | $207268.00    | 0.01%             | 2030-07-15      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                  | WFRBS Commercial Mortgage Trust 2013-C15                                        | CUSIP: 92938CAH0<br>LEI: 5493003CHVRASC16O965 | Long             | ABS-MBS          | CORP              | US        |    5009579 | PA      | $4826629.42   | 0.18%             | 2046-08-15      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                  | WFRBS Commercial Mortgage Trust 2013-C15                                        | CUSIP: 92938CAJ6<br>LEI: 5493003CHVRASC16O965 | Long             | ABS-MBS          | CORP              | US        |    2612000 | PA      | $2350852.24   | 0.09%             | 2046-08-15      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| WIX LTD                                           | Wix.com Ltd                                                                     | CUSIP: 92940WAE9<br>LEI: 5493008P6N29Q1AG9464 | Long             | DBT              | CORP              | IL        |    1298000 | PA      | $1146783.00   | 0.04%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                           | BNP Paribas Issuance BV                                                         | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |      10409 | PA      | $3649874.64   | 0.14%             | 2026-03-19      | Fixed         | 12.41%                | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                           | BNP Paribas Issuance BV                                                         | CUSIP: 937ZBF907<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |      15956 | PA      | $4359648.88   | 0.16%             | 2026-03-26      | Fixed         | 12.71%                | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                           | BNP Paribas Issuance BV                                                         | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |      20252 | PA      | $4388470.02   | 0.16%             | 2026-03-12      | Fixed         | 12.42%                | No            |                  2 | On Loan: No      |
| IQOR US Inc.                                      | IQOR US Inc.                                                                    | CUSIP: 942AEX002<br>LEI: 549300LKMK4MMQCMDH78 | Long             | EC               | CORP              | US        |      23768 | NS      | $35652.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wave USA                                          | WAVE 2019-1 LLC                                                                 | CUSIP: 94354KAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9445072 | PA      | $8242468.57   | 0.31%             | 2044-09-15      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    7345000 | PA      | $7322061.57   | 0.27%             | 2036-09-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                           | BNP Paribas Issuance BV                                                         | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |      26777 | PA      | $4218567.20   | 0.16%             | 2026-02-03      | Fixed         | 15.07%                | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                           | BNP Paribas Issuance BV                                                         | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |      16080 | PA      | $3526156.07   | 0.13%             | 2026-02-20      | Fixed         | 12.92%                | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                  | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    1251000 | PA      | $1244347.44   | 0.05%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                           | BNP Paribas Issuance BV                                                         | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |       9151 | PA      | $4103306.44   | 0.15%             | 2026-05-26      | Fixed         | 17.83%                | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                           | BNP Paribas Issuance BV                                                         | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |      11759 | PA      | $4092041.51   | 0.15%             | 2026-04-01      | Fixed         | 12.01%                | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                           | BNP Paribas Issuance BV                                                         | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |      94856 | PA      | $2644461.68   | 0.10%             | 2026-06-25      | Fixed         | 12.27%                | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                           | BNP Paribas Issuance BV                                                         | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |      40125 | PA      | $2582189.24   | 0.10%             | 2026-10-06      | Fixed         | 11.37%                | No            |                  2 | On Loan: No      |
| CFLDTRUSTUNT                                      | CFLDTRUSTUNT                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   17706962 | NS      | $88841.95     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2023-1                                    | CUSIP: 96042XAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1540000 | PA      | $1575109.54   | 0.06%             | 2028-11-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC                             | Whistler Pipeline LLC                                                           | CUSIP: 96337RAC6<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |    1580000 | PA      | $1633838.04   | 0.06%             | 2034-09-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                              | Williams Cos Inc/The                                                            | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      52893 | NS      | $3179398.23   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIS NORTH AMERICA INC                          | Willis North America Inc                                                        | CUSIP: 970648AQ4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     750000 | PA      | $750061.48    | 0.03%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                | Willis Engine Structured Trust VI                                               | CUSIP: 97064GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7573115 | PA      | $7155188.35   | 0.27%             | 2046-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WINGSTOP FUNDING LLC                              | Wingstop Funding LLC                                                            | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1990000 | PA      | $2049934.82   | 0.08%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                     | Wolfspeed Inc                                                                   | CUSIP: 977852AP7<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     208000 | PA      | $308100.00    | 0.01%             | 2031-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wolfspeed Inc                                     | Wolfspeed Inc                                                                   | CUSIP: 97785W106<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |      28457 | NS      | $495436.37    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WULF COMPUTE LLC                                  | WULF Compute LLC                                                                | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5866000 | PA      | $6043437.29   | 0.22%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                     | ZF North America Capital Inc                                                    | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    2055000 | PA      | $2088845.85   | 0.08%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                     | ZF North America Capital Inc                                                    | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    2170000 | PA      | $2189942.30   | 0.08%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                     | ZF North America Capital Inc                                                    | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    2080000 | PA      | $2055396.70   | 0.08%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                     | ZF North America Capital Inc                                                    | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    3165000 | PA      | $3095165.22   | 0.11%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                        | Zoetis Inc                                                                      | CUSIP: 98978VAY9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     548000 | PA      | $563070.00    | 0.02%             | 2029-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ZSCALER INC.                                      | Zscaler Inc                                                                     | CUSIP: 98980GAC6<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |    1704000 | PA      | $1594092.00   | 0.06%             | 2028-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Co Ltd                      | Yuzhou Group Holdings Co Ltd                                                    | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | EC               | CORP              | KY        |    3205816 | NS      | $43251.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                          | Republic of South Africa Government Bond                                        | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  809770000 | PA      | $48970398.21  | 1.81%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CHINA EVERGRANDE GROUP                            | China Evergrande Group                                                          | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |     335000 | PA      | $2840.80      | 0.00%             | 2024-03-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                           | Hungary Government Bond                                                         | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        | 3281740000 | PA      | $9733343.32   | 0.36%             | 2026-12-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                            | Republic of Uzbekistan International Bond                                       | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     200000 | PA      | $200774.21    | 0.01%             | 2029-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHINA EVERGRANDE GROUP                            | China Evergrande Group                                                          | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |    1405000 | PA      | $10734.20     | 0.00%             | 2022-04-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                           | Central China Real Estate Ltd                                                   | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |    4720000 | PA      | $82600.00     | 0.00%             | 2024-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                          | Brazil Notas do Tesouro Nacional Serie F                                        | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   78448000 | PA      | $12611580.64  | 0.47%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                | Leviathan Bond Ltd                                                              | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     805000 | PA      | $809258.45    | 0.03%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                           | Central China Real Estate Ltd                                                   | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |    1260000 | PA      | $22050.00     | 0.00%             | 2024-08-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                           | Central China Real Estate Ltd                                                   | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |    1305000 | PA      | $22837.50     | 0.00%             | 2024-05-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                            | Republic of Uzbekistan International Bond                                       | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    3500000 | PA      | $3248172.83   | 0.12%             | 2030-11-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LOGAN GROUP CO LTD                                | Logan Group Co Ltd                                                              | CUSIP: 000000000<br>LEI: 549300NJ0E6Q0S1VOG90 | Long             | DBT              | CORP              | KY        |    1320000 | PA      | $131881.20    | 0.00%             | 2026-12-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                           | Central China Real Estate Ltd                                                   | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |    3260000 | PA      | $57050.00     | 0.00%             | 2025-07-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                           | Energean Israel Finance Ltd                                                     | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    6945000 | PA      | $6849540.98   | 0.25%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                           | Energean Israel Finance Ltd                                                     | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    8120000 | PA      | $7853694.37   | 0.29%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Pakistan Government International Bonds           | Pakistan Government International Bonds                                         | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    8326000 | PA      | $8304857.54   | 0.31%             | 2026-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LOGAN GROUP CO LTD                                | Logan Group Co Ltd                                                              | CUSIP: 000000000<br>LEI: 549300NJ0E6Q0S1VOG90 | Long             | DBT              | CORP              | KY        |    3345000 | PA      | $327107.55    | 0.01%             | 2025-07-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS GROUP                               | CIFI Holdings Group Co Ltd                                                      | CUSIP: 000000000<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |    4060000 | PA      | $392723.80    | 0.01%             | 2026-08-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                            | Republic of Uzbekistan International Bond                                       | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    7040000 | PA      | $6507976.57   | 0.24%             | 2031-10-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds              | Egypt Government International Bonds                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    9071000 | PA      | $9165692.53   | 0.34%             | 2027-09-30      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds            | Romania Government International Bonds                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    3074000 | PA      | $3336889.83   | 0.12%             | 2033-01-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CFLD CAYMAN INVESTMENT                            | CFLD Cayman Investment Ltd                                                      | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | DBT              | CORP              | KY        |    8274825 | PA      | $293301.17    | 0.01%             | 2031-01-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CFLD CAYMAN INVESTMENT                            | CFLD Cayman Investment Ltd                                                      | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | DBT              | CORP              | KY        |    4375535 | PA      | $155090.84    | 0.01%             | 2031-01-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CFLD CAYMAN INVESTMENT                            | CFLD Cayman Investment Ltd                                                      | CUSIP: 000000000<br>LEI: 3003006ZC30FH27GHL08 | Long             | DBT              | CORP              | KY        |     948132 | PA      | $22451.77     | 0.00%             | 2031-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                           | Hungary Government Bond                                                         | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        | 2736610000 | PA      | $8572851.30   | 0.32%             | 2026-10-21      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                              | Teva Pharmaceutical Finance Netherlands II BV                                   | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |    4695000 | PA      | $6207643.42   | 0.23%             | 2029-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                              | Teva Pharmaceutical Finance Netherlands II BV                                   | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |    3990000 | PA      | $5609272.30   | 0.21%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                           | Central China Real Estate Ltd                                                   | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |    4415000 | PA      | $77262.50     | 0.00%             | 2025-08-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL CHN REAL ESTATE                           | Central China Real Estate Ltd                                                   | CUSIP: 000000000<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |    1957000 | PA      | $34247.50     | 0.00%             | 2025-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                          | Sunac China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    1577037 | PA      | $235924.74    | 0.01%             | 2026-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                          | Sunac China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    1580867 | PA      | $239090.33    | 0.01%             | 2026-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                          | Sunac China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    4765631 | PA      | $702930.57    | 0.03%             | 2028-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                          | Sunac China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    2249452 | PA      | $337642.75    | 0.01%             | 2030-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                          | Sunac China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    4777164 | PA      | $721757.82    | 0.03%             | 2029-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                          | Sunac China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    3169406 | PA      | $479531.13    | 0.02%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds            | Romania Government International Bonds                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   12408000 | PA      | $12904693.73  | 0.48%             | 2034-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                           | Turkiye Government Bond                                                         | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |  779595000 | PA      | $18171245.33  | 0.67%             | 2026-02-18      | Fixed         | 37.00%                | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                            | China Aoyuan Group Ltd                                                          | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |     472453 | PA      | $5905.67      | 0.00%             | 2031-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                            | China Aoyuan Group Ltd                                                          | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |     103296 | PA      | $1619.68      | 0.00%             | 2028-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ADD HERO HOLDINGS                                 | Add Hero Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |     819021 | PA      | $47773.52     | 0.00%             | 2029-09-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ADD HERO HOLDINGS                                 | Add Hero Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |     667027 | PA      | $10005.40     | 0.00%             | 2030-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ADD HERO HOLDINGS                                 | Add Hero Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 254900WMSDP48LFA7478 | Long             | DBT              | CORP              | VG        |     880489 | PA      | $13207.34     | 0.00%             | 2031-09-30      | Fixed         | 9.80%                 | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                            | China Aoyuan Group Ltd                                                          | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |    1155773 | PA      | $2889.43      | 0.00%             | 2099-12-31      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                              | Republic of Uzbekistan International Bond                                       | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    4575000 | PA      | $5490415.07   | 0.20%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                           | Turkiye Government Bond                                                         | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |  613433000 | PA      | $14397379.70  | 0.53%             | 2026-08-12      | Fixed         | 36.00%                | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                              | Republic of Uzbekistan International Bond                                       | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    2580000 | PA      | $3133278.67   | 0.12%             | 2029-02-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                              | Republic of Uzbekistan International Bond                                       | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    4915000 | PA      | $5969017.31   | 0.22%             | 2029-02-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   14674000 | PA      | $15294710.20  | 0.57%             | 2036-05-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                          | Shimao Group Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    7494803 | PA      | $418734.64    | 0.02%             | 2026-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                          | Shimao Group Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |      73600 | PA      | $2428.80      | 0.00%             | 2031-07-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                      | Yuzhou Group Holdings Co Ltd                                                    | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    2835915 | PA      | $67352.98     | 0.00%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                      | Yuzhou Group Holdings Co Ltd                                                    | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    3344836 | PA      | $334449.05    | 0.01%             | 2027-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                      | Yuzhou Group Holdings Co Ltd                                                    | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    6591260 | PA      | $131825.20    | 0.00%             | 2030-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                      | Yuzhou Group Holdings Co Ltd                                                    | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    4938207 | PA      | $98764.14     | 0.00%             | 2029-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                      | Yuzhou Group Holdings Co Ltd                                                    | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    9245947 | PA      | $115481.88    | 0.00%             | 2031-06-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP                                      | Yuzhou Group Holdings Co Ltd                                                    | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    2909237 | PA      | $2909.24      | 0.00%             | 2034-06-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                          | Kaisa Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    1520688 | PA      | $31873.62     | 0.00%             | 2028-12-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                          | Kaisa Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    1013791 | PA      | $22810.30     | 0.00%             | 2027-12-28      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                          | Kaisa Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    2534479 | PA      | $47774.93     | 0.00%             | 2029-12-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                          | Kaisa Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    3041376 | PA      | $45620.64     | 0.00%             | 2030-12-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                          | Kaisa Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    4562064 | PA      | $70073.30     | 0.00%             | 2031-12-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                          | Kaisa Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    4274541 | PA      | $61267.98     | 0.00%             | 2032-12-28      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                          | Kaisa Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    2027583 | PA      | $7603.44      | 0.00%             | 2028-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                          | Kaisa Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    1267298 | PA      | $6336.49      | 0.00%             | 2027-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                          | Kaisa Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    1013791 | PA      | $10137.91     | 0.00%             | 2026-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                          | Kaisa Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    2027583 | PA      | $7603.44      | 0.00%             | 2029-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                          | Kaisa Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    4781437 | PA      | $11953.59     | 0.00%             | 2032-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                          | Kaisa Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    2534479 | PA      | $3168.10      | 0.00%             | 2031-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                          | Kaisa Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    2534479 | PA      | $3168.10      | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                              | Times China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |     404266 | PA      | $6346.98      | 0.00%             | 2029-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                              | Times China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |    1499183 | PA      | $21288.40     | 0.00%             | 2032-09-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                              | Times China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |    1832335 | PA      | $14768.62     | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                              | Times China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |     359850 | PA      | $3098.31      | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS ISSUANCE BV                           | BNP Paribas Issuance BV                                                         | CUSIP: 000000000<br>LEI: 7245009UXRIGIRYOBR48 | Long             | SN               | CORP              | NL        |       3385 | PA      | $2754099.96   | 0.10%             | 2026-06-17      | Fixed         | 15.65%                | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US LONG BOND(CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -357 | NC      | $613288.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US ULTRA BOND CBT MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -626 | NC      | $1620099.30   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 5YR NOTE (CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      21455 | NC      | $-6346642.51  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 2YR NOTE (CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -724 | NC      | $43938.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR ULTRA FUT MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -4787 | NC      | $3940704.78   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR FUT OPTN MAR26P 111                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       4000 | NC      | $937500.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR FUT OPTN MAR26P 103                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       4000 | NC      | $4000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR FUT OPTN MAR26P 110                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -8000 | NC      | $-750000.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 5YR FUTR OPTN FEB26C 115                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       6100 | NC      | $6100.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 5YR FUTR OPTN FEB26C 110                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -12200 | NC      | $-1048443.60  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 5YR FUTR OPTN FEB26C 109.5                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       6100 | NC      | $1334375.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunac China Holdings Ltd                          | Sunac China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | EC               | CORP              | KY        |     723818 | NS      | $122081.08    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd                          | Kaisa Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | EC               | CORP              | KY        |    1256662 | NS      | $15574.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                 | HERC HOLDINGS INC REPRICED TERM LOAN B                                          | CUSIP: 000000000<br>LEI: 549300TP80QLITMSBP82 | Long             | LON              | CORP              | US        |    1075000 | PA      | $1078805.50   | 0.04%             | 2032-06-02      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Pakistan Government International Bonds           | Pakistan Government International Bonds                                         | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    5823000 | PA      | $5864017.50   | 0.22%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Times China Holdings Ltd                          | Times China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | EC               | CORP              | KY        |    1035825 | NS      | $13643.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Aoyuan Group Ltd                            | China Aoyuan Group Ltd                                                          | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | EC               | CORP              | KY        |     288943 | NS      | $2458.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA EVERGRANDE GROUP                            | China Evergrande Group                                                          | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |    4045000 | PA      | $25281.25     | 0.00%             | 2025-06-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                         | Bausch & Lomb Corporation 2023 Incremental Term Loan                            | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    1644950 | PA      | $1644949.70   | 0.06%             | 2028-09-29      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                         | Bausch & Lomb Corporation 2025 Term Loan B                                      | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |   13487833 | PA      | $13609223.11  | 0.50%             | 2031-01-15      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORPORATION                         | BAUSCH + LOMB CORPORATION 2025 REPRICED TERM LOAN                               | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |   15137664 | PA      | $15273903.20  | 0.57%             | 2031-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA EVERGRANDE GROUP                            | China Evergrande Group                                                          | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |    1800000 | PA      | $20250.00     | 0.00%             | 2022-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Garmin Ltd                                        | Garmin Ltd                                                                      | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |       9233 | NS      | $1872914.05   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                   | ASML Holding NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       1728 | NS      | $1848718.08   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Financing BV                              | Flutter Financing BV 2024 Term Loan B                                           | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    3090579 | PA      | $3085418.08   | 0.11%             | 2030-11-30      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                              | Flutter Financing BV 2025 Term Loan B                                           | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    5079475 | PA      | $5079475.00   | 0.19%             | 2032-06-04      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                           | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  505500000 | PA      | $26307895.88  | 0.97%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                          | Uruguay Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |  293070000 | PA      | $7648110.20   | 0.28%             | 2028-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ardonagh Midco 3 PLC                              | Ardonagh Midco 3 PLC 2024 USD Term Loan B                                       | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |   13805936 | PA      | $13762861.10  | 0.51%             | 2031-02-15      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds            | Nigeria Government International Bonds                                          | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    4479000 | PA      | $4539324.25   | 0.17%             | 2027-11-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                       | Royal Caribbean Cruises Ltd                                                     | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |       7269 | NS      | $2027469.48   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-30

**Name of Applicant:** LOOMIS SAYLES FUNDS II

**Signature:** John Sgroi

**Name of Signer:** John Sgroi

**Title:** Assistant Treasurer