# EDGAR Filing Document

**Accession Number:** 0001217286
**File Stem:** 0002071691-26-015494
**Filing Date:** 2026-6
**Character Count:** 1311709
**Document Hash:** 62e4734caccd5da2882b2918578a216f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-015494.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0002071691-26-015494

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21295
- **FILM NUMBER:** 261125213

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

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

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

## Series and Classes Contracts Data

### JPMorgan Income Builder Fund (Series ID: S000015698)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000042871 | Class A      | JNBAX           |
| C000042872 | Class C      | JNBCX           |
| C000042873 | Class I      | JNBSX           |
| C000195048 | Class R6     | JNBZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

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

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

- **a. Name of Series:** JPMorgan Income Builder Fund

- **b. EDGAR series identifier (if any):** S000015698

- **c. LEI of Series:** 64EDD3UF2MK5YCUN2U63

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

- **a. Date of fiscal year-end:** 2026-10-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $9031938987.89

**Total Liabilities:** $292768024.39

**Net Assets:** $8739170963.50

**Cash Not Reported:** $9877499.71

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1474.54129000 | **1-Year:** 41698.15928000 | **5-Year:** 108133.28790000 | **10-Year:** 125215.73108000 | **30-Year:** 19029.44813000

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

- **3-Month:** 4285.10893000 | **1-Year:** 182672.10924000 | **5-Year:** 633549.11226000 | **10-Year:** 156357.66791000 | **30-Year:** 143580.91153000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000042871 | 2.13%                | -3.69%               | 4.24%                |
| Class ID C000042872 | 2.10%                | -3.74%               | 4.11%                |
| Class ID C000042873 | 2.04%                | -3.67%               | 4.24%                |
| Class ID C000195048 | 2.05%                | -3.66%               | 4.25%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3533656.48              | $108985653.44                              |
| Month 2  | $2422672.67              | $-316631169.56                             |
| Month 3  | $53350085.19             | $242924529.56                              |

**Designated Index Information**

- **Index Name:** 60% WRLDRNRUSD0, 40% 1TRUSD0

- **Index Identifier:** IBXUSD000059

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AB BSL CLO 1 Ltd.                                                           | AB BSL CLO Ltd., Series 2020-1A, Class BR2                                                             | CUSIP: 00038KBC4<br>LEI: 549300UT754V8VGM9T25 | Long             | ABS-CBDO         | CORP              | KY        |      850000 | PA      | $850080.75    | 0.01%             | 2038-10-15      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| ACCO Brands Corp.                                                           | ACCO Brands Corp.                                                                                      | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |     5228000 | PA      | $4668551.72   | 0.05%             | 2029-03-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: —       |
| ABN AMRO Bank NV                                                            | ABN AMRO Bank NV                                                                                       | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $201375.77    | 0.00%             | 2027-09-18      | Variable      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| ADT Security Corp. (The)                                                    | ADT Security Corp. (The)                                                                               | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     4112000 | PA      | $3954561.96   | 0.05%             | 2029-08-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| APi Group DE, Inc.                                                          | APi Group DE, Inc.                                                                                     | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |     2055000 | PA      | $2013689.12   | 0.02%             | 2029-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| APi Group DE, Inc.                                                          | APi Group DE, Inc.                                                                                     | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |     2610000 | PA      | $2543609.95   | 0.03%             | 2029-07-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: —       |
| ATS Corp.                                                                   | ATS Corp.                                                                                              | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |     1162000 | PA      | $1134521.37   | 0.01%             | 2028-12-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: —       |
| AT&T, Inc.                                                                  | AT&T, Inc.                                                                                             | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      632821 | NS      | $16535612.73  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                                                  | AT&T, Inc.                                                                                             | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      480000 | PA      | $470693.95    | 0.01%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                  | AT&T, Inc.                                                                                             | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      365000 | PA      | $355034.83    | 0.00%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ASB Bank Ltd.                                                               | ASB Bank Ltd.                                                                                          | CUSIP: 00216LAD5<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |      262000 | PA      | $258780.02    | 0.00%             | 2026-10-22      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| American Airlines, Inc.                                                     | American Airlines, Inc.                                                                                | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9899658 | PA      | $9906380.86   | 0.11%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                | AbbVie, Inc.                                                                                           | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      119538 | NS      | $25260770.16  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                                                | AbbVie, Inc.                                                                                           | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       37000 | PA      | $32407.04     | 0.00%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                | AbbVie, Inc.                                                                                           | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      985000 | PA      | $1002330.46   | 0.01%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                                 | Acadia Healthcare Co., Inc.                                                                            | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     2346000 | PA      | $2334137.22   | 0.03%             | 2028-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                                 | Acadia Healthcare Co., Inc.                                                                            | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     1443000 | PA      | $1412012.15   | 0.02%             | 2029-04-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: —       |
| Acadia Healthcare Co., Inc.                                                 | Acadia Healthcare Co., Inc.                                                                            | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      653000 | PA      | $667948.48    | 0.01%             | 2033-03-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: —       |
| Accredited Mortgage Loan Trust                                              | Accredited Mortgage Loan Trust, Series 2004-4, Class M1                                                | CUSIP: 004375CG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      240219 | PA      | $233600.24    | 0.00%             | 2035-01-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| ACE Securities Corp. Home Equity Loan Trust                                 | ACE Securities Corp. Home Equity Loan Trust, Series 2003-FM1, Class M1                                 | CUSIP: 004421BR3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      108192 | PA      | $132119.45    | 0.00%             | 2032-11-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| ACE Securities Corp. Home Equity Loan Trust                                 | ACE Securities Corp. Home Equity Loan Trust, Series 2004-OP1, Class M2                                 | CUSIP: 004421EX7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      296221 | PA      | $254623.93    | 0.00%             | 2034-04-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Acushnet Co.                                                                | Acushnet Co.                                                                                           | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |      436000 | PA      | $438025.66    | 0.01%             | 2033-12-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                                 | Adient Global Holdings Ltd.                                                                            | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     3096000 | PA      | $3149870.40   | 0.04%             | 2028-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                                 | Adient Global Holdings Ltd.                                                                            | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     5839000 | PA      | $6090871.10   | 0.07%             | 2031-04-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                                 | Adient Global Holdings Ltd.                                                                            | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     2486000 | PA      | $2543038.78   | 0.03%             | 2033-02-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| Adjustable Rate Mortgage Trust                                              | Adjustable Rate Mortgage Trust, Series 2004-2, Class 6A1                                               | CUSIP: 007036BU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       19010 | PA      | $18922.04     | 0.00%             | 2035-02-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust                                              | Adjustable Rate Mortgage Trust, Series 2005-2, Class 3A1                                               | CUSIP: 007036GT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      226314 | PA      | $226895.47    | 0.00%             | 2035-06-25      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                       | AECOM                                                                                                  | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     2330000 | PA      | $2349019.79   | 0.03%             | 2033-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                  | AerCap Ireland Capital DAC                                                                             | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      499000 | PA      | $508165.53    | 0.01%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                  | AerCap Ireland Capital DAC                                                                             | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1247000 | PA      | $1291294.64   | 0.01%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems, Inc.                                             | Advanced Drainage Systems, Inc.                                                                        | CUSIP: 00790RAC8<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |      648000 | PA      | $638840.20    | 0.01%             | 2034-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Aethon United BR LP                                                         | Aethon United BR LP                                                                                    | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      904000 | PA      | $944406.09    | 0.01%             | 2029-10-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Barratt Redrow plc                                                          | Barratt Redrow plc                                                                                     | CUSIP: N/A<br>LEI: 2138006R85VEOF5YNK29       | Long             | EC               | CORP              | GB        |      453863 | NS      | $1545745.43   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumisho Air Lease Corp.                                                     | Sumisho Air Lease Corp.                                                                                | CUSIP: 00914AAB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14991.09     | 0.00%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Balfour Beatty plc                                                          | Balfour Beatty plc                                                                                     | CUSIP: N/A<br>LEI: CT4UIJ3TUKGYYHMENQ17       | Long             | EC               | CORP              | GB        |      227999 | NS      | $2533483.64   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                       | Albertsons Cos., Inc.                                                                                  | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      845000 | PA      | $827143.97    | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                       | Albertsons Cos., Inc.                                                                                  | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5812000 | PA      | $5542552.77   | 0.06%             | 2029-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                       | Albertsons Cos., Inc.                                                                                  | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      665000 | PA      | $661305.80    | 0.01%             | 2031-03-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                       | Albertsons Cos., Inc.                                                                                  | CUSIP: 01309QAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3177000 | PA      | $3134161.97   | 0.04%             | 2032-03-31      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| New Albertsons LP                                                           | New Albertsons LP                                                                                      | CUSIP: 013104AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1535000 | PA      | $1535767.50   | 0.02%             | 2026-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| New Albertsons LP                                                           | New Albertsons LP                                                                                      | CUSIP: 013104AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      392000 | PA      | $409430.67    | 0.00%             | 2029-08-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| New Albertsons LP                                                           | New Albertsons LP                                                                                      | CUSIP: 013104AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2108000 | PA      | $2253795.60   | 0.03%             | 2031-05-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| New Albertsons LP                                                           | New Albertsons LP                                                                                      | CUSIP: 01310QDB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      450000 | PA      | $455062.50    | 0.01%             | 2028-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| British Land Co. plc (The)                                                  | British Land Co. plc (The)                                                                             | CUSIP: N/A<br>LEI: RV5B68J2GV3QGMRPW209       | Long             | EC               | CORP              | GB        |      384963 | NS      | $2037019.67   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alcoa Nederland Holding BV                                                  | Alcoa Nederland Holding BV                                                                             | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |     4251000 | PA      | $4374601.14   | 0.05%             | 2031-03-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| BHP Group Ltd.                                                              | BHP Group Ltd.                                                                                         | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |       35147 | NS      | $1394932.41   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                       | Alexandria Real Estate Equities, Inc.                                                                  | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |       18000 | PA      | $16775.94     | 0.00%             | 2029-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                       | Alexandria Real Estate Equities, Inc.                                                                  | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |        7000 | PA      | $5893.56      | 0.00%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                   | ATI, Inc.                                                                                              | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     1861000 | PA      | $1862920.55   | 0.02%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                   | ATI, Inc.                                                                                              | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     1673000 | PA      | $1661715.28   | 0.02%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                   | ATI, Inc.                                                                                              | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     1252000 | PA      | $1247158.64   | 0.01%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                   | ATI, Inc.                                                                                              | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     1838000 | PA      | $1914234.73   | 0.02%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corp.                                                        | Alliant Energy Corp.                                                                                   | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |       35036 | NS      | $2572693.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp.                                                        | Alliant Energy Corp.                                                                                   | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |      890000 | PA      | $874802.72    | 0.01%             | 2056-04-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                  | Allianz SE                                                                                             | CUSIP: 018820AF7<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |     1400000 | PA      | $1400949.20   | 0.02%             | 2034-10-30      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                  | Allison Transmission, Inc.                                                                             | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     3337000 | PA      | $3331022.43   | 0.04%             | 2027-10-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                  | Allison Transmission, Inc.                                                                             | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     8169000 | PA      | $8245535.36   | 0.09%             | 2029-06-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: —       |
| Allison Transmission, Inc.                                                  | Allison Transmission, Inc.                                                                             | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     1262000 | PA      | $1185790.34   | 0.01%             | 2031-01-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                  | Allison Transmission, Inc.                                                                             | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |      783000 | PA      | $790482.35    | 0.01%             | 2033-12-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Allstate Corp. (The)                                                        | Allstate Corp. (The), Series J                                                                         | CUSIP: 020002788<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |       66000 | NS      | $1728540.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp. (The)                                                        | Allstate Corp. (The)                                                                                   | CUSIP: 020002AU5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     2669000 | PA      | $2737273.02   | 0.03%             | 2057-05-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                        | Ally Financial, Inc., Series C                                                                         | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     5049000 | PA      | $4857574.74   | 0.06%             | 2028-05-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                              | Alphabet, Inc., Class A                                                                                | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       43945 | NS      | $16910036.00  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice France SA                                                            | Altice France SA                                                                                       | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     2325068 | PA      | $2373534.04   | 0.03%             | 2029-11-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Altice France SA                                                            | Altice France SA                                                                                       | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      285012 | PA      | $280190.59    | 0.00%             | 2030-10-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Altice France SA                                                            | Altice France SA                                                                                       | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     2926344 | PA      | $2878165.26   | 0.03%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Altice France SA                                                            | Altice France SA                                                                                       | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     2255758 | PA      | $2218897.56   | 0.03%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Altice France Lux 3/Altice Holdings 1                                       | Altice France Lux 3                                                                                    | CUSIP: 020956AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      821800 | PA      | $812865.21    | 0.01%             | 2033-01-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2006-14CB, Class A1                                                     | CUSIP: 021468AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1055617 | PA      | $543646.77    | 0.01%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2006-19CB, Class A15                                                    | CUSIP: 02147QAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      377554 | PA      | $202178.55    | 0.00%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2006-25CB, Class A2                                                     | CUSIP: 02147VAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      183769 | PA      | $91354.72     | 0.00%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2006-41CB, Class 2A13                                                   | CUSIP: 02149CBD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2057364 | PA      | $954188.77    | 0.01%             | 2037-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2007-8CB, Class A9                                                      | CUSIP: 02150FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      130508 | PA      | $65876.04     | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2007-9T1, Class 3A1                                                     | CUSIP: 02150JBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        4761 | PA      | $4739.73      | 0.00%             | 2022-05-25      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2007-19, Class 1A8                                                      | CUSIP: 02151AAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      131279 | PA      | $62924.20     | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                         | Altice Financing SA                                                                                    | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     4343000 | PA      | $3196913.57   | 0.04%             | 2029-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Altria Group, Inc.                                                          | Altria Group, Inc.                                                                                     | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       70366 | NS      | $5112089.90   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                                          | Altria Group, Inc.                                                                                     | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       18000 | PA      | $18133.69     | 0.00%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                          | Altria Group, Inc.                                                                                     | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      185000 | PA      | $189797.81    | 0.00%             | 2035-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Alumina Pty. Ltd.                                                           | Alumina Pty. Ltd.                                                                                      | CUSIP: 02220AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     1222000 | PA      | $1249081.96   | 0.01%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Alumina Pty. Ltd.                                                           | Alumina Pty. Ltd.                                                                                      | CUSIP: 02220AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     1414000 | PA      | $1453819.65   | 0.02%             | 2032-09-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                            | Amazon.com, Inc.                                                                                       | CUSIP: 023135DD5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      300000 | PA      | $297063.84    | 0.00%             | 2031-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                         | American Axle & Manufacturing, Inc.                                                                    | CUSIP: 02406PBA7<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     1669000 | PA      | $1670919.35   | 0.02%             | 2028-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.                            | American Builders & Contractors Supply Co., Inc.                                                       | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |     2840000 | PA      | $2805023.70   | 0.03%             | 2028-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                                | American Credit Acceptance Receivables Trust, Series 2025-2, Class D                                   | CUSIP: 024938AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1100000 | PA      | $1108223.71   | 0.01%             | 2031-08-12      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                                | American Credit Acceptance Receivables Trust, Series 2025-2, Class E                                   | CUSIP: 024938AJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $514899.75    | 0.01%             | 2033-02-14      | Fixed         | 7.66%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                                | American Credit Acceptance Receivables Trust, Series 2024-4, Class D                                   | CUSIP: 024945AG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      446000 | PA      | $448580.11    | 0.01%             | 2031-08-12      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                                | American Credit Acceptance Receivables Trust, Series 2025-1, Class E                                   | CUSIP: 02528DAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      550000 | PA      | $562030.10    | 0.01%             | 2032-12-13      | Fixed         | 7.39%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                                | American Credit Acceptance Receivables Trust, Series 2025-3, Class C                                   | CUSIP: 02528EAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      940000 | PA      | $942308.64    | 0.01%             | 2032-07-12      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                                | American Credit Acceptance Receivables Trust, Series 2025-3, Class D                                   | CUSIP: 02528EAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      940000 | PA      | $940798.44    | 0.01%             | 2032-07-12      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                                | American Credit Acceptance Receivables Trust, Series 2025-3, Class E                                   | CUSIP: 02528EAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1030000 | PA      | $1036726.21   | 0.01%             | 2033-06-13      | Fixed         | 6.77%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                                | American Credit Acceptance Receivables Trust, Series 2026-2, Class E                                   | CUSIP: 02528FAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1100000 | PA      | $1095006.99   | 0.01%             | 2034-02-08      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                                | American Credit Acceptance Receivables Trust, Series 2022-4, Class E                                   | CUSIP: 02529XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      495000 | PA      | $499428.37    | 0.01%             | 2030-01-14      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                                | American Credit Acceptance Receivables Trust, Series 2023-2, Class E                                   | CUSIP: 02529YAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      900000 | PA      | $931297.77    | 0.01%             | 2030-02-12      | Fixed         | 9.79%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                                | American Credit Acceptance Receivables Trust, Series 2023-4, Class D                                   | CUSIP: 02530CAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1400000 | PA      | $1436966.02   | 0.02%             | 2030-09-12      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                                | American Credit Acceptance Receivables Trust, Series 2023-3, Class E                                   | CUSIP: 02530EAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      900000 | PA      | $936581.22    | 0.01%             | 2031-10-14      | Fixed         | 9.54%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                                | American Credit Acceptance Receivables Trust, Series 2024-2, Class E                                   | CUSIP: 02531BAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      525000 | PA      | $539711.81    | 0.01%             | 2031-11-12      | Fixed         | 7.87%                 | Yes           |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                           | American Electric Power Co., Inc.                                                                      | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       38691 | NS      | $5304923.01   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                                                        | American Express Co.                                                                                   | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     3302000 | PA      | $3270771.00   | 0.04%             | 2026-09-15      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                        | American Express Co.                                                                                   | CUSIP: 025816DG1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      250000 | PA      | $250623.82    | 0.00%             | 2027-07-28      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                        | American Express Co.                                                                                   | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      209000 | PA      | $210712.24    | 0.00%             | 2028-07-26      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Investment Trust                                     | American Home Mortgage Investment Trust, Series 2007-2, Class 12A1                                     | CUSIP: 02660CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3869749 | PA      | $1314725.12   | 0.02%             | 2037-03-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                | American Honda Finance Corp.                                                                           | CUSIP: 02665WGE5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       67000 | PA      | $67150.08     | 0.00%             | 2027-07-09      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| British American Tobacco plc                                                | British American Tobacco plc                                                                           | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |       82018 | NS      | $4830436.19   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                        | American Tower Corp.                                                                                   | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |        5774 | NS      | $1054967.54   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                                                        | American Tower Corp.                                                                                   | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       27000 | PA      | $24434.97     | 0.00%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                        | American Tower Corp.                                                                                   | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       74000 | PA      | $70372.90     | 0.00%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                        | American Tower Corp.                                                                                   | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       22000 | PA      | $21764.78     | 0.00%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                        | American Tower Corp.                                                                                   | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      955000 | PA      | $967410.52    | 0.01%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates | Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2002-AR1, Class M1 | CUSIP: 03072SDB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       25600 | PA      | $26848.48     | 0.00%             | 2032-09-25      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                               | Cencora, Inc.                                                                                          | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1027373.12   | 0.01%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP                                                        | AmeriGas Partners LP                                                                                   | CUSIP: 030981AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1166000 | PA      | $1171586.31   | 0.01%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP                                                        | AmeriGas Partners LP                                                                                   | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1978000 | PA      | $2029331.08   | 0.02%             | 2028-06-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| AmeriGas Partners LP                                                        | AmeriGas Partners LP                                                                                   | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1390000 | PA      | $1484191.96   | 0.02%             | 2030-06-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Amgen, Inc.                                                                 | Amgen, Inc.                                                                                            | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       14154 | NS      | $4900822.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology, Inc.                                                      | Amkor Technology, Inc.                                                                                 | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |     1481000 | PA      | $1489049.24   | 0.02%             | 2033-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Amphenol Corp.                                                              | Amphenol Corp., Class A                                                                                | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      110028 | NS      | $16203823.56  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ams-OSRAM AG                                                                | ams-OSRAM AG                                                                                           | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |     3316000 | PA      | $3540808.22   | 0.04%             | 2029-03-30      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| Analog Devices, Inc.                                                        | Analog Devices, Inc.                                                                                   | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       49623 | NS      | $19961347.98  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage Trust                                                    | Angel Oak Mortgage Trust, Series 2019-5, Class B1                                                      | CUSIP: 03464KAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6250000 | PA      | $5851643.13   | 0.07%             | 2049-10-25      | Variable      | 3.96%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                    | Angel Oak Mortgage Trust, Series 2019-6, Class B3                                                      | CUSIP: 03464VAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1284815 | PA      | $1152159.78   | 0.01%             | 2059-11-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of Angola                                                          | Republic of Angola                                                                                     | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     1550000 | PA      | $1578016.25   | 0.02%             | 2029-11-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of Angola                                                          | Republic of Angola                                                                                     | CUSIP: 035198AH3<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     1900000 | PA      | $2026825.00   | 0.02%             | 2031-01-15      | Fixed         | 9.24%                 | Yes           |                  2 | On Loan: No      |
| Republic of Angola                                                          | Republic of Angola                                                                                     | CUSIP: 035198AJ9<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     1600000 | PA      | $1713088.00   | 0.02%             | 2035-10-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Republic of Angola                                                          | Republic of Angola                                                                                     | CUSIP: 035198AK6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     1000000 | PA      | $1057680.00   | 0.01%             | 2033-03-31      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Republic of Angola                                                          | Republic of Angola                                                                                     | CUSIP: 035198AL4<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     1000000 | PA      | $1062500.00   | 0.01%             | 2037-03-31      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Antero Resources Corp.                                                      | Antero Resources Corp.                                                                                 | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     1444000 | PA      | $1452739.09   | 0.02%             | 2030-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                                | Antero Midstream Partners LP                                                                           | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4280000 | PA      | $4279423.06   | 0.05%             | 2028-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                                | Antero Midstream Partners LP                                                                           | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4274000 | PA      | $4269664.03   | 0.05%             | 2029-06-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                                | Antero Midstream Partners LP                                                                           | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1441000 | PA      | $1438150.57   | 0.02%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Games Workshop Group plc                                                    | Games Workshop Group plc                                                                               | CUSIP: N/A<br>LEI: 213800RP9QJQYGWHNT41       | Long             | EC               | CORP              | GB        |        4223 | NS      | $1120052.57   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| APLD ComputeCo 2 LLC                                                        | APLD ComputeCo 2 LLC                                                                                   | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3202000 | PA      | $3170156.91   | 0.04%             | 2031-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                      | Arab Republic of Egypt                                                                                 | CUSIP: 03846JW89<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1320000 | PA      | $1217370.00   | 0.01%             | 2049-03-01      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                      | Arab Republic of Egypt                                                                                 | CUSIP: 03846JX21<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      880000 | PA      | $863658.40    | 0.01%             | 2032-01-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: —       |
| Aramark Services, Inc.                                                      | Aramark Services, Inc.                                                                                 | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     7883000 | PA      | $7867121.27   | 0.09%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                  | Archer-Daniels-Midland Co.                                                                             | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |       69692 | NS      | $5194841.68   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arches Buyer, Inc.                                                          | Arches Buyer, Inc.                                                                                     | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     1690000 | PA      | $1653930.33   | 0.02%             | 2028-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Arches Buyer, Inc.                                                          | Arches Buyer, Inc.                                                                                     | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |      619000 | PA      | $601817.92    | 0.01%             | 2028-12-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: —       |
| Archrock Services LP                                                        | Archrock Services LP                                                                                   | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      676000 | PA      | $680404.74    | 0.01%             | 2034-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Archrock Partners LP                                                        | Archrock Partners LP                                                                                   | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1627000 | PA      | $1674113.04   | 0.02%             | 2032-09-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Group SA                                                             | Ardagh Group SA                                                                                        | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |     3785000 | PA      | $3396659.00   | 0.04%             | 2030-12-01      | Variable      | 12.00%                | Yes           |                  2 | On Loan: No      |
| Ares Management Corp.                                                       | Ares Management Corp., Class A                                                                         | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |       39788 | NS      | $4671111.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Group SA                                                             | Ardagh Group SA                                                                                        | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |     3697000 | PA      | $3920254.44   | 0.04%             | 2030-12-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: —       |
| Argentine Republic (The)                                                    | Argentine Republic                                                                                     | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     4096800 | PA      | $3535538.40   | 0.04%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                    | Argentine Republic                                                                                     | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    12776040 | PA      | $9530925.84   | 0.11%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                    | Argentine Republic                                                                                     | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     8291160 | PA      | $6438085.74   | 0.07%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                    | Argentine Republic                                                                                     | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     5045000 | PA      | $3478527.50   | 0.04%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                    | Argentine Republic                                                                                     | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     5423182 | PA      | $3812496.83   | 0.04%             | 2046-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: —       |
| Argentine Republic (The)                                                    | Argentine Republic                                                                                     | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     2649500 | PA      | $2366003.50   | 0.03%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: —       |
| Asbury Automotive Group, Inc.                                               | Asbury Automotive Group, Inc.                                                                          | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      408000 | PA      | $403982.14    | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                               | Asbury Automotive Group, Inc.                                                                          | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      416000 | PA      | $405136.45    | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                               | Asbury Automotive Group, Inc.                                                                          | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     4301000 | PA      | $4185772.77   | 0.05%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                         | Ascent Resources Utica Holdings LLC                                                                    | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1079000 | PA      | $1080377.88   | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                         | Ascent Resources Utica Holdings LLC                                                                    | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1430000 | PA      | $1467418.81   | 0.02%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                         | Ascent Resources Utica Holdings LLC                                                                    | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1592465.35   | 0.02%             | 2033-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Asset-Backed Securities Corp. Home Equity Loan Trust                        | Asset-Backed Securities Corp. Home Equity Loan Trust, Series 2004-HE7, Class M2                        | CUSIP: 04541GMD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       78141 | PA      | $80301.12     | 0.00%             | 2034-10-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| ABFC Trust                                                                  | ABFC Trust, Series 2003-OPT1, Class A1A                                                                | CUSIP: 04542BDE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       41831 | PA      | $41982.60     | 0.00%             | 2033-04-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| ABFC Trust                                                                  | ABFC Trust, Series 2004-OPT3, Class M1                                                                 | CUSIP: 04542BGV8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        6519 | PA      | $6505.77      | 0.00%             | 2033-09-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| ABFC Trust                                                                  | ABFC Trust, Series 2004-HE1, Class M1                                                                  | CUSIP: 04542BJP8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      291393 | PA      | $298794.16    | 0.00%             | 2034-03-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Imperial Brands plc                                                         | Imperial Brands plc                                                                                    | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |        6084 | NS      | $231147.42    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                 | Asurion LLC                                                                                            | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |     2687000 | PA      | $2806810.64   | 0.03%             | 2032-12-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Mitie Group plc                                                             | Mitie Group plc                                                                                        | CUSIP: N/A<br>LEI: 213800MTCLTKEHWZMJ03       | Long             | EC               | CORP              | GB        |     1015478 | NS      | $2401588.71   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Athene Global Funding                                                       | Athene Global Funding                                                                                  | CUSIP: 04685A3V1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      335000 | PA      | $335084.29    | 0.00%             | 2026-05-08      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                                       | Athene Global Funding                                                                                  | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      212000 | PA      | $212303.96    | 0.00%             | 2026-08-27      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                         | Athene Holding Ltd.                                                                                    | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     3545000 | PA      | $3440116.57   | 0.04%             | 2055-06-28      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                 | Allied Universal Holdco LLC                                                                            | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1936000 | PA      | $1907051.38   | 0.02%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                         | Audacy, Inc.                                                                                           | CUSIP: 05070N111<br>LEI: N/A                  | N/A              | DO               |  | US        |       10473 | NS      | $34037.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Audacy, Inc.                                                                                           | CUSIP: 05070N129<br>LEI: N/A                  | N/A              | DO               |  | US        |       12694 | NS      | $196.76       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                         | Audacy, Inc.                                                                                           | CUSIP: 05070N137<br>LEI: N/A                  | N/A              | DO               |  | US        |        2116 | NS      | $32.80        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AvalonBay Communities, Inc.                                                 | AvalonBay Communities, Inc.                                                                            | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       10976 | NS      | $2008608.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Funding, Inc.                                                       | Avantor Funding, Inc.                                                                                  | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    10013000 | PA      | $9868721.68   | 0.11%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Avery Dennison Corp.                                                        | Avery Dennison Corp.                                                                                   | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       20670 | NS      | $3388433.10   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp.                                                                | Avient Corp.                                                                                           | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     1120000 | PA      | $1140697.60   | 0.01%             | 2030-08-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                  | Avis Budget Car Rental LLC                                                                             | CUSIP: 053773BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      128000 | PA      | $127889.59    | 0.00%             | 2027-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                  | Avis Budget Car Rental LLC                                                                             | CUSIP: 053773BE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3868000 | PA      | $3865744.18   | 0.04%             | 2027-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                  | Avis Budget Car Rental LLC                                                                             | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4949000 | PA      | $4808774.54   | 0.06%             | 2029-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: —       |
| Avis Budget Car Rental LLC                                                  | Avis Budget Car Rental LLC                                                                             | CUSIP: 053773BG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3320000 | PA      | $3241255.24   | 0.04%             | 2028-04-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                  | Avis Budget Car Rental LLC                                                                             | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3817000 | PA      | $3919142.92   | 0.04%             | 2030-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                  | Avis Budget Car Rental LLC                                                                             | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2096000 | PA      | $2107253.42   | 0.02%             | 2032-06-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: —       |
| Avis Budget Rental Car Funding AESOP LLC                                    | Avis Budget Rental Car Funding AESOP LLC, Series 2024-1A, Class D                                      | CUSIP: 05377RKA1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      575000 | PA      | $582539.06    | 0.01%             | 2030-06-20      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings plc                                                           | HSBC Holdings plc                                                                                      | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |      655890 | NS      | $12068261.89  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Axalta Coating Systems LLC                                                  | Axalta Coating Systems LLC                                                                             | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |     4455000 | PA      | $4242049.22   | 0.05%             | 2029-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Axalta Coating Systems LLC                                                  | Axalta Coating Systems LLC                                                                             | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4598000 | PA      | $4577043.65   | 0.05%             | 2027-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Axalta Coating Systems Dutch Holding B BV                                   | Axalta Coating Systems Dutch Holding B BV                                                              | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |      832000 | PA      | $863939.73    | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                       | Axon Enterprise, Inc.                                                                                  | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      485000 | PA      | $495920.21    | 0.01%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                       | Axon Enterprise, Inc.                                                                                  | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      686000 | PA      | $703946.45    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp.                                                           | BAT Capital Corp.                                                                                      | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      835000 | PA      | $873570.35    | 0.01%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                           | BAT Capital Corp.                                                                                      | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      525000 | PA      | $539706.26    | 0.01%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                              | BNP Paribas SA                                                                                         | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    11268000 | PA      | $11818667.16  | 0.14%             | 2029-08-16      | Variable      | 7.75%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                              | BNP Paribas SA                                                                                         | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     4121000 | PA      | $4343435.10   | 0.05%             | 2027-11-17      | Variable      | 9.25%                 | Yes           |                  2 | On Loan: No      |
| BMW US Capital LLC                                                          | BMW US Capital LLC                                                                                     | CUSIP: 05565ECQ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |      250000 | PA      | $250782.17    | 0.00%             | 2027-08-13      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets plc                                                      | BP Capital Markets plc                                                                                 | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     2196000 | PA      | $2177218.71   | 0.02%             | 2030-03-22      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets plc                                                      | BP Capital Markets plc                                                                                 | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     1918000 | PA      | $2008460.55   | 0.02%             | 2033-12-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                     | BPCE SA                                                                                                | CUSIP: 05571AAQ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      518000 | PA      | $523198.90    | 0.01%             | 2027-10-19      | Variable      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                              | BNP Paribas SA                                                                                         | CUSIP: 05602XQR2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     2295000 | PA      | $2279450.92   | 0.03%             | 2033-12-15      | Variable      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                              | BNP Paribas SA                                                                                         | CUSIP: 05602XQS0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     3000000 | PA      | $3017598.00   | 0.03%             | 2036-04-17      | Variable      | 7.20%                 | Yes           |                  2 | On Loan: No      |
| BWX Technologies, Inc.                                                      | BWX Technologies, Inc.                                                                                 | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     2648000 | PA      | $2605136.56   | 0.03%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BWX Technologies, Inc.                                                      | BWX Technologies, Inc.                                                                                 | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     4672000 | PA      | $4538839.12   | 0.05%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth of the Bahamas                                                 | Commonwealth of the Bahamas                                                                            | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      937000 | PA      | $1046629.00   | 0.01%             | 2036-06-24      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                          | Kingdom of Bahrain                                                                                     | CUSIP: 056909AA2<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     2250000 | PA      | $2133922.50   | 0.02%             | 2037-10-06      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Baker Hughes Co.                                                            | Baker Hughes Co., Class A                                                                              | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      263485 | NS      | $18356999.95  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ballyrock CLO 17 Ltd.                                                       | Ballyrock CLO Ltd., Series 2021-17A, Class A2R                                                         | CUSIP: 05876LAQ6<br>LEI: 254900J6ILFT5YJVHO91 | Long             | ABS-CBDO         | CORP              | KY        |     1400000 | PA      | $1400154.00   | 0.02%             | 2038-10-20      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Banc of America Funding Trust                                               | Banc of America Funding Trust, Series 2006-A, Class 1A1                                                | CUSIP: 058927AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      202210 | PA      | $193883.70    | 0.00%             | 2036-02-20      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                          | Banco Bilbao Vizcaya Argentaria SA                                                                     | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    10409000 | PA      | $11460132.05  | 0.13%             | 2029-03-19      | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                          | Banco Bilbao Vizcaya Argentaria SA                                                                     | CUSIP: 05946KAQ4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $409564.60    | 0.00%             | 2029-03-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                                               | Banc of America Funding Trust, Series 2005-6, Class 1A2                                                | CUSIP: 05946XM26<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      873941 | PA      | $713351.46    | 0.01%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                                               | Banc of America Funding Trust, Series 2005-7, Class 4A7                                                | CUSIP: 05946XV59<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       20271 | PA      | $20126.52     | 0.00%             | 2035-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust                                      | Banc of America Alternative Loan Trust, Series 2005-11, Class 4A5                                      | CUSIP: 05948KW54<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      236814 | PA      | $211092.21    | 0.00%             | 2035-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Trust                                              | Banc of America Mortgage Trust, Series 2004-A, Class 2A2                                               | CUSIP: 05948XT27<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      141153 | PA      | $139601.48    | 0.00%             | 2034-02-25      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                                               | Banc of America Funding Trust, Series 2006-2, Class 2A20                                               | CUSIP: 05949QBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      126975 | PA      | $112983.81    | 0.00%             | 2036-03-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust                                      | Banc of America Alternative Loan Trust, Series 2006-4, Class 2A1                                       | CUSIP: 05950AAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        1707 | PA      | $1564.52      | 0.00%             | 2029-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust                                      | Banc of America Alternative Loan Trust, Series 2006-4, Class 3CB4                                      | CUSIP: 05950AAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      278286 | PA      | $258172.07    | 0.00%             | 2046-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust                                      | Banc of America Alternative Loan Trust, Series 2006-4, Class 4CB1                                      | CUSIP: 05950AAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      548865 | PA      | $519039.80    | 0.01%             | 2046-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust                                      | Banc of America Alternative Loan Trust, Series 2006-5, Class CB7                                       | CUSIP: 05950BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      177272 | PA      | $156314.98    | 0.00%             | 2046-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                                               | Banc of America Funding Trust, Series 2007-5, Class 4A1                                                | CUSIP: 059523AL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1664512 | PA      | $1169763.56   | 0.01%             | 2037-07-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                                               | Banc of America Funding Trust, Series 2007-4, Class 8A1                                                | CUSIP: 05953YBY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       49106 | PA      | $39877.23     | 0.00%             | 2034-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Trust                                              | Banc of America Mortgage Trust, Series 2007-3, Class 1A1                                               | CUSIP: 05954CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       80927 | PA      | $67284.28     | 0.00%             | 2037-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                          | Banco Santander SA                                                                                     | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $403324.44    | 0.00%             | 2028-03-14      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                          | Banco Santander SA                                                                                     | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1200000 | PA      | $1235766.12   | 0.01%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Banco Santander Chile                                                       | Banco Santander Chile                                                                                  | CUSIP: 05965X109<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | EC               | CORP              | CL        |        6825 | NS      | $218263.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                                          | Banco Santander SA                                                                                     | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     9800000 | PA      | $11636480.80  | 0.13%             | 2033-05-21      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| BANK                                                                        | BANK, Series 2017-BNK6, Class D                                                                        | CUSIP: 060352AV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1100000 | PA      | $926259.07    | 0.01%             | 2060-07-15      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                        | BANK, Series 2018-BN14, Class F                                                                        | CUSIP: 06035RBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1534000 | PA      | $825248.89    | 0.01%             | 2060-09-15      | Fixed         | 3.94%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                        | BANK, Series 2018-BN15, Class E                                                                        | CUSIP: 06036FAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $779939.40    | 0.01%             | 2061-11-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                       | Bank of America Corp.                                                                                  | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      415605 | NS      | $22218243.30  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                                       | Bank of America Corp., Series FF                                                                       | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     4378000 | PA      | $4392740.73   | 0.05%             | 2028-03-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                       | Bank of America Corp., Series RR                                                                       | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2627000 | PA      | $2602880.28   | 0.03%             | 2027-01-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                       | Bank of America Corp.                                                                                  | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      250000 | PA      | $247453.67    | 0.00%             | 2028-07-21      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                       | Bank of America Corp.                                                                                  | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      464000 | PA      | $445037.21    | 0.01%             | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                       | Bank of America Corp.                                                                                  | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      694000 | PA      | $618274.30    | 0.01%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                       | Bank of America Corp.                                                                                  | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      950000 | PA      | $934884.61    | 0.01%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                       | Bank of America Corp.                                                                                  | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      673000 | PA      | $687579.82    | 0.01%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                       | Bank of America Corp., Series TT                                                                       | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2778000 | PA      | $2796887.62   | 0.03%             | 2027-04-27      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                       | Bank of America Corp.                                                                                  | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     4600000 | PA      | $4744274.40   | 0.05%             | 2030-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                       | Bank of America Corp.                                                                                  | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     4755000 | PA      | $4805740.61   | 0.05%             | 2030-07-26      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                            | Bank of Montreal                                                                                       | CUSIP: 06368L5Q5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     4575000 | PA      | $4819840.28   | 0.06%             | 2084-11-26      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                            | Bank of Montreal, Series f2f                                                                           | CUSIP: 06368L8K5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      350000 | PA      | $350197.43    | 0.00%             | 2027-09-10      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                            | Bank of Montreal                                                                                       | CUSIP: 06368LWU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       23000 | PA      | $23663.65     | 0.00%             | 2028-09-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                         | Bank of New York Mellon Corp. (The), Series F                                                          | CUSIP: 064058AF7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     6537000 | PA      | $6514876.18   | 0.07%             | 2026-09-20      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                         | Bank of New York Mellon Corp. (The)                                                                    | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |       22000 | PA      | $23285.68     | 0.00%             | 2033-10-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                         | Bank of New York Mellon Corp. (The)                                                                    | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      260000 | PA      | $260548.44    | 0.00%             | 2028-06-09      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                   | Bank of Nova Scotia (The), Series 2                                                                    | CUSIP: 0641598N9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     1130000 | PA      | $1111008.77   | 0.01%             | 2081-10-27      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                   | Bank of Nova Scotia (The)                                                                              | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     4250000 | PA      | $4461903.56   | 0.05%             | 2082-10-27      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                   | Bank of Nova Scotia (The)                                                                              | CUSIP: 06418JAC5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      886000 | PA      | $924727.93    | 0.01%             | 2034-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                   | Bank of Nova Scotia (The)                                                                              | CUSIP: 06419GEE2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     1425000 | PA      | $1441975.46   | 0.02%             | 2085-10-27      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| BANK                                                                        | BANK, Series 2019-BN16, Class D                                                                        | CUSIP: 065405AL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $1977126.50   | 0.02%             | 2052-02-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                        | BANK, Series 2019-BN16, Class F                                                                        | CUSIP: 065405AQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $780915.40    | 0.01%             | 2052-02-15      | Variable      | 3.83%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                        | BANK, Series 2019-BN21, Class F                                                                        | CUSIP: 06540BAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1167949.80   | 0.01%             | 2052-10-17      | Fixed         | 2.68%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                        | BANK, Series 2020-BN26, Class D                                                                        | CUSIP: 06540JAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1350000 | PA      | $999678.38    | 0.01%             | 2063-03-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                        | BANK, Series 2019-BN24, Class D                                                                        | CUSIP: 06540VAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $796738.80    | 0.01%             | 2062-11-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                        | BANK, Series 2019-BN24, Class C                                                                        | CUSIP: 06540VBG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6000000 | PA      | $5366020.20   | 0.06%             | 2062-11-15      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| BANK                                                                        | BANK, Series 2019-BN19, Class C                                                                        | CUSIP: 06540WBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7500000 | PA      | $5549931.75   | 0.06%             | 2061-08-15      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| BANK                                                                        | BANK, Series 2020-BN28, Class E                                                                        | CUSIP: 06540YBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2230113.00   | 0.03%             | 2063-03-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                        | BANK, Series 2021-BN31, Class E                                                                        | CUSIP: 06541AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $1759317.00   | 0.02%             | 2054-02-15      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                        | BANK, Series 2017-BNK4, Class D                                                                        | CUSIP: 06541FAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2575000 | PA      | $1707402.42   | 0.02%             | 2050-05-15      | Fixed         | 3.36%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                        | BANK, Series 2019-BN23, Class D                                                                        | CUSIP: 06541RAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $3048275.60   | 0.03%             | 2052-12-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                        | BANK, Series 2017-BNK5, Class D                                                                        | CUSIP: 06541WAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8500000 | PA      | $7638899.00   | 0.09%             | 2060-06-15      | Variable      | 3.08%                 | Yes           |                  2 | On Loan: No      |
| Barbados                                                                    | Barbados Government Bond                                                                               | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |     1931000 | PA      | $2066768.61   | 0.02%             | 2035-06-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays plc                                                                | Barclays plc                                                                                           | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     2749000 | PA      | $2885204.70   | 0.03%             | 2029-03-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                | Barclays plc                                                                                           | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1500000 | PA      | $1673940.00   | 0.02%             | 2029-12-15      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                | Barclays plc                                                                                           | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $353227.71    | 0.00%             | 2028-03-12      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                | Barclays plc                                                                                           | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      221000 | PA      | $226786.86    | 0.00%             | 2030-03-12      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd.                                                            | Barings CLO Ltd., Series 2023-4A, Class D1R                                                            | CUSIP: 06763MAU9<br>LEI: 5493000KFDA0OKC5JK34 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $248694.25    | 0.00%             | 2039-01-20      | Floating      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd.                                                            | Barings CLO Ltd., Series 2023-4A, Class D2R                                                            | CUSIP: 06763MAW5<br>LEI: 5493000KFDA0OKC5JK34 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $246036.75    | 0.00%             | 2039-01-20      | Floating      | 7.35%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd.                                                            | Barings CLO Ltd., Series 2023-3A, Class D2R                                                            | CUSIP: 067932AY9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      310000 | PA      | $304808.12    | 0.00%             | 2038-10-15      | Floating      | 7.57%                 | Yes           |                  2 | On Loan: No      |
| Persimmon plc                                                               | Persimmon plc                                                                                          | CUSIP: N/A<br>LEI: 213800XI72Y57UWN6F31       | Long             | EC               | CORP              | GB        |       62228 | NS      | $897295.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential plc                                                              | Prudential plc                                                                                         | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |      182492 | NS      | $2750072.10   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                         | Bausch + Lomb Corp.                                                                                    | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |      745000 | PA      | $769212.50    | 0.01%             | 2028-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                    | Bausch Health Cos., Inc.                                                                               | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     4333000 | PA      | $2820826.33   | 0.03%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                    | Bausch Health Cos., Inc.                                                                               | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     3270000 | PA      | $1945650.00   | 0.02%             | 2031-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                    | Bausch Health Cos., Inc.                                                                               | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     1425000 | PA      | $1338545.25   | 0.02%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Rio Tinto plc                                                               | Rio Tinto plc                                                                                          | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |      110525 | NS      | $11133910.44  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                        | BBCMS Mortgage Trust, Series 2017-C1, Class D                                                          | CUSIP: 07332VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2887000 | PA      | $2133133.86   | 0.02%             | 2050-02-15      | Variable      | 3.71%                 | Yes           |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII LLC                                     | Bayview Opportunity Master Fund LLC, Series 2024-CAR1, Class C                                         | CUSIP: 07336QAC6<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |       76891 | PA      | $77153.49     | 0.00%             | 2031-12-26      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities Trust                                  | Bear Stearns Asset-Backed Securities Trust, Series 2003-SD1, Class M1                                  | CUSIP: 07384YKM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      230965 | PA      | $282117.75    | 0.00%             | 2033-12-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                                | Bear Stearns Asset-Backed Securities I Trust, Series 2004-AC5, Class M1                                | CUSIP: 073879GQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      169872 | PA      | $153591.50    | 0.00%             | 2034-10-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities Trust                                  | Bear Stearns Asset-Backed Securities Trust, Series 2004-SD4, Class A1                                  | CUSIP: 073879MC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      430727 | PA      | $432830.33    | 0.00%             | 2044-08-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ALT-A Trust                                                    | Bear Stearns ALT-A Trust, Series 2006-8, Class 3A1                                                     | CUSIP: 07387QAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       84863 | PA      | $80728.14     | 0.00%             | 2034-02-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                      | Becton Dickinson & Co.                                                                                 | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       15132 | NS      | $2255273.28   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SSE plc                                                                     | SSE plc                                                                                                | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |      122277 | NS      | $4378052.80   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BP plc                                                                      | BP plc                                                                                                 | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |      638252 | NS      | $5052297.42   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Sindall Group plc                                                    | Morgan Sindall Group plc                                                                               | CUSIP: N/A<br>LEI: 2138008339ULDGZRB345       | Long             | EC               | CORP              | GB        |       32344 | NS      | $2061526.67   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Mortgage Trust                                                    | Benchmark Mortgage Trust, Series 2019-B9, Class F                                                      | CUSIP: 08160JBC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6590000 | PA      | $2938330.09   | 0.03%             | 2052-03-15      | Variable      | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                    | Benchmark Mortgage Trust, Series 2019-B15, Class E                                                     | CUSIP: 08160KAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4391000 | PA      | $2566840.28   | 0.03%             | 2072-12-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                    | Benchmark Mortgage Trust, Series 2019-B11, Class D                                                     | CUSIP: 08162BAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $2063958.40   | 0.02%             | 2052-05-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                    | Benchmark Mortgage Trust, Series 2019-B11, Class C                                                     | CUSIP: 08162BBL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13959000 | PA      | $10909942.61  | 0.12%             | 2052-05-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                    | Benchmark Mortgage Trust, Series 2018-B1, Class D                                                      | CUSIP: 08162PAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      975000 | PA      | $366509.33    | 0.00%             | 2051-01-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                    | Benchmark Mortgage Trust, Series 2019-B14, Class E                                                     | CUSIP: 08162YAR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1415000 | PA      | $500417.86    | 0.01%             | 2062-12-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                    | Benchmark Mortgage Trust, Series 2020-B21, Class E                                                     | CUSIP: 08163LBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $1346627.25   | 0.02%             | 2053-12-17      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                    | Benchmark Mortgage Trust, Series 2026-V20, Class XA                                                    | CUSIP: 08164KAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12996882 | PA      | $674295.11    | 0.01%             | 2059-02-15      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| Benin Government International Bond                                         | Benin Government Bond                                                                                  | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     1332000 | PA      | $1369462.50   | 0.02%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| Benin Government International Bond                                         | Benin Government Bond                                                                                  | CUSIP: 08205QAC2<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      747000 | PA      | $777014.46    | 0.01%             | 2041-01-23      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: —       |
| Best Buy Co., Inc.                                                          | Best Buy Co., Inc.                                                                                     | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       67583 | NS      | $4088095.67   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group plc                                                    | Lloyds Banking Group plc                                                                               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |     2978977 | NS      | $4049332.55   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Plus plc                                                            | Telecom Plus plc                                                                                       | CUSIP: N/A<br>LEI: 549300QGHDX5UKE58G86       | Long             | EC               | CORP              | GB        |       72876 | NS      | $1160242.40   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Big River Steel LLC                                                         | Big River Steel LLC                                                                                    | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3183000 | PA      | $3185683.27   | 0.04%             | 2029-01-31      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Biogen, Inc.                                                                | Biogen, Inc.                                                                                           | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |      810000 | PA      | $823944.46    | 0.01%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Bioceanico Sovereign Certificate Ltd.                                       | Bioceanico Sovereign Certificate Ltd.                                                                  | CUSIP: 09076AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      289421 | PA      | $239640.21    | 0.00%             | 2034-06-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Blackstone, Inc.                                                            | Blackstone, Inc.                                                                                       | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |       12425 | NS      | $1560331.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Racer Midstream LLC                                                    | Blue Racer Midstream LLC                                                                               | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1359000 | PA      | $1407550.28   | 0.02%             | 2029-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                                    | Blue Racer Midstream LLC                                                                               | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1698000 | PA      | $1776203.09   | 0.02%             | 2032-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                              | BNP Paribas SA                                                                                         | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      880000 | PA      | $900749.46    | 0.01%             | 2030-05-20      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                          | BMO Mortgage Trust, Series 2026-C14, Class XA                                                          | CUSIP: 096942AX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1168873 | PA      | $93553.79     | 0.00%             | 2059-02-15      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| Boise Cascade Co.                                                           | Boise Cascade Co.                                                                                      | CUSIP: 09739DAD2<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | DBT              | CORP              | US        |      858000 | PA      | $844204.05    | 0.01%             | 2030-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: —       |
| Bombardier, Inc.                                                            | Bombardier, Inc.                                                                                       | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      260000 | PA      | $270085.14    | 0.00%             | 2029-02-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Bombardier, Inc.                                                            | Bombardier, Inc.                                                                                       | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     1515000 | PA      | $1608498.23   | 0.02%             | 2030-11-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Bombardier, Inc.                                                            | Bombardier, Inc.                                                                                       | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     4496000 | PA      | $4730641.74   | 0.05%             | 2031-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Bombardier, Inc.                                                            | Bombardier, Inc.                                                                                       | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     1597000 | PA      | $1667018.87   | 0.02%             | 2032-06-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Bombardier, Inc.                                                            | Bombardier, Inc.                                                                                       | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     1118000 | PA      | $1165741.95   | 0.01%             | 2033-06-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AstraZeneca plc                                                             | AstraZeneca plc                                                                                        | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |       89065 | NS      | $16897622.36  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Boyd Gaming Corp.                                                           | Boyd Gaming Corp.                                                                                      | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |      945000 | PA      | $910768.38    | 0.01%             | 2031-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Boyne USA, Inc.                                                             | Boyne USA, Inc.                                                                                        | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3636000 | PA      | $3554448.88   | 0.04%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                            | BP Capital Markets America, Inc.                                                                       | CUSIP: 10373QAV2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      258000 | PA      | $256187.18    | 0.00%             | 2027-01-16      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                              | Braskem Netherlands Finance BV                                                                         | CUSIP: 10554TAG0<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     1287000 | PA      | $740025.00    | 0.01%             | 2033-02-13      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                              | Braskem Netherlands Finance BV                                                                         | CUSIP: 10554TAJ4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      975000 | PA      | $570375.00    | 0.01%             | 2034-10-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: —       |
| BRAVO Residential Funding Trust                                             | BRAVO Residential Funding Trust, Series 2023-NQM5, Class B1                                            | CUSIP: 10569UAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1263000 | PA      | $1262759.52   | 0.01%             | 2063-06-25      | Variable      | 7.27%                 | Yes           |                  2 | On Loan: No      |
| Federative Republic of Brazil                                               | Federative Republic of Brazil                                                                          | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      620000 | PA      | $459420.00    | 0.01%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                               | Federative Republic of Brazil                                                                          | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1155000 | PA      | $1161930.00   | 0.01%             | 2054-05-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                               | Bridgecrest Lending Auto Securitization Trust, Series 2024-3, Class D                                  | CUSIP: 10805NAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1480000 | PA      | $1501110.72   | 0.02%             | 2030-05-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                               | Bridgecrest Lending Auto Securitization Trust, Series 2025-2, Class D                                  | CUSIP: 10807HAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      510000 | PA      | $516234.60    | 0.01%             | 2031-03-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                               | Bridgecrest Lending Auto Securitization Trust, Series 2025-2, Class E                                  | CUSIP: 10807HAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1106000 | PA      | $1143212.03   | 0.01%             | 2032-06-15      | Fixed         | 7.74%                 | Yes           |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                               | Bridgecrest Lending Auto Securitization Trust, Series 2025-4, Class D                                  | CUSIP: 10807UAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      900000 | PA      | $907498.17    | 0.01%             | 2031-08-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                           | Brink's Co. (The)                                                                                      | CUSIP: 109696AA2<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     3821000 | PA      | $3802716.90   | 0.04%             | 2027-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Brink's Co. (The)                                                           | Brink's Co. (The)                                                                                      | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     1044000 | PA      | $1068091.34   | 0.01%             | 2029-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                    | Bristol-Myers Squibb Co.                                                                               | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      288232 | NS      | $17463976.88  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                                              | Broadcom, Inc.                                                                                         | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      166049 | NS      | $69313834.07  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                                              | Broadcom, Inc.                                                                                         | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       32000 | PA      | $31244.72     | 0.00%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                              | Broadcom, Inc.                                                                                         | CUSIP: 11135FCR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      915000 | PA      | $800320.78    | 0.01%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                         | Buckeye Partners LP                                                                                    | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     2414000 | PA      | $2396109.12   | 0.03%             | 2026-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                         | Buckeye Partners LP                                                                                    | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     4973000 | PA      | $4927181.26   | 0.06%             | 2028-03-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Buckeye Partners LP                                                         | Buckeye Partners LP                                                                                    | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     1671000 | PA      | $1728624.44   | 0.02%             | 2030-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                  | Builders FirstSource, Inc.                                                                             | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     1117000 | PA      | $1093108.93   | 0.01%             | 2030-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                  | Builders FirstSource, Inc.                                                                             | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     3013000 | PA      | $2794969.98   | 0.03%             | 2032-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                  | Builders FirstSource, Inc.                                                                             | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     3376000 | PA      | $3399527.34   | 0.04%             | 2032-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                  | Builders FirstSource, Inc.                                                                             | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     2224000 | PA      | $2212962.73   | 0.03%             | 2034-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                  | Builders FirstSource, Inc.                                                                             | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     1161000 | PA      | $1172469.52   | 0.01%             | 2035-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                                    | Bunge Ltd. Finance Corp.                                                                               | CUSIP: 120568BS8<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |      125000 | PA      | $124227.20    | 0.00%             | 2033-03-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                                    | Bunge Ltd. Finance Corp.                                                                               | CUSIP: 120568BT6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |      375000 | PA      | $372515.20    | 0.00%             | 2036-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BX Mortgage Trust                                                           | BX Mortgage Trust, Series 2025-BIO3, Class D                                                           | CUSIP: 123911AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      475000 | PA      | $473488.08    | 0.01%             | 2042-02-10      | Variable      | 7.19%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                                            | CCO Holdings LLC                                                                                       | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12134000 | PA      | $11991577.66  | 0.14%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                                            | CCO Holdings LLC                                                                                       | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    38667000 | PA      | $36653586.11  | 0.42%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                                            | CCO Holdings LLC                                                                                       | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    19273000 | PA      | $17977182.16  | 0.21%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                                            | CCO Holdings LLC                                                                                       | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16632000 | PA      | $15106217.58  | 0.17%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                                            | CCO Holdings LLC                                                                                       | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1342000 | PA      | $1178487.50   | 0.01%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                            | CCO Holdings LLC                                                                                       | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2384000 | PA      | $2134705.12   | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| CCO Holdings LLC                                                            | CCO Holdings LLC                                                                                       | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      725000 | PA      | $726261.53    | 0.01%             | 2029-09-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                                            | CCO Holdings LLC                                                                                       | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6772000 | PA      | $6854767.38   | 0.08%             | 2031-03-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: —       |
| CCO Holdings LLC                                                            | CCO Holdings LLC                                                                                       | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2133000 | PA      | $2102569.04   | 0.02%             | 2033-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CD Mortgage Trust                                                           | CD Mortgage Trust, Series 2017-CD6, Class C                                                            | CUSIP: 125039AK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1370690 | PA      | $1285271.34   | 0.01%             | 2050-11-13      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| CDP Financial, Inc.                                                         | CDP Financial, Inc.                                                                                    | CUSIP: 12509TJA6<br>LEI: 549300OXMGVYFCBFV096 | Long             | STIV             | CORP              | CA        |      500000 | PA      | $492872.20    | 0.01%             | 2026-09-10      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CD Mortgage Trust                                                           | CD Mortgage Trust, Series 2018-CD7, Class D                                                            | CUSIP: 12512JAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1683594.20   | 0.02%             | 2051-08-15      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| CD Mortgage Trust                                                           | CD Mortgage Trust, Series 2016-CD2, Class C                                                            | CUSIP: 12515ABJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      750000 | PA      | $440917.58    | 0.01%             | 2049-11-10      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                           | CD Mortgage Trust, Series 2019-CD8, Class E                                                            | CUSIP: 12515BAT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1790000 | PA      | $1056157.64   | 0.01%             | 2057-08-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CD Mortgage Trust                                                           | CD Mortgage Trust, Series 2017-CD4, Class D                                                            | CUSIP: 12515DAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $810109.30    | 0.01%             | 2050-05-10      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| CD Mortgage Trust                                                           | CD Mortgage Trust, Series 2017-CD3, Class A4                                                           | CUSIP: 12515GAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3800000 | PA      | $3727514.24   | 0.04%             | 2050-02-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                           | CD Mortgage Trust, Series 2017-CD5, Class D                                                            | CUSIP: 12515HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1831000 | PA      | $1706600.58   | 0.02%             | 2050-08-15      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| CD&R Smokey Buyer, Inc.                                                     | CD&R Smokey Buyer, Inc.                                                                                | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3428000 | PA      | $2843583.25   | 0.03%             | 2029-10-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending                                       | Cantor Commercial Real Estate Lending, Series 2019-CF3, Class C                                        | CUSIP: 12529TBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2695000 | PA      | $2002737.78   | 0.02%             | 2053-01-15      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                             | CFCRE Commercial Mortgage Trust, Series 2016-C6, Class D                                               | CUSIP: 12532AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $835571.10    | 0.01%             | 2049-11-10      | Variable      | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                              | Community Health Systems, Inc.                                                                         | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     1821000 | PA      | $1806577.68   | 0.02%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                              | Community Health Systems, Inc.                                                                         | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     4241000 | PA      | $3968241.36   | 0.05%             | 2031-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| Community Health Systems, Inc.                                              | Community Health Systems, Inc.                                                                         | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      521000 | PA      | $461895.05    | 0.01%             | 2030-04-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                              | Community Health Systems, Inc.                                                                         | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    10019000 | PA      | $9460299.48   | 0.11%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                              | Community Health Systems, Inc.                                                                         | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     2663000 | PA      | $2860032.71   | 0.03%             | 2032-01-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                             | CHL Mortgage Pass-Through Trust, Series 2007-3, Class A18                                              | CUSIP: 12543RAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      769254 | PA      | $337465.45    | 0.00%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                             | CHL Mortgage Pass-Through Trust, Series 2006-18, Class 2A4                                             | CUSIP: 12543WAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1585798 | PA      | $799388.54    | 0.01%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                             | CHL Mortgage Pass-Through Trust, Series 2007-2, Class A2                                               | CUSIP: 12544CAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       93838 | PA      | $37033.40     | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                             | CHL Mortgage Pass-Through Trust, Series 2007-18, Class 2A1                                             | CUSIP: 12544JAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      413196 | PA      | $121097.61    | 0.00%             | 2037-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                             | CHL Mortgage Pass-Through Trust, Series 2007-16, Class A1                                              | CUSIP: 12544MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1807000 | PA      | $725192.58    | 0.01%             | 2037-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                             | CHL Mortgage Pass-Through Trust, Series 2007-10, Class A4                                              | CUSIP: 12545CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       98197 | PA      | $38038.59     | 0.00%             | 2037-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CME Group, Inc.                                                             | CME Group, Inc.                                                                                        | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       59023 | NS      | $16987999.86  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp.                                                            | CMS Energy Corp.                                                                                       | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     3823000 | PA      | $3738689.85   | 0.04%             | 2050-06-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                            | CMS Energy Corp.                                                                                       | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1013987.43   | 0.01%             | 2050-12-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                   | Commercial Mortgage Trust, Series 2014-CR15, Class C                                                   | CUSIP: 12591RBF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      989000 | PA      | $939678.87    | 0.01%             | 2047-02-10      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                   | Commercial Mortgage Trust, Series 2014-UBS5, Class D                                                   | CUSIP: 12592KAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4100000 | PA      | $2663267.75   | 0.03%             | 2047-09-10      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                   | Commercial Mortgage Trust, Series 2015-CR22, Class D                                                   | CUSIP: 12592XAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $738660.00    | 0.01%             | 2048-03-10      | Variable      | 3.81%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                   | Commercial Mortgage Trust, Series 2015-CR22, Class E                                                   | CUSIP: 12592XAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $1337200.00   | 0.02%             | 2048-03-10      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                   | Commercial Mortgage Trust, Series 2015-LC21, Class D                                                   | CUSIP: 12593FBJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      450000 | PA      | $424008.00    | 0.00%             | 2048-07-10      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                   | Commercial Mortgage Trust, Series 2015-CR24, Class D                                                   | CUSIP: 12593JBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2134000 | PA      | $1963087.94   | 0.02%             | 2048-08-10      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                   | Commercial Mortgage Trust, Series 2015-CR25, Class D                                                   | CUSIP: 12593PBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      219911 | PA      | $214409.22    | 0.00%             | 2048-08-10      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                   | Commercial Mortgage Trust, Series 2015-CR26, Class D                                                   | CUSIP: 12593QBK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2020300.00   | 0.02%             | 2048-10-10      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                   | Commercial Mortgage Trust, Series 2016-CR28, Class C                                                   | CUSIP: 12593YBM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1899980.00   | 0.02%             | 2049-02-10      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                   | Commercial Mortgage Trust, Series 2016-CR28, Class D                                                   | CUSIP: 12593YBN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1350000 | PA      | $1167718.01   | 0.01%             | 2049-02-10      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                   | Commercial Mortgage Trust, Series 2018-COR3, Class D                                                   | CUSIP: 12595VAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $775706.00    | 0.01%             | 2051-05-10      | Variable      | 2.97%                 | Yes           |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                             | CSAIL Commercial Mortgage Trust, Series 2018-C14, Class D                                              | CUSIP: 12596GAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2973000 | PA      | $2102912.31   | 0.02%             | 2051-11-15      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                             | CSAIL Commercial Mortgage Trust, Series 2018-C14, Class C                                              | CUSIP: 12596GBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1280000 | PA      | $1159965.44   | 0.01%             | 2051-11-15      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                    | COLT Mortgage Loan Trust, Series 2021-5, Class B2                                                      | CUSIP: 12598RAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2247000 | PA      | $1886038.77   | 0.02%             | 2066-11-26      | Variable      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                    | COLT Mortgage Loan Trust, Series 2023-2, Class A1                                                      | CUSIP: 12598UAA4<br>LEI: 213800IHRVKO9R6JZ883 | Long             | ABS-MBS          | CORP              | US        |     1350809 | PA      | $1350702.72   | 0.02%             | 2068-07-25      | Variable      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                    | COLT Mortgage Loan Trust, Series 2023-4, Class A1                                                      | CUSIP: 12598WAA0<br>LEI: 213800EHDFO4A3F7P416 | Long             | ABS-MBS          | CORP              | US        |     2386156 | PA      | $2402898.89   | 0.03%             | 2068-10-25      | Variable      | 7.16%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                                            | CSC Holdings LLC                                                                                       | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      830000 | PA      | $619658.08    | 0.01%             | 2028-02-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                                            | CSC Holdings LLC                                                                                       | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    11012000 | PA      | $6855491.97   | 0.08%             | 2029-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                                            | CSC Holdings LLC                                                                                       | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1735000 | PA      | $1008463.37   | 0.01%             | 2031-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                                            | CSC Holdings LLC                                                                                       | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     2518000 | PA      | $1468114.86   | 0.02%             | 2031-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                                            | CSC Holdings LLC                                                                                       | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      362000 | PA      | $294410.84    | 0.00%             | 2028-05-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                                            | CSC Holdings LLC                                                                                       | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      691000 | PA      | $494816.05    | 0.01%             | 2029-01-31      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                   | Commercial Mortgage Trust, Series 2015-CR27, Class D                                                   | CUSIP: 12635QAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $435000.00    | 0.00%             | 2048-10-10      | Variable      | 3.67%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                   | Commercial Mortgage Trust, Series 2015-LC23, Class D                                                   | CUSIP: 12636FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2750000 | PA      | $2362167.50   | 0.03%             | 2048-10-10      | Variable      | 3.84%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                   | Commercial Mortgage Trust, Series 2015-LC23, Class E                                                   | CUSIP: 12636FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1215105.00   | 0.01%             | 2048-10-10      | Variable      | 3.84%                 | Yes           |                  2 | On Loan: No      |
| CSMC Mortgage-Backed Trust                                                  | CSMC Mortgage-Backed Trust, Series 2007-2, Class 3A13                                                  | CUSIP: 126384CG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      307379 | PA      | $138254.31    | 0.00%             | 2037-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                                         | CNX Resources Corp.                                                                                    | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     2395000 | PA      | $2468646.25   | 0.03%             | 2031-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CNX Resources Corp.                                                         | CNX Resources Corp.                                                                                    | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     1274000 | PA      | $1263789.40   | 0.01%             | 2034-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CNX Midstream Partners LP                                                   | CNX Midstream Partners LP                                                                              | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      834000 | PA      | $807069.47    | 0.01%             | 2030-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| COLEM Mortgage Trust                                                        | COLEM Mortgage Trust, Series 2022-HLNE, Class A                                                        | CUSIP: 12659JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2418976.50   | 0.03%             | 2042-04-12      | Variable      | 2.54%                 | Yes           |                  2 | On Loan: No      |
| CVR Partners LP                                                             | CVR Partners LP                                                                                        | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      211000 | PA      | $210857.62    | 0.00%             | 2028-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CWABS Asset-Backed Certificates Trust                                       | CWABS Asset-Backed Certificates Trust, Series 2005-11, Class AF6                                       | CUSIP: 126670CL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       13397 | PA      | $13186.86     | 0.00%             | 2036-02-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| CWABS Asset-Backed Certificates Trust                                       | CWABS Asset-Backed Certificates Trust,, Series 2004-BC4, Class M1                                      | CUSIP: 126673KY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         433 | PA      | $630.15       | 0.00%             | 2034-11-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2005-6CB, Class 1A4                                                     | CUSIP: 12667F5F8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1561207 | PA      | $1319820.89   | 0.02%             | 2035-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2005-6CB, Class 1A6                                                     | CUSIP: 12667F5H4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      187467 | PA      | $158434.58    | 0.00%             | 2035-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2005-J2, Class 1A5                                                      | CUSIP: 12667F6A8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           4 | PA      | $3.56         | 0.00%             | 2035-04-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2004-12CB, Class 2A1                                                    | CUSIP: 12667FJP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       12285 | PA      | $12329.02     | 0.00%             | 2034-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2004-32CB, Class 2A5                                                    | CUSIP: 12667FP74<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      860627 | PA      | $853623.99    | 0.01%             | 2035-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2005-J1, Class 3A1                                                      | CUSIP: 12667FU29<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        6488 | PA      | $6570.39      | 0.00%             | 2032-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2004-28CB, Class 2A4                                                    | CUSIP: 12667FYL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      228380 | PA      | $211883.95    | 0.00%             | 2035-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2004-28CB, Class 4A1                                                    | CUSIP: 12667FYT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        5180 | PA      | $3958.46      | 0.00%             | 2020-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2004-28CB, Class 6A1                                                    | CUSIP: 12667FYV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      271082 | PA      | $252206.74    | 0.00%             | 2035-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2005-13CB, Class A4                                                     | CUSIP: 12667GAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      626284 | PA      | $536620.03    | 0.01%             | 2035-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2005-21CB, Class A4                                                     | CUSIP: 12667GKD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      340945 | PA      | $248991.70    | 0.00%             | 2035-06-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2005-21CB, Class A17                                                    | CUSIP: 12667GKS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1516997 | PA      | $1166599.80   | 0.01%             | 2035-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2005-23CB, Class A15                                                    | CUSIP: 12667GMY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      781869 | PA      | $624566.40    | 0.01%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2005-20CB, Class 1A1                                                    | CUSIP: 12667GPT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       72555 | PA      | $56737.00     | 0.00%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2005-J6, Class 2A1                                                      | CUSIP: 12667GVN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        3528 | PA      | $3443.88      | 0.00%             | 2025-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2005-64CB, Class 1A15                                                   | CUSIP: 12668AA21<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      652304 | PA      | $576694.26    | 0.01%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2005-50CB, Class 4A1                                                    | CUSIP: 12668ALL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        1944 | PA      | $1867.29      | 0.00%             | 2020-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2005-J14, Class A3                                                      | CUSIP: 12668AQ24<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      190053 | PA      | $110517.38    | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2005-J14, Class A7                                                      | CUSIP: 12668AQ65<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1003432 | PA      | $583505.50    | 0.01%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2005-J14, Class A8                                                      | CUSIP: 12668AQ73<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      838623 | PA      | $487667.28    | 0.01%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2005-64CB, Class 1A1                                                    | CUSIP: 12668AZL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      257744 | PA      | $227868.55    | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2005-85CB, Class 3A2                                                    | CUSIP: 12668BEZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        8407 | PA      | $7877.58      | 0.00%             | 2021-02-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2005-86CB, Class A4                                                     | CUSIP: 12668BFD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      251858 | PA      | $136708.66    | 0.00%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2006-J1, Class 1A13                                                     | CUSIP: 12668BKK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       78316 | PA      | $51505.07     | 0.00%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                      | Alternative Loan Trust, Series 2006-4CB, Class 2A5                                                     | CUSIP: 12668BPZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      426918 | PA      | $316862.21    | 0.00%             | 2036-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                             | CHL Mortgage Pass-Through Trust, Series 2006-10, Class 1A16                                            | CUSIP: 1266942N7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      941327 | PA      | $356338.45    | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                             | CHL Mortgage Pass-Through Trust, Series 2006-HYB2, Class 2A1B                                          | CUSIP: 126694D21<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      324374 | PA      | $305512.29    | 0.00%             | 2036-04-20      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                             | CHL Mortgage Pass-Through Trust, Series 2005-20, Class A7                                              | CUSIP: 126694FN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       63719 | PA      | $36470.87     | 0.00%             | 2027-12-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                             | CHL Mortgage Pass-Through Trust, Series 2006-J2, Class 1A1                                             | CUSIP: 126694G93<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       60815 | PA      | $26664.35     | 0.00%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                             | CHL Mortgage Pass-Through Trust, Series 2006-OA5, Class 2A1                                            | CUSIP: 126694M96<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1317025 | PA      | $1179168.96   | 0.01%             | 2046-04-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                             | CHL Mortgage Pass-Through Trust, Series 2005-26, Class 1A11                                            | CUSIP: 126694MV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      897325 | PA      | $514763.50    | 0.01%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                             | CHL Mortgage Pass-Through Trust, Series 2005-30, Class A5                                              | CUSIP: 126694TU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       98078 | PA      | $56176.30     | 0.00%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                             | CHL Mortgage Pass-Through Trust, Series 2005-31, Class 2A1                                             | CUSIP: 126694UL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      409468 | PA      | $379779.74    | 0.00%             | 2036-01-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                             | CHL Mortgage Pass-Through Trust, Series 2006-HYB1, Class 2A2C                                          | CUSIP: 126694WL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      994007 | PA      | $962043.91    | 0.01%             | 2036-03-20      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                             | CHL Mortgage Pass-Through Trust, Series 2004-25, Class 2A1                                             | CUSIP: 12669GKF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1379593 | PA      | $1304266.86   | 0.01%             | 2035-02-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                 | Caesars Entertainment, Inc.                                                                            | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     4047000 | PA      | $4108528.97   | 0.05%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                 | Caesars Entertainment, Inc.                                                                            | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     6143000 | PA      | $5968876.05   | 0.07%             | 2032-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Caixa Economica Federal                                                     | Caixa Economica Federal                                                                                | CUSIP: 12803Y2A6<br>LEI: 254900EX2KZ57WQ1PL07 | Long             | DBT              | NUSS              | BR        |     1570000 | PA      | $1591980.00   | 0.02%             | 2030-05-13      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                          | Canadian Imperial Bank of Commerce                                                                     | CUSIP: 13607QFD9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      247000 | PA      | $246407.85    | 0.00%             | 2028-09-08      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                          | Canadian Imperial Bank of Commerce                                                                     | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     1257000 | PA      | $1285695.07   | 0.01%             | 2029-04-08      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                 | Capital One Financial Corp., Series M                                                                  | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     5396000 | PA      | $5353783.31   | 0.06%             | 2026-09-01      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                       | Cardinal Health, Inc.                                                                                  | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |       62000 | PA      | $62150.98     | 0.00%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                   | Carlyle Global Market Strategies CLO Ltd., Series 2015-4A, Class BR3                                   | CUSIP: 14311NBJ2<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |     1212921 | PA      | $1212314.56   | 0.01%             | 2032-07-20      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                   | Carlyle Global Market Strategies CLO Ltd., Series 2016-1A, Class CR3                                   | CUSIP: 14312HBL9<br>LEI: 549300N3CJKPCWZ7KX23 | Long             | ABS-CBDO         | CORP              | KY        |      899000 | PA      | $873256.24    | 0.01%             | 2034-04-20      | Floating      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp.                                                              | Carnival Corp.                                                                                         | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     1016000 | PA      | $991992.10    | 0.01%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp.                                                              | Carnival Corp.                                                                                         | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     1239000 | PA      | $1286251.74   | 0.01%             | 2029-08-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp.                                                              | Carnival Corp.                                                                                         | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     4285000 | PA      | $4347816.26   | 0.05%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp.                                                              | Carnival Corp.                                                                                         | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     1768000 | PA      | $1793643.07   | 0.02%             | 2030-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp.                                                              | Carnival Corp.                                                                                         | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     1758000 | PA      | $1783005.79   | 0.02%             | 2031-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp.                                                              | Carnival Corp.                                                                                         | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     5691000 | PA      | $5719614.35   | 0.07%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Carpenter Technology Corp.                                                  | Carpenter Technology Corp.                                                                             | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |      717000 | PA      | $717431.63    | 0.01%             | 2034-03-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Caturus Energy LLC                                                          | Caturus Energy LLC                                                                                     | CUSIP: 149482AA9<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |      975000 | PA      | $977688.93    | 0.01%             | 2031-05-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                               | Six Flags Entertainment Corp.                                                                          | CUSIP: 150190AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2894000 | PA      | $2784155.89   | 0.03%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Celanese US Holdings LLC                                                    | Celanese US Holdings LLC                                                                               | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     1659000 | PA      | $1726186.18   | 0.02%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                    | Celanese US Holdings LLC                                                                               | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     6736000 | PA      | $7052484.22   | 0.08%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Centex Home Equity Loan Trust                                               | Centex Home Equity Loan Trust, Series 2004-C, Class M2                                                 | CUSIP: 152314KS8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      242773 | PA      | $238753.42    | 0.00%             | 2034-06-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Centex Home Equity Loan Trust                                               | Centex Home Equity Loan Trust, Series 2004-D, Class MF2                                                | CUSIP: 152314LN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      155931 | PA      | $157706.18    | 0.00%             | 2034-09-25      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| Centex Home Equity Loan Trust                                               | Centex Home Equity Loan Trust, Series 2004-D, Class MV2                                                | CUSIP: 152314LR9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        5400 | PA      | $5183.45      | 0.00%             | 2034-09-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Axia Energia SA                                                             | Axia Energia SA                                                                                        | CUSIP: 15234VAA5<br>LEI: 254900I8KYDELP4B4Z08 | Long             | DBT              | CORP              | BR        |      900000 | PA      | $912582.00    | 0.01%             | 2035-01-11      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| Central Garden & Pet Co.                                                    | Central Garden & Pet Co.                                                                               | CUSIP: 153527AM8<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     6621000 | PA      | $6593453.99   | 0.08%             | 2028-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Central Garden & Pet Co.                                                    | Central Garden & Pet Co.                                                                               | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     3440000 | PA      | $3248807.90   | 0.04%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                                      | Chart Industries, Inc.                                                                                 | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     5498000 | PA      | $5707644.24   | 0.07%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Chart Industries, Inc.                                                      | Chart Industries, Inc.                                                                                 | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |      611000 | PA      | $642237.99    | 0.01%             | 2031-01-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                        | Charter Communications Operating LLC                                                                   | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      610000 | PA      | $632564.86    | 0.01%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                        | Charter Communications Operating LLC                                                                   | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      550000 | PA      | $568792.37    | 0.01%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Chase Funding Trust                                                         | Chase Funding Trust, Series 2003-4, Class 1A5                                                          | CUSIP: 161546FV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      324430 | PA      | $320620.49    | 0.00%             | 2033-05-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Chase Funding Trust                                                         | Chase Funding Trust, Series 2003-5, Class 1M2                                                          | CUSIP: 161546GN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       98226 | PA      | $88914.64     | 0.00%             | 2032-09-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Chase Funding Trust                                                         | Chase Funding Trust, Series 2004-1, Class 1M1                                                          | CUSIP: 161546HV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      840570 | PA      | $800393.37    | 0.01%             | 2033-05-25      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Trust                                                | Chase Mortgage Finance Trust, Series 2006-S3, Class 1A2                                                | CUSIP: 16162XAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1044793 | PA      | $422037.55    | 0.00%             | 2036-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Trust                                                | Chase Mortgage Finance Trust, Series 2006-S4, Class A5                                                 | CUSIP: 16162YAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      812357 | PA      | $312732.84    | 0.00%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Trust                                                | Chase Mortgage Finance Trust, Series 2007-S2, Class 1A8                                                | CUSIP: 16163EAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      181236 | PA      | $92079.67     | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHEC Loan Trust                                                             | CHEC Loan Trust, Series 2004-1, Class M1                                                               | CUSIP: 162765AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      358519 | PA      | $356693.74    | 0.00%             | 2034-07-25      | Floating      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Chemours Co. (The)                                                          | Chemours Co. (The)                                                                                     | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     6598000 | PA      | $6583357.06   | 0.08%             | 2028-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Chemours Co. (The)                                                          | Chemours Co. (The)                                                                                     | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     1528000 | PA      | $1574894.32   | 0.02%             | 2033-01-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Chemours Co. (The)                                                          | Chemours Co. (The)                                                                                     | CUSIP: 163851AL2<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     1726000 | PA      | $1765040.39   | 0.02%             | 2034-03-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                 | Cheniere Energy Partners LP                                                                            | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $964255.32    | 0.01%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                 | Cheniere Energy Partners LP                                                                            | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      497000 | PA      | $454878.16    | 0.01%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Chevron Phillips Chemical Co. LLC                                           | Chevron Phillips Chemical Co. LLC                                                                      | CUSIP: 166754AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      155000 | PA      | $154145.06    | 0.00%             | 2026-12-01      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Chevron Corp.                                                               | Chevron Corp.                                                                                          | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       88049 | NS      | $17020752.19  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                             | CHL Mortgage Pass-Through Trust, Series 2006-17, Class A2                                              | CUSIP: 17025AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      279531 | PA      | $121255.51    | 0.00%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                             | CHL Mortgage Pass-Through Trust, Series 2007-13, Class A4                                              | CUSIP: 17025JAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      206503 | PA      | $89944.96     | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ciena Corp.                                                                 | Ciena Corp.                                                                                            | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |     2353000 | PA      | $2253885.05   | 0.03%             | 2030-01-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Cinemark USA, Inc.                                                          | Cinemark USA, Inc.                                                                                     | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     2078000 | PA      | $2069976.63   | 0.02%             | 2028-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Cinemark USA, Inc.                                                          | Cinemark USA, Inc.                                                                                     | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     1432000 | PA      | $1479929.04   | 0.02%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| Cipher Compute LLC                                                          | Cipher Compute LLC                                                                                     | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2583000 | PA      | $2677303.19   | 0.03%             | 2030-11-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                         | Cisco Systems, Inc.                                                                                    | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |       61240 | NS      | $5603460.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                         | Citigroup Commercial Mortgage Trust, Series 2016-C1, Class D                                           | CUSIP: 17290YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4975000 | PA      | $4732709.04   | 0.05%             | 2049-05-10      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                         | Citigroup Commercial Mortgage Trust, Series 2016-C2, Class D                                           | CUSIP: 17291CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $962143.40    | 0.01%             | 2049-08-10      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                         | Citigroup Commercial Mortgage Trust, Series 2016-P6, Class D                                           | CUSIP: 17291EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1325000 | PA      | $961876.46    | 0.01%             | 2049-12-10      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| CITI Asset Receivables Trust I                                              | CITI Asset Receivables Trust I, Series 2025-2, Class CERT                                              | CUSIP: 17292CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      127798 | PA      | $123887.51    | 0.00%             | 2031-05-20      | Fixed         | 24.76%                | Yes           |                  3 | On Loan: No      |
| Citi Asset Receivables Trust I                                              | Citi Asset Receivables Trust I, Series 2026-4, Class CERT                                              | CUSIP: 17292LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      620000 | PA      | $644168.16    | 0.01%             | 2032-05-20      | Fixed         | 25.54%                | Yes           |                  3 | On Loan: No      |
| Citigroup, Inc.                                                             | Citigroup, Inc., Series II                                                                             | CUSIP: 172967242<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |       95477 | NS      | $2420341.95   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                                             | Citigroup, Inc., Series T                                                                              | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     4682000 | PA      | $4683081.54   | 0.05%             | 2026-08-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                             | Citigroup, Inc.                                                                                        | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      972000 | PA      | $893873.83    | 0.01%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                             | Citigroup, Inc.                                                                                        | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      464000 | PA      | $411248.36    | 0.00%             | 2032-11-03      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                             | Citigroup, Inc.                                                                                        | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      913000 | PA      | $859248.32    | 0.01%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                             | Citigroup, Inc., Series CC                                                                             | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     4928000 | PA      | $5000136.06   | 0.06%             | 2029-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                             | Citigroup, Inc., Series DD                                                                             | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     6264000 | PA      | $6506899.13   | 0.07%             | 2034-08-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                             | Citigroup, Inc., Series EE                                                                             | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1880000 | PA      | $1891374.00   | 0.02%             | 2030-02-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                             | Citigroup, Inc.                                                                                        | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     5502000 | PA      | $5569437.19   | 0.06%             | 2031-02-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| CITI Asset Receivables Trust I                                              | CITI Asset Receivables Trust I, Series 2025-1, Class CERT                                              | CUSIP: 17302EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      234144 | PA      | $227938.92    | 0.00%             | 2031-03-15      | Fixed         | 27.07%                | Yes           |                  3 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                               | Citigroup Mortgage Loan Trust, Series 2006-AR3, Class 1A1A                                             | CUSIP: 17306SAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      718126 | PA      | $680993.96    | 0.01%             | 2036-06-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                               | Citigroup Mortgage Loan Trust, Series 2005-9, Class 2A2                                                | CUSIP: 17307GM62<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |       57123 | PA      | $40252.12     | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust, Inc.                                         | Citigroup Mortgage Loan Trust, Inc., Series 2005-WF2, Class AF7                                        | CUSIP: 17307GVN5<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-O            | CORP              | US        |       16714 | PA      | $15603.09     | 0.00%             | 2035-08-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust, Inc.                                         | Citigroup Mortgage Loan Trust, Inc., Series 2005-6, Class A1                                           | CUSIP: 17307GXP8<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |      101318 | PA      | $103202.02    | 0.00%             | 2035-09-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                               | Citigroup Mortgage Loan Trust, Series 2006-AR5, Class 1A5A                                             | CUSIP: 17309FAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      242429 | PA      | $241388.41    | 0.00%             | 2036-07-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust, Inc.                                         | Citigroup Mortgage Loan Trust, Inc., Series 2006-8, Class A3                                           | CUSIP: 17310CAC6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |      425165 | PA      | $178934.17    | 0.00%             | 2035-10-25      | Floating      | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Citicorp Mortgage Securities Trust                                          | Citicorp Mortgage Securities Trust, Series 2007-4, Class 1A9                                           | CUSIP: 17312XAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      285977 | PA      | $251585.59    | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                         | Citigroup Commercial Mortgage Trust, Series 2015-GC27, Class D                                         | CUSIP: 17323CAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1597043 | PA      | $1560309.95   | 0.02%             | 2048-02-10      | Variable      | 4.52%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                         | Citigroup Commercial Mortgage Trust, Series 2015-GC29, Class C                                         | CUSIP: 17323VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1779980.00   | 0.02%             | 2048-04-10      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                         | Citigroup Commercial Mortgage Trust, Series 2015-P1, Class D                                           | CUSIP: 17324DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       24911 | PA      | $24348.17     | 0.00%             | 2048-09-15      | Fixed         | 3.23%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                                                 | Citibank NA                                                                                            | CUSIP: 17325FBJ6<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |      250000 | PA      | $250381.17    | 0.00%             | 2026-08-06      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                         | Citigroup Commercial Mortgage Trust, Series 2017-P7, Class B                                           | CUSIP: 17325HBS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      910000 | PA      | $862183.32    | 0.01%             | 2050-04-14      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                         | Citigroup Commercial Mortgage Trust, Series 2017-P7, Class C                                           | CUSIP: 17325HBT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3295000 | PA      | $2846729.09   | 0.03%             | 2050-04-14      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| CGMS Commercial Mortgage Trust                                              | CGMS Commercial Mortgage Trust, Series 2017-B1, Class E                                                | CUSIP: 17326CAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1123408.65   | 0.01%             | 2050-08-15      | Variable      | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                             | Citigroup, Inc.                                                                                        | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      850000 | PA      | $770334.31    | 0.01%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                             | Citigroup, Inc., Series FF                                                                             | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3789000 | PA      | $3856057.72   | 0.04%             | 2030-02-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                             | Citigroup, Inc., Series GG                                                                             | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1120000 | PA      | $1137138.24   | 0.01%             | 2030-08-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                         | Citigroup Commercial Mortgage Trust, Series 2020-GC46, Class E                                         | CUSIP: 17328RAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4500000 | PA      | $2498635.80   | 0.03%             | 2053-02-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                                               | SM Energy Co.                                                                                          | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     5557000 | PA      | $5829648.65   | 0.07%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                                               | SM Energy Co.                                                                                          | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     4931000 | PA      | $5215888.53   | 0.06%             | 2030-11-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                                               | SM Energy Co.                                                                                          | CUSIP: 17888HAD5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     3141000 | PA      | $3499953.48   | 0.04%             | 2033-06-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                                           | Clarios Global LP                                                                                      | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4091000 | PA      | $4162084.28   | 0.05%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                                           | Clarios Global LP                                                                                      | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2350000 | PA      | $2427996.50   | 0.03%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                                           | Clarios Global LP                                                                                      | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2855000 | PA      | $2920493.70   | 0.03%             | 2032-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                            | Clarivate Science Holdings Corp.                                                                       | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2440000 | PA      | $2356578.35   | 0.03%             | 2028-07-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                            | Clarivate Science Holdings Corp.                                                                       | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2827000 | PA      | $2563842.49   | 0.03%             | 2029-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                                         | Clean Harbors, Inc.                                                                                    | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     1849000 | PA      | $1866167.97   | 0.02%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                        | Clear Channel Outdoor Holdings, Inc.                                                                   | CUSIP: 18453H106<br>LEI: 254900XBEE6V1ENYS150 | Long             | EC               | CORP              | US        |      287095 | NS      | $689028.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                        | Clear Channel Outdoor Holdings, Inc.                                                                   | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     4871000 | PA      | $4905954.30   | 0.06%             | 2028-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                        | Clear Channel Outdoor Holdings, Inc.                                                                   | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     7562000 | PA      | $7575914.08   | 0.09%             | 2029-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                        | Clear Channel Outdoor Holdings, Inc.                                                                   | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     7267000 | PA      | $7554860.40   | 0.09%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                        | Clear Channel Outdoor Holdings, Inc.                                                                   | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     3555000 | PA      | $3734435.07   | 0.04%             | 2033-03-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                      | Cleveland-Cliffs, Inc.                                                                                 | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     3067000 | PA      | $2956045.75   | 0.03%             | 2029-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                      | Cleveland-Cliffs, Inc.                                                                                 | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     1790000 | PA      | $1649676.35   | 0.02%             | 2031-03-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                      | Cleveland-Cliffs, Inc.                                                                                 | CUSIP: 185899AN1<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     2642000 | PA      | $2600799.60   | 0.03%             | 2030-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                      | Cleveland-Cliffs, Inc.                                                                                 | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     2503000 | PA      | $2550643.78   | 0.03%             | 2029-11-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                      | Cleveland-Cliffs, Inc.                                                                                 | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     1546000 | PA      | $1578755.10   | 0.02%             | 2031-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                      | Cleveland-Cliffs, Inc.                                                                                 | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      899000 | PA      | $908110.47    | 0.01%             | 2034-01-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: —       |
| Clydesdale Acquisition Holdings, Inc.                                       | Clydesdale Acquisition Holdings, Inc.                                                                  | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      142000 | PA      | $139766.58    | 0.00%             | 2029-04-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                       | Clydesdale Acquisition Holdings, Inc.                                                                  | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     5708000 | PA      | $5370184.18   | 0.06%             | 2032-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                         | Coca-Cola Co. (The)                                                                                    | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      146441 | NS      | $11533693.16  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global, Inc.                                                       | Coinbase Global, Inc.                                                                                  | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     1548000 | PA      | $1484257.69   | 0.02%             | 2028-10-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                                       | Coinbase Global, Inc.                                                                                  | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     1710000 | PA      | $1498843.22   | 0.02%             | 2031-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: —       |
| Republic of Colombia                                                        | Republic of Colombia                                                                                   | CUSIP: 195325BK0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1000000 | PA      | $1027775.00   | 0.01%             | 2037-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                        | Republic of Colombia                                                                                   | CUSIP: 195325BM6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      950000 | PA      | $858087.50    | 0.01%             | 2041-01-18      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                        | Republic of Colombia                                                                                   | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      190000 | PA      | $145065.00    | 0.00%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                        | Republic of Colombia                                                                                   | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      800000 | PA      | $697400.00    | 0.01%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                        | Republic of Colombia                                                                                   | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     2950000 | PA      | $3177150.00   | 0.04%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                        | Republic of Colombia                                                                                   | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1700000 | PA      | $1793075.00   | 0.02%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| Republic of Colombia                                                        | Republic of Colombia                                                                                   | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     5900000 | PA      | $6446340.00   | 0.07%             | 2054-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| Republic of Colombia                                                        | Republic of Colombia                                                                                   | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      959000 | PA      | $959719.25    | 0.01%             | 2031-01-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                    | COLT Mortgage Loan Trust, Series 2021-3, Class B1                                                      | CUSIP: 19688FAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $1851828.25   | 0.02%             | 2066-09-27      | Variable      | 3.06%                 | Yes           |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                    | COLT Mortgage Loan Trust, Series 2022-1, Class B2                                                      | CUSIP: 19688HAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2581000 | PA      | $2251083.68   | 0.03%             | 2066-12-27      | Variable      | 4.17%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                        | Columbia Pipelines Operating Co. LLC                                                                   | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1195000 | PA      | $1249013.81   | 0.01%             | 2030-08-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp.                                                               | Comcast Corp., Class A                                                                                 | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      151524 | NS      | $4097208.96   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Comision Ejecutiva Hidroelectrica del Rio Lempa                             | Comision Ejecutiva Hidroelectrica del Rio Lempa                                                        | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | NUSS              | SV        |      288000 | PA      | $305712.00    | 0.00%             | 2033-01-24      | Fixed         | 8.65%                 | Yes           |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                            | Comision Federal de Electricidad                                                                       | CUSIP: 200447AR1<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |      788000 | PA      | $776180.00    | 0.01%             | 2051-01-28      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd.                                                     | Agnico Eagle Mines Ltd.                                                                                | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |        7483 | NS      | $1407135.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jscb Agrobank                                                               | Jscb Agrobank                                                                                          | CUSIP: 201281AA0<br>LEI: 254900JPMU0LFCP18673 | Long             | DBT              | CORP              | UZ        |      700000 | PA      | $761824.00    | 0.01%             | 2029-10-02      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Commercial Metals Co.                                                       | Commercial Metals Co.                                                                                  | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     1886000 | PA      | $1889153.39   | 0.02%             | 2033-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Compass Minerals International, Inc.                                        | Compass Minerals International, Inc.                                                                   | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |     1255000 | PA      | $1310060.62   | 0.01%             | 2030-07-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                    | Comstock Resources, Inc.                                                                               | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     7791000 | PA      | $7788247.99   | 0.09%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                    | Comstock Resources, Inc.                                                                               | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     2406000 | PA      | $2330555.30   | 0.03%             | 2030-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Concentra Health Services, Inc.                                             | Concentra Health Services, Inc.                                                                        | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |     1113000 | PA      | $1153391.88   | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Conduent Business Services LLC                                              | Conduent Business Services LLC                                                                         | CUSIP: 20679LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4060000 | PA      | $2908089.49   | 0.03%             | 2029-11-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Connect Finco SARL                                                          | Connect Finco SARL                                                                                     | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2325000 | PA      | $2452147.28   | 0.03%             | 2029-09-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Connect Holding II LLC                                                      | Connect Holding II LLC                                                                                 | CUSIP: 20753PAD3<br>LEI: 254900LCX7S2QHYUOI31 | Long             | DBT              | CORP              | US        |     4160000 | PA      | $4239179.06   | 0.05%             | 2031-04-03      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                         | Connecticut Avenue Securities Trust, Series 2019-R04, Class 2B1                                        | CUSIP: 20753TAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1955481 | PA      | $1966890.38   | 0.02%             | 2039-06-25      | Floating      | 9.01%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                         | Connecticut Avenue Securities Trust, Series 2019-R07, Class 1B1                                        | CUSIP: 20753WAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6416599 | PA      | $6476441.31   | 0.07%             | 2039-10-25      | Floating      | 7.16%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                         | Connecticut Avenue Securities Trust, Series 2020-R01, Class 1B1                                        | CUSIP: 20754CAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $1013082.30   | 0.01%             | 2040-01-25      | Floating      | 7.01%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                         | Connecticut Avenue Securities Trust, Series 2024-R02, Class 1M2                                        | CUSIP: 20754GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7000000 | PA      | $7043647.10   | 0.08%             | 2044-02-25      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                         | Connecticut Avenue Securities Trust, Series 2019-R05, Class 1B1                                        | CUSIP: 20754HAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      242204 | PA      | $243775.00    | 0.00%             | 2039-07-25      | Floating      | 7.86%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                         | Connecticut Avenue Securities Trust, Series 2019-R06, Class 2B1                                        | CUSIP: 20754JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3429345 | PA      | $3462574.95   | 0.04%             | 2039-09-25      | Floating      | 7.51%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                         | Connecticut Avenue Securities Trust, Series 2019-HRP1, Class B1                                        | CUSIP: 20754PAD2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | CORP              | US        |     3670414 | PA      | $3817923.19   | 0.04%             | 2039-11-25      | Floating      | 13.01%                | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                         | Connecticut Avenue Securities Trust, Series 2021-R01, Class 1B1                                        | CUSIP: 20754RAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5200000 | PA      | $5250671.92   | 0.06%             | 2041-10-25      | Floating      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                         | Connecticut Avenue Securities Trust, Series 2020-R02, Class 2B1                                        | CUSIP: 20754WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7158000 | PA      | $7246088.50   | 0.08%             | 2040-01-25      | Floating      | 6.76%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities                                               | Connecticut Avenue Securities, Series 2025-R01, Class 1B1                                              | CUSIP: 20755JAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1600000 | PA      | $1593008.00   | 0.02%             | 2045-01-25      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                   | Bank of Nova Scotia (The)                                                                              | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |       63345 | NS      | $4928258.25   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison, Inc.                                                   | Consolidated Edison, Inc.                                                                              | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |       37901 | NS      | $4225582.49   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands, Inc.                                                  | Constellation Brands, Inc., Class A                                                                    | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |       29349 | NS      | $4595466.42   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Generation LLC                                         | Constellation Energy Generation LLC                                                                    | CUSIP: 210385AG5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     1062000 | PA      | $1055360.97   | 0.01%             | 2029-02-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                         | Constellation Energy Generation LLC                                                                    | CUSIP: 21038QE42<br>LEI: S2PEWKCZFFECR4533P43 | Long             | STIV             | CORP              | US        |      250000 | PA      | $249876.78    | 0.00%             | 2026-05-04      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander Chile                                                       | Banco Santander Chile                                                                                  | CUSIP: 05965X109<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | EC               | CORP              | CL        |       14759 | NS      | $471992.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper-Standard Automotive, Inc.                                            | Cooper-Standard Automotive, Inc.                                                                       | CUSIP: 216762AK0<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |    10400000 | PA      | $9993256.00   | 0.11%             | 2031-03-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                    | Cooperatieve Rabobank UA                                                                               | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      374000 | PA      | $373315.74    | 0.00%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                             | Canadian Natural Resources Ltd.                                                                        | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |      104326 | NS      | $4979937.31   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Tire Corp. Ltd.                                                    | Canadian Tire Corp. Ltd., Class A                                                                      | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |       23521 | NS      | $3271139.33   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic, Inc.                                                             | CoreCivic, Inc.                                                                                        | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |     4303000 | PA      | $4482637.34   | 0.05%             | 2029-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                  | Corebridge Financial, Inc.                                                                             | CUSIP: 21871XAU3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     6912000 | PA      | $7109441.28   | 0.08%             | 2030-12-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                             | CoreWeave, Inc.                                                                                        | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     3452000 | PA      | $3495524.16   | 0.04%             | 2030-06-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: —       |
| CoreWeave, Inc.                                                             | CoreWeave, Inc.                                                                                        | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     3765000 | PA      | $3741128.24   | 0.04%             | 2031-02-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: —       |
| Vale SA                                                                     | Vale SA                                                                                                | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |      400309 | NS      | $6573998.93   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Costa Rica                                                      | Republic of Costa Rica                                                                                 | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      819000 | PA      | $922859.44    | 0.01%             | 2054-11-13      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                   | Republic of Cote d'Ivoire                                                                              | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      532000 | PA      | $570750.88    | 0.01%             | 2037-01-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                   | Republic of Cote d'Ivoire                                                                              | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1383000 | PA      | $1466228.94   | 0.02%             | 2036-04-01      | Fixed         | 8.07%                 | Yes           |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                   | Republic of Cote d'Ivoire                                                                              | CUSIP: 221625AX4<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1346000 | PA      | $1240392.84   | 0.01%             | 2041-02-25      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Coty, Inc.                                                                  | Coty, Inc.                                                                                             | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      880000 | PA      | $852319.60    | 0.01%             | 2029-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                           | Credit Acceptance Auto Loan Trust, Series 2023-3A, Class B                                             | CUSIP: 224936AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      311000 | PA      | $313719.45    | 0.00%             | 2033-10-17      | Fixed         | 7.09%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                          | Credit Agricole SA                                                                                     | CUSIP: 225313AR6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     9970000 | PA      | $10069380.96  | 0.12%             | 2034-09-23      | Variable      | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                          | Credit Agricole SA                                                                                     | CUSIP: 22534PAC7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      357000 | PA      | $363305.76    | 0.00%             | 2028-07-12      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                          | Credit Agricole SA                                                                                     | CUSIP: 22534PAH6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      476000 | PA      | $480016.25    | 0.01%             | 2027-03-11      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                           | Credit Acceptance Auto Loan Trust, Series 2022-3A, Class D                                             | CUSIP: 22534QAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      727972 | PA      | $730505.92    | 0.01%             | 2033-04-18      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                          | Credit Agricole SA                                                                                     | CUSIP: 22535WAB3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      482000 | PA      | $481754.39    | 0.01%             | 2027-01-10      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                          | Credit Agricole SA                                                                                     | CUSIP: 22535WAN7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      620000 | PA      | $638690.79    | 0.01%             | 2036-01-09      | Variable      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                           | Credit Acceptance Auto Loan Trust, Series 2024-1A, Class A                                             | CUSIP: 22537GAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      321280 | PA      | $322599.19    | 0.00%             | 2034-03-15      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                           | Credit Acceptance Auto Loan Trust, Series 2024-1A, Class B                                             | CUSIP: 22537GAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      320000 | PA      | $323457.73    | 0.00%             | 2034-05-15      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                           | Credit Acceptance Auto Loan Trust, Series 2024-1A, Class C                                             | CUSIP: 22537GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      420000 | PA      | $427476.29    | 0.00%             | 2034-07-17      | Fixed         | 6.71%                 | Yes           |                  2 | On Loan: No      |
| CSFB Mortgage-Backed Pass-Through Certificates                              | CSFB Mortgage-Backed Pass-Through Certificates, Series 2004-AR4, Class 2A1                             | CUSIP: 22541SEZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       73624 | PA      | $74528.77     | 0.00%             | 2034-05-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| CSFB Mortgage-Backed Pass-Through Certificates                              | CSFB Mortgage-Backed Pass-Through Certificates, Series 2004-AR4, Class 4A1                             | CUSIP: 22541SFB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      549833 | PA      | $561277.20    | 0.01%             | 2034-05-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| CSFB Mortgage-Backed Pass-Through Certificates                              | CSFB Mortgage-Backed Pass-Through Certificates, Series 2004-AR5, Class 6A1                             | CUSIP: 22541SJE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       95179 | PA      | $94061.45     | 0.00%             | 2034-06-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| CSFB Mortgage-Backed Pass-Through Certificates                              | CSFB Mortgage-Backed Pass-Through Certificates, Series 2004-4, Class 4A1                               | CUSIP: 22541SUY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      549264 | PA      | $548643.63    | 0.01%             | 2034-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSFB Mortgage-Backed Pass-Through Certificates                              | CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-4, Class 2A5                               | CUSIP: 225458PS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1684693 | PA      | $1064955.76   | 0.01%             | 2035-06-25      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| CSFB Mortgage-Backed Pass-Through Certificates                              | CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-10, Class 5A3                              | CUSIP: 225470EE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      211367 | PA      | $146480.85    | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSFB Mortgage-Backed Pass-Through Certificates                              | CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-10, Class 11A1                             | CUSIP: 225470FQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      571963 | PA      | $68025.58     | 0.00%             | 2020-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Open Text Corp.                                                             | Open Text Corp.                                                                                        | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |       45890 | NS      | $1040198.11   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle, Inc.                                                          | Crown Castle, Inc.                                                                                     | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |       53397 | NS      | $4740585.66   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle, Inc.                                                          | Crown Castle, Inc.                                                                                     | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       55000 | PA      | $54380.28     | 0.00%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                          | Crown Castle, Inc.                                                                                     | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     1035000 | PA      | $1039851.77   | 0.01%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CSMC Mortgage-Backed Trust                                                  | CSMC Mortgage-Backed Trust, Series 2006-8, Class 5A1                                                   | CUSIP: 22942MBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       18222 | PA      | $16495.46     | 0.00%             | 2026-10-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                                               | Cummins, Inc.                                                                                          | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |        9165 | NS      | $6149806.65   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco do Brasil SA                                                          | Banco do Brasil SA                                                                                     | CUSIP: N/A<br>LEI: QE0Q0253K88YAGNPE356       | Long             | EC               | CORP              | BR        |      505901 | NS      | $2272151.19   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cyprium Corp.                                                               | Cyprium Corp.                                                                                          | CUSIP: 23292NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1722000 | PA      | $1733888.69   | 0.02%             | 2031-04-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| DBJPM Mortgage Trust                                                        | DBJPM Mortgage Trust, Series 2016-C3, Class D                                                          | CUSIP: 23312VAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3570000 | PA      | $2213757.36   | 0.03%             | 2049-08-10      | Variable      | 3.57%                 | Yes           |                  2 | On Loan: No      |
| DBJPM Mortgage Trust                                                        | DBJPM Mortgage Trust, Series 2016-C3, Class E                                                          | CUSIP: 23312VAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1250000 | PA      | $500125.13    | 0.01%             | 2049-08-10      | Variable      | 4.32%                 | Yes           |                  2 | On Loan: No      |
| DSLA Mortgage Loan Trust                                                    | DSLA Mortgage Loan Trust, Series 2005-AR4, Class 2A1A                                                  | CUSIP: 23332UEM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      924826 | PA      | $835141.29    | 0.01%             | 2045-08-19      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                              | DTE Energy Co.                                                                                         | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |       28695 | NS      | $4352744.55   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co.                                                              | DTE Energy Co., Series H                                                                               | CUSIP: 233331792<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |      115600 | NS      | $2862256.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB Bank ASA                                                                | DNB Bank ASA                                                                                           | CUSIP: 23345HWH7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        |      250000 | PA      | $250442.70    | 0.00%             | 2027-03-25      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                                          | DT Midstream, Inc.                                                                                     | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4705000 | PA      | $4606662.58   | 0.05%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| DT Auto Owner Trust                                                         | DT Auto Owner Trust, Series 2022-3A, Class E                                                           | CUSIP: 23345RAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1036707.20   | 0.01%             | 2029-07-16      | Fixed         | 10.99%                | Yes           |                  2 | On Loan: No      |
| Fortis, Inc.                                                                | Fortis, Inc.                                                                                           | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |       87062 | NS      | $4978817.06   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Danske Bank A/S                                                             | Danske Bank A/S                                                                                        | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      274000 | PA      | $281576.75    | 0.00%             | 2030-03-01      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                                             | Danske Bank A/S                                                                                        | CUSIP: 23636RQK3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | STIV             | CORP              | DK        |      250000 | PA      | $241249.48    | 0.00%             | 2027-03-19      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                                                    | Darden Restaurants, Inc.                                                                               | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       20852 | NS      | $4182077.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS Corp.                                                                 | TELUS Corp.                                                                                            | CUSIP: 87971M103<br>LEI: 894500TX134IMF6NW757 | Long             | EC               | CORP              | CA        |      338497 | NS      | $4238844.16   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Great-West Lifeco, Inc.                                                     | Great-West Lifeco, Inc.                                                                                | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |       83807 | NS      | $4478015.28   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita, Inc.                                                                | DaVita, Inc.                                                                                           | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     8669000 | PA      | $8392047.99   | 0.10%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| DaVita, Inc.                                                                | DaVita, Inc.                                                                                           | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     5276000 | PA      | $4894485.05   | 0.06%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| DaVita, Inc.                                                                | DaVita, Inc.                                                                                           | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     1629000 | PA      | $1681439.14   | 0.02%             | 2032-09-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: —       |
| Millicom International Cellular SA                                          | Millicom International Cellular SA                                                                     | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | EC               | CORP              | LU        |       36630 | NS      | $3109154.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                                          | Grupo Financiero Banorte SAB de CV, Class O                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |      643789 | NS      | $7015949.39   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                        | Deephaven Residential Mortgage Trust, Series 2021-4, Class B1                                          | CUSIP: 24381JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6000000 | PA      | $4963084.20   | 0.06%             | 2066-11-25      | Variable      | 4.16%                 | Yes           |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                        | Deephaven Residential Mortgage Trust, Series 2021-4, Class B2                                          | CUSIP: 24381JAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6508000 | PA      | $5333458.94   | 0.06%             | 2066-11-25      | Variable      | 4.43%                 | Yes           |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                        | Deephaven Residential Mortgage Trust, Series 2021-3, Class B2                                          | CUSIP: 24381VAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4502000 | PA      | $3591046.86   | 0.04%             | 2066-08-25      | Variable      | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                        | Deephaven Residential Mortgage Trust, Series 2022-1, Class B1                                          | CUSIP: 24382JAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2505951.00   | 0.03%             | 2067-01-25      | Variable      | 4.26%                 | Yes           |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                        | Deephaven Residential Mortgage Trust, Series 2022-1, Class B2                                          | CUSIP: 24382JAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5639881 | PA      | $4394325.69   | 0.05%             | 2067-01-25      | Variable      | 4.26%                 | Yes           |                  2 | On Loan: No      |
| Enbridge, Inc.                                                              | Enbridge, Inc.                                                                                         | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |       92119 | NS      | $5109320.47   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DRC International Bond                                                      | Republic of Congo                                                                                      | CUSIP: 24811WAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | CD        |     1860000 | PA      | $1894311.98   | 0.02%             | 2032-04-16      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| DRC International Bond                                                      | Republic of Congo                                                                                      | CUSIP: 24811WAB4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CD        |     1370000 | PA      | $1397632.90   | 0.02%             | 2037-04-16      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Alt-A Securities, Inc. Mortgage Loan Trust                         | Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2005-1, Class 2A1                          | CUSIP: 251510CX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        8224 | PA      | $8018.66      | 0.00%             | 2020-02-25      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                   | Deutsche Telekom International Finance BV                                                              | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |      878000 | PA      | $1006249.30   | 0.01%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                            | Deutsche Bank AG                                                                                       | CUSIP: 25161DAG8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | STIV             | CORP              | DE        |      151000 | PA      | $151094.41    | 0.00%             | 2026-07-08      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Dexko Global, Inc.                                                          | Dexko Global, Inc.                                                                                     | CUSIP: 252142AB0<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | DBT              | CORP              | US        |     2818080 | PA      | $2535623.84   | 0.03%             | 2032-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| Diamond Foreign Asset Co.                                                   | Diamond Foreign Asset Co.                                                                              | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     2234000 | PA      | $2355806.62   | 0.03%             | 2030-10-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Diebold Nixdorf, Inc.                                                       | Diebold Nixdorf, Inc.                                                                                  | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |     2340000 | PA      | $2458088.90   | 0.03%             | 2030-03-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Digicel International Finance Ltd.                                          | Digicel International Finance Ltd.                                                                     | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1349000 | PA      | $1399587.50   | 0.02%             | 2032-08-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Digital Realty Trust, Inc.                                                  | Digital Realty Trust, Inc.                                                                             | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |       19159 | NS      | $3849809.46   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Directv Financing LLC                                                       | Directv Financing LLC                                                                                  | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4210000 | PA      | $4213123.82   | 0.05%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                       | Walt Disney Co. (The)                                                                                  | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      180725 | NS      | $18750218.75  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Discovery Communications LLC                                                | Discovery Communications LLC                                                                           | CUSIP: 25470DBY4<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      836000 | PA      | $635360.00    | 0.01%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| DISH Network Corp.                                                          | DISH Network Corp.                                                                                     | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    12420000 | PA      | $12821166.00  | 0.15%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| DISH DBS Corp.                                                              | DISH DBS Corp.                                                                                         | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10816000 | PA      | $10775819.64  | 0.12%             | 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        |    10065000 | PA      | $9969230.52   | 0.11%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corp.                                                              | DISH DBS Corp.                                                                                         | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2450000 | PA      | $2407100.99   | 0.03%             | 2028-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Magna International, Inc.                                                   | Magna International, Inc.                                                                              | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |       87180 | NS      | $5548430.82   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Life Financial, Inc.                                                    | Sun Life Financial, Inc.                                                                               | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |       59677 | NS      | $4299766.62   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominican Republic                                                          | Dominican Republic Government Bond                                                                     | CUSIP: 25714PEE4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      880000 | PA      | $764720.00    | 0.01%             | 2060-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                          | Dominican Republic Government Bond                                                                     | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1090000 | PA      | $1030050.00   | 0.01%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                          | Dominican Republic Government Bond                                                                     | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1330000 | PA      | $1401820.00   | 0.02%             | 2031-02-03      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                          | Dominican Republic Government Bond                                                                     | CUSIP: 25714PFF0<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     3980000 | PA      | $3892440.00   | 0.04%             | 2035-10-28      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                          | Dominican Republic Government Bond                                                                     | CUSIP: 25714PFH6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1813000 | PA      | $1765862.00   | 0.02%             | 2038-05-17      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                       | Dominion Energy, Inc.                                                                                  | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       71065 | NS      | $4583692.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                                                       | Dominion Energy, Inc., Series C                                                                        | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     3390000 | PA      | $3360896.51   | 0.04%             | 2027-01-15      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                       | Dominion Energy, Inc., Series A                                                                        | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     1754000 | PA      | $1817356.23   | 0.02%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                       | Dominion Energy, Inc., Series B                                                                        | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     1144000 | PA      | $1219834.62   | 0.01%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                       | Dominion Energy, Inc.                                                                                  | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     2345000 | PA      | $2398341.72   | 0.03%             | 2055-05-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                       | Dominion Energy, Inc.                                                                                  | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     3945000 | PA      | $3947067.18   | 0.05%             | 2056-02-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Dow, Inc.                                                                   | Dow, Inc.                                                                                              | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      121589 | NS      | $4923138.61   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Drive Auto Receivables Trust                                                | Drive Auto Receivables Trust, Series 2025-2, Class D                                                   | CUSIP: 262103AG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1050000 | PA      | $1044992.87   | 0.01%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Dryden 37 Senior Loan Fund                                                  | Dryden Senior Loan Fund, Series 2015-37A, Class AR                                                     | CUSIP: 26249MAN7<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | KY        |       82492 | PA      | $82483.07     | 0.00%             | 2031-01-15      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Dryden 64 CLO Ltd.                                                          | Dryden CLO Ltd., Series 2018-64A, Class A                                                              | CUSIP: 26251LAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      270886 | PA      | $270854.78    | 0.00%             | 2031-04-18      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Dryden 68 CLO Ltd.                                                          | Dryden CLO Ltd., Series 2019-68A, Class BRR                                                            | CUSIP: 26252QAU6<br>LEI: 254900MX6QAMC9XBAB53 | Long             | ABS-CBDO         | CORP              | KY        |      650000 | PA      | $650167.05    | 0.01%             | 2035-07-15      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Grupo Mexico SAB de CV                                                      | Grupo Mexico SAB de CV, Series B                                                                       | CUSIP: N/A<br>LEI: 529900JWLZAYET2ZGW20       | Long             | EC               | CORP              | MX        |      330586 | NS      | $3624078.71   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp.                                                           | Duke Energy Corp.                                                                                      | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       35794 | NS      | $4637112.70   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp.                                                           | Duke Energy Corp.                                                                                      | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     3268000 | PA      | $3414246.27   | 0.04%             | 2054-09-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Emera, Inc.                                                                 | Emera, Inc.                                                                                            | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |        2232 | NS      | $119080.53    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries, Inc.                                                      | Dycom Industries, Inc.                                                                                 | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |     5907000 | PA      | $5769621.49   | 0.07%             | 2029-04-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Petroleo Brasileiro SA                                                      | Petroleo Brasileiro SA (Preference)                                                                    | CUSIP: N/A<br>LEI: 5493000J801JZRCMFE49       | Long             | EC               | CORP              | BR        |      936692 | NS      | $9338924.04   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EMRLD Borrower LP                                                           | EMRLD Borrower LP                                                                                      | CUSIP: 26873CAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3664000 | PA      | $3787791.90   | 0.04%             | 2031-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                         | EOG Resources, Inc.                                                                                    | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       97353 | NS      | $13684911.21  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp.                                                                   | EQT Corp.                                                                                              | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      535000 | PA      | $581055.59    | 0.01%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                   | EQT Corp.                                                                                              | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     5576000 | PA      | $5549578.68   | 0.06%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Power Corp. of Canada                                                       | Power Corp. of Canada                                                                                  | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |       56197 | NS      | $3135133.55   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Operating LLC                                             | Permian Resources Operating LLC                                                                        | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     4657000 | PA      | $4927445.96   | 0.06%             | 2031-07-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Quebecor, Inc.                                                              | Quebecor, Inc., Class B                                                                                | CUSIP: 748193208<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       21570 | NS      | $907993.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp.                                                              | EchoStar Corp.                                                                                         | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     2843717 | PA      | $2885283.61   | 0.03%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                              | EchoStar Corp.                                                                                         | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     5220000 | PA      | $5667627.58   | 0.06%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                | Ecopetrol SA                                                                                           | CUSIP: 279158AE9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |       30000 | PA      | $27975.00     | 0.00%             | 2043-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                | Ecopetrol SA                                                                                           | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |      600000 | PA      | $644220.00    | 0.01%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                | Ecopetrol SA                                                                                           | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |     1469000 | PA      | $1522912.30   | 0.02%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                | Ecopetrol SA                                                                                           | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |     1330000 | PA      | $1362851.00   | 0.02%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                         | Republic of Ecuador                                                                                    | CUSIP: 27927WAQ5<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     1766000 | PA      | $1802126.71   | 0.02%             | 2034-01-29      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ecuador                                                         | Republic of Ecuador                                                                                    | CUSIP: 27927WAR3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     5200000 | PA      | $5376800.00   | 0.06%             | 2039-01-29      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Edged Compute LLC                                                           | Edged Compute LLC                                                                                      | CUSIP: 28002AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2230000 | PA      | $2186546.80   | 0.03%             | 2031-04-30      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Edgewell Personal Care Co.                                                  | Edgewell Personal Care Co.                                                                             | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |     3657000 | PA      | $3649501.21   | 0.04%             | 2028-06-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Edgewell Personal Care Co.                                                  | Edgewell Personal Care Co.                                                                             | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |     2731000 | PA      | $2610057.67   | 0.03%             | 2029-04-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Edison International                                                        | Edison International                                                                                   | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       69216 | NS      | $4809819.84   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arca Continental SAB de CV                                                  | Arca Continental SAB de CV                                                                             | CUSIP: N/A<br>LEI: 254900U2BSJCQHJCXN24       | Long             | EC               | CORP              | MX        |      221129 | NS      | $2658206.41   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of El Salvador                                                     | Republic of El Salvador                                                                                | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     1395000 | PA      | $1494742.50   | 0.02%             | 2030-04-17      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of El Salvador                                                     | Republic of El Salvador                                                                                | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     1628000 | PA      | $1830686.00   | 0.02%             | 2054-11-21      | Fixed         | 9.65%                 | Yes           |                  2 | On Loan: No      |
| Elanco Animal Health, Inc.                                                  | Elanco Animal Health, Inc.                                                                             | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |     1540000 | PA      | $1574258.84   | 0.02%             | 2028-08-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                              | Element Fleet Management Corp.                                                                         | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $252458.70    | 0.00%             | 2027-03-13      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Embarq LLC                                                                  | Embarq LLC                                                                                             | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2835000 | PA      | $768285.00    | 0.01%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Emera, Inc.                                                                 | Emera, Inc., Series 16-A                                                                               | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |     7618000 | PA      | $7622586.04   | 0.09%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                                        | Emerson Electric Co.                                                                                   | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       99860 | NS      | $14024338.40  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EMRLD Borrower LP                                                           | EMRLD Borrower LP                                                                                      | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10802000 | PA      | $11058860.76  | 0.13%             | 2030-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Emera US Finance LP                                                         | Emera US Finance LP                                                                                    | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       16000 | PA      | $14249.87     | 0.00%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LLC                                                        | Emera US Finance LLC, Series B                                                                         | CUSIP: 29103HAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2223000 | PA      | $2229648.99   | 0.03%             | 2056-10-01      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                              | Enbridge, Inc., Series 16-A                                                                            | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     1924000 | PA      | $1929446.84   | 0.02%             | 2077-01-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                              | Enbridge, Inc., Series 20-A                                                                            | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    10157000 | PA      | $10216184.84  | 0.12%             | 2080-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                              | Enbridge, Inc.                                                                                         | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     4061000 | PA      | $4400260.00   | 0.05%             | 2083-01-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                              | Enbridge, Inc.                                                                                         | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      575000 | PA      | $654988.68    | 0.01%             | 2084-01-15      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                              | Enbridge, Inc.                                                                                         | CUSIP: 29250NCN3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      405000 | PA      | $400815.01    | 0.00%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                                      | Encompass Health Corp.                                                                                 | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     2455000 | PA      | $2416984.82   | 0.03%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Encompass Health Corp.                                                      | Encompass Health Corp.                                                                                 | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     4563000 | PA      | $4437835.54   | 0.05%             | 2031-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                    | Energizer Holdings, Inc.                                                                               | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     5990000 | PA      | $5908362.89   | 0.07%             | 2028-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                    | Energizer Holdings, Inc.                                                                               | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     5305000 | PA      | $5103257.75   | 0.06%             | 2029-03-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                    | Energizer Holdings, Inc.                                                                               | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      218000 | PA      | $208474.03    | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| Energy Transfer LP                                                          | Energy Transfer LP                                                                                     | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      420000 | PA      | $455301.37    | 0.01%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                          | Energy Transfer LP                                                                                     | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      636000 | PA      | $674176.96    | 0.01%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                          | Energy Transfer LP                                                                                     | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     7575000 | PA      | $7595414.63   | 0.09%             | 2056-02-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Endo GUC Trust                                                              | Endo GUC Trust                                                                                         | CUSIP: 29281F105<br>LEI: N/A                  | Long             |  | PF                | US        |      377311 | NS      | $216953.83    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Endo Finance Holdings LP                                                    | Endo Finance Holdings LP                                                                               | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      900000 | PA      | $954045.02    | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Enpro, Inc.                                                                 | Enpro, Inc.                                                                                            | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |      938000 | PA      | $955928.93    | 0.01%             | 2033-06-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Entegris, Inc.                                                              | Entegris, Inc.                                                                                         | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     1519000 | PA      | $1497367.92   | 0.02%             | 2028-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Entegris, Inc.                                                              | Entegris, Inc.                                                                                         | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     2894000 | PA      | $2760232.37   | 0.03%             | 2029-05-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Entergy Corp.                                                               | Entergy Corp.                                                                                          | CUSIP: 29364GAJ2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |      250000 | PA      | $248986.34    | 0.00%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                               | Entergy Corp.                                                                                          | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     1531000 | PA      | $1576130.82   | 0.02%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                               | Entergy Corp.                                                                                          | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     2945000 | PA      | $2946189.78   | 0.03%             | 2056-06-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                              | Entegris, Inc.                                                                                         | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     4804000 | PA      | $4766811.76   | 0.05%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Entegris, Inc.                                                              | Entegris, Inc.                                                                                         | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     7645000 | PA      | $7739033.50   | 0.09%             | 2030-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                           | Enterprise Products Operating LLC, Series E                                                            | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     3227000 | PA      | $3218964.77   | 0.04%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                     | Equitable Financial Life Global Funding                                                                | CUSIP: 29449WAR8<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |      132000 | PA      | $132556.08    | 0.00%             | 2027-11-19      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                    | EquipmentShare.com, Inc.                                                                               | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     6324000 | PA      | $6556369.06   | 0.08%             | 2028-05-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                    | EquipmentShare.com, Inc.                                                                               | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |      786000 | PA      | $833604.09    | 0.01%             | 2032-05-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                    | EquipmentShare.com, Inc.                                                                               | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     1283000 | PA      | $1345469.13   | 0.02%             | 2033-03-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: —       |
| Equity Residential                                                          | Equity Residential                                                                                     | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |       73378 | NS      | $4797453.64   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp.                                                                  | Esab Corp.                                                                                             | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     1880000 | PA      | $1904831.04   | 0.02%             | 2029-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Esab Corp.                                                                  | Esab Corp.                                                                                             | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     1038000 | PA      | $1047558.77   | 0.01%             | 2031-04-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| EUSHI Finance, Inc.                                                         | EUSHI Finance, Inc.                                                                                    | CUSIP: 29882DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2815000 | PA      | $2787903.94   | 0.03%             | 2056-04-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Evergy, Inc.                                                                | Evergy, Inc.                                                                                           | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       60638 | NS      | $5023251.92   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                                           | Eversource Energy                                                                                      | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       62109 | NS      | $4391106.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp.                                                                | Exelon Corp.                                                                                           | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |       94083 | NS      | $4326877.17   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Exeter Automobile Receivables Trust                                         | Exeter Automobile Receivables Trust, Series 2025-5A, Class E                                           | CUSIP: 30166VAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1867000 | PA      | $1875634.69   | 0.02%             | 2033-06-15      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                         | Exeter Automobile Receivables Trust, Series 2026-2A, Class D                                           | CUSIP: 30166WAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      570000 | PA      | $573769.07    | 0.01%             | 2032-08-16      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                         | Exeter Automobile Receivables Trust, Series 2025-3A, Class D                                           | CUSIP: 30166XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      510000 | PA      | $514558.84    | 0.01%             | 2031-10-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                                         | Expedia Group, Inc.                                                                                    | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       27892 | NS      | $6927536.04   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage, Inc.                                                   | Extra Space Storage, Inc.                                                                              | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       33111 | NS      | $4745799.63   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                                                           | Exxon Mobil Corp.                                                                                      | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       58161 | NS      | $8975987.13   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FREMF Mortgage Trust                                                        | FREMF Mortgage Trust, Series 2017-K724, Class X2B                                                      | CUSIP: 30295XAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      723044 | PA      | $781.03       | 0.00%             | 2049-12-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                        | FREMF Mortgage Trust, Series 2017-K724, Class D                                                        | CUSIP: 30295XAW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      723044 | PA      | $606388.02    | 0.01%             | 2049-12-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                        | FREMF Mortgage Trust, Series 2018-KF43, Class B                                                        | CUSIP: 30296DAG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1288406 | PA      | $1255687.16   | 0.01%             | 2028-01-25      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                        | FREMF Mortgage Trust, Series 2019-KG01, Class B                                                        | CUSIP: 30298CAS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4765000 | PA      | $4370644.31   | 0.05%             | 2029-04-25      | Variable      | 4.48%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                        | FREMF Mortgage Trust, Series 2019-KW09, Class X2A                                                      | CUSIP: 30298GAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   237525107 | PA      | $516902.14    | 0.01%             | 2029-05-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                        | FREMF Mortgage Trust, Series 2019-KW09, Class X2B                                                      | CUSIP: 30298GAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    32681000 | PA      | $83140.46     | 0.00%             | 2029-06-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                        | FREMF Mortgage Trust, Series 2019-KW09, Class C                                                        | CUSIP: 30298GAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24011000 | PA      | $18686764.84  | 0.21%             | 2029-06-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                        | FREMF Mortgage Trust, Series 2017-KF33, Class B                                                        | CUSIP: 30303CAG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      566071 | PA      | $550948.87    | 0.01%             | 2027-06-25      | Floating      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                        | Meta Platforms, Inc., Class A                                                                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       15538 | NS      | $9507857.58   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FREMF Mortgage Trust                                                        | FREMF Mortgage Trust, Series 2017-KF40, Class B                                                        | CUSIP: 30306JAG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      978302 | PA      | $971723.28    | 0.01%             | 2027-11-25      | Floating      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| FS Luxembourg Sarl                                                          | FS Luxembourg SARL                                                                                     | CUSIP: 30315XAC8<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |      415000 | PA      | $426827.50    | 0.00%             | 2031-02-12      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| FS Luxembourg Sarl                                                          | FS Luxembourg SARL                                                                                     | CUSIP: 30315XAD6<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |     1720000 | PA      | $1677000.00   | 0.02%             | 2033-06-25      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                        | FREMF Mortgage Trust, Series 21K-F116, Class CS                                                        | CUSIP: 30320XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4610660 | PA      | $4584762.37   | 0.05%             | 2028-06-25      | Floating      | 10.05%                | Yes           |                  2 | On Loan: No      |
| F&G Global Funding                                                          | F&G Global Funding                                                                                     | CUSIP: 30321L2G6<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |      160000 | PA      | $161779.32    | 0.00%             | 2027-06-10      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                            | Fair Isaac Corp.                                                                                       | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     1242000 | PA      | $1210869.64   | 0.01%             | 2028-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                            | Fair Isaac Corp.                                                                                       | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     1464000 | PA      | $1443832.08   | 0.02%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                        | FREMF Mortgage Trust, Series 2022-KF132, Class CS                                                      | CUSIP: 30325VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7400135 | PA      | $6878026.96   | 0.08%             | 2032-02-25      | Floating      | 10.05%                | Yes           |                  2 | On Loan: No      |
| FNMA                                                                        | FNMA, Connecticut Avenue Securities, Series 2016-C06, Class 1B                                         | CUSIP: 30711XDY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     1474142 | PA      | $1522300.15   | 0.02%             | 2029-04-25      | Floating      | 13.01%                | No            |                  2 | On Loan: No      |
| Fastenal Co.                                                                | Fastenal Co.                                                                                           | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |       94113 | NS      | $4228497.09   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Forvia SE                                                                   | Forvia SE                                                                                              | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |      766000 | PA      | $768180.80    | 0.01%             | 2033-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| FHLMC Pool                                                                  | FHLMC UMBS, 30 Year                                                                                    | CUSIP: 3132DWEK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       79297 | PA      | $76525.79     | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                | Barclays plc                                                                                           | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |      586385 | NS      | $3446723.09   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                        | FNMA ACES, Series 2019-M11, Class X1                                                                   | CUSIP: 3136B4C71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3947394 | PA      | $89669.01     | 0.00%             | 2029-06-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                        | FNMA ACES, Series 2019-M21, Class X2                                                                   | CUSIP: 3136B6XA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    81155563 | PA      | $3616300.01   | 0.04%             | 2031-02-25      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                        | FNMA ACES, Series 2020-M37, Class X                                                                    | CUSIP: 3136BBGX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    22801448 | PA      | $713685.31    | 0.01%             | 2032-04-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                        | FNMA, REMIC, Series 2025-98, Class UZ                                                                  | CUSIP: 3136BX2H6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      600221 | PA      | $602217.77    | 0.01%             | 2054-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                        | FNMA, REMIC, Series 2025-106, Class UZ                                                                 | CUSIP: 3136BYBF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      428103 | PA      | $422955.04    | 0.00%             | 2055-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                        | FNMA, REMIC, Series 2026-11, Class SB                                                                  | CUSIP: 3136BYN24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      458587 | PA      | $417694.21    | 0.00%             | 2056-03-25      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K060, Class X3                        | CUSIP: 3137BTAF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      999989 | PA      | $8955.00      | 0.00%             | 2044-12-25      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K061, Class X3                        | CUSIP: 3137BTUQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1456996 | PA      | $16042.98     | 0.00%             | 2044-12-25      | Variable      | 1.94%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K084, Class X3                        | CUSIP: 3137FJZC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6000000 | PA      | $318517.20    | 0.00%             | 2028-11-25      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K087, Class X3                        | CUSIP: 3137FKUS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    17956783 | PA      | $967358.83    | 0.01%             | 2046-01-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K088, Class X3                        | CUSIP: 3137FL6H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    10130000 | PA      | $603322.54    | 0.01%             | 2047-02-25      | Variable      | 2.43%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K089, Class X3                        | CUSIP: 3137FL6S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    22283000 | PA      | $1323041.98   | 0.02%             | 2046-01-25      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K090, Class X3                        | CUSIP: 3137FLMY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1750000 | PA      | $111606.78    | 0.00%             | 2029-10-25      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K734, Class X3                        | CUSIP: 3137FLN67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2505826 | PA      | $253.34       | 0.00%             | 2026-07-25      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC, Multi-Family Structured Pass-Through Certificates, Series KC04, Class X1                        | CUSIP: 3137FMCG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6445275 | PA      | $49307.64     | 0.00%             | 2026-12-25      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K093, Class X3                        | CUSIP: 3137FMCU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    15000000 | PA      | $914905.50    | 0.01%             | 2047-05-25      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K102, Class X3                        | CUSIP: 3137FQKF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1180000 | PA      | $73339.60     | 0.00%             | 2046-12-25      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| FHLMC, Multi-Class Certificates                                             | FHLMC, Multi-Class Certificates, Series 2020-RR05, Class X                                             | CUSIP: 3137FRV24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17110000 | PA      | $775734.89    | 0.01%             | 2029-01-27      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K108, Class X3                        | CUSIP: 3137FTBQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    16575000 | PA      | $1879654.73   | 0.02%             | 2048-04-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC, Multi-Family Structured Pass-Through Certificates, Series Q012, Class X                         | CUSIP: 3137FVNQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    17777192 | PA      | $2562091.54   | 0.03%             | 2035-09-25      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K116, Class X3                        | CUSIP: 3137FWHW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    10500000 | PA      | $1150642.50   | 0.01%             | 2047-09-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC, REMIC, Series 5516, Class BZ                                                                    | CUSIP: 3137HKAZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2345450 | PA      | $2316494.58   | 0.03%             | 2055-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC, REMIC, Series 5632, Class UZ                                                                    | CUSIP: 3137HPVR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      917121 | PA      | $890146.11    | 0.01%             | 2056-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC, REMIC, Series 5623, Class ZA                                                                    | CUSIP: 3137HPZZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      256115 | PA      | $254133.09    | 0.00%             | 2056-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                        | FNMA, Other                                                                                            | CUSIP: 3140NX4X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1164461 | PA      | $1187479.76   | 0.01%             | 2035-04-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                        | FNMA UMBS, 20 Year                                                                                     | CUSIP: 3140Q8LM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      155549 | PA      | $149187.38    | 0.00%             | 2038-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                        | FNMA UMBS, 30 Year                                                                                     | CUSIP: 31418D3G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      465299 | PA      | $375011.44    | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                        | FNMA UMBS, 30 Year                                                                                     | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       41927 | PA      | $33728.21     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                        | FNMA UMBS, 30 Year                                                                                     | CUSIP: 31418EB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       45301 | PA      | $38168.73     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                        | FNMA UMBS, 30 Year                                                                                     | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14964 | PA      | $12608.16     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                        | FNMA UMBS, 30 Year                                                                                     | CUSIP: 31418ECA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13020 | PA      | $11428.04     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                        | FNMA UMBS, 30 Year                                                                                     | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       59880 | PA      | $52560.74     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                        | FNMA UMBS, 30 Year                                                                                     | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       75661 | PA      | $73111.03     | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                 | Federation des Caisses Desjardins du Quebec                                                            | CUSIP: 31428GQ22<br>LEI: 549300B2Q47IR0CR5B54 | Long             | STIV             | CORP              | CA        |      392000 | PA      | $379079.92    | 0.00%             | 2027-03-02      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                 | Federation des Caisses Desjardins du Quebec                                                            | CUSIP: 31429KAK9<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      266000 | PA      | $272061.95    | 0.00%             | 2028-03-14      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                 | Federation des Caisses Desjardins du Quebec                                                            | CUSIP: 31429KAL7<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |     1252000 | PA      | $1279280.83   | 0.01%             | 2029-04-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| Fidelity National Information Services, Inc.                                | Fidelity National Information Services, Inc.                                                           | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      306433 | NS      | $14258327.49  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                                         | Fifth Third Bancorp, Series H                                                                          | CUSIP: 316773CM0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     1946000 | PA      | $1940842.77   | 0.02%             | 2026-06-05      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                         | Fifth Third Bancorp                                                                                    | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      301000 | PA      | $308902.97    | 0.00%             | 2028-10-27      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                         | Fifth Third Bancorp                                                                                    | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      398000 | PA      | $410893.39    | 0.00%             | 2032-01-29      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Finance America Mortgage Loan Trust                                         | Finance America Mortgage Loan Trust, Series 2004-3, Class M2                                           | CUSIP: 317350BU9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      139040 | PA      | $134094.94    | 0.00%             | 2034-11-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities Trust                         | First Horizon Alternative Mortgage Securities Trust, Series 2006-FA6, Class 3A1                        | CUSIP: 32052FBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        4453 | PA      | $0.04         | 0.00%             | 2021-11-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Next plc                                                                    | Next plc                                                                                               | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |       11791 | NS      | $2080976.22   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingfisher plc                                                              | Kingfisher plc                                                                                         | CUSIP: N/A<br>LEI: 213800KBMEV7I92FY281       | Long             | EC               | CORP              | GB        |      272598 | NS      | $1071938.62   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Flash Compute LLC                                                           | Flash Compute LLC                                                                                      | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2216000 | PA      | $2260475.30   | 0.03%             | 2030-12-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ITV plc                                                                     | ITV plc                                                                                                | CUSIP: N/A<br>LEI: ZLECI7ED2QMWFGYCXZ59       | Long             | EC               | CORP              | GB        |     1421618 | NS      | $1546919.96   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                                | Ford Credit Auto Owner Trust, Series 2022-C, Class A4                                                  | CUSIP: 34535AAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      236291 | PA      | $236462.48    | 0.00%             | 2027-12-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                              | Ford Motor Co.                                                                                         | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      376462 | NS      | $4547660.96   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                   | Ford Motor Credit Co. LLC                                                                              | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     4668000 | PA      | $4649725.11   | 0.05%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                   | Ford Motor Credit Co. LLC                                                                              | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1205000 | PA      | $1190616.16   | 0.01%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                   | Ford Motor Credit Co. LLC                                                                              | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     6739000 | PA      | $6330047.63   | 0.07%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                   | Ford Motor Credit Co. LLC                                                                              | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1455000 | PA      | $1400527.54   | 0.02%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                   | Ford Motor Credit Co. LLC                                                                              | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     2049000 | PA      | $2038358.85   | 0.02%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                   | Ford Motor Credit Co. LLC                                                                              | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      880000 | PA      | $826517.56    | 0.01%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                   | Ford Motor Credit Co. LLC                                                                              | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1944000 | PA      | $2003236.81   | 0.02%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                   | Ford Motor Credit Co. LLC                                                                              | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1864000 | PA      | $1864757.55   | 0.02%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                   | Ford Motor Credit Co. LLC                                                                              | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1296000 | PA      | $1371069.63   | 0.02%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                   | Ford Motor Credit Co. LLC                                                                              | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1140000 | PA      | $1148509.13   | 0.01%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                   | Ford Motor Credit Co. LLC                                                                              | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     2052000 | PA      | $2051730.70   | 0.02%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                       | Foundry JV Holdco LLC                                                                                  | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      200000 | PA      | $205176.93    | 0.00%             | 2031-01-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC MSCR Trust, Series 2021-MN1, Class M1                                                            | CUSIP: 35563FAA9<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | USGSE             | US        |       74735 | PA      | $74587.60     | 0.00%             | 2051-01-25      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC MSCR Trust, Series 2021-MN1, Class M2                                                            | CUSIP: 35563FAB7<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | USGSE             | US        |    10750012 | PA      | $11138273.41  | 0.13%             | 2051-01-25      | Floating      | 7.40%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC MSCR Trust, Series 2021-MN1, Class B1                                                            | CUSIP: 35563FAC5<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | USGSE             | US        |     2649545 | PA      | $2907304.66   | 0.03%             | 2051-01-25      | Floating      | 11.40%                | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC MSCR Trust, Series 2021-MN3, Class M1                                                            | CUSIP: 35563GAA7<br>LEI: 549300FK6HM4FW58SP67 | Long             | ABS-MBS          | USGSE             | US        |      603587 | PA      | $603995.08    | 0.01%             | 2051-11-25      | Floating      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC MSCR Trust, Series 2021-MN2, Class B1                                                            | CUSIP: 35563JAC7<br>LEI: 549300OXOJE8K5OHDX86 | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $2000023.00   | 0.02%             | 2041-07-25      | Floating      | 9.15%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC, Multi-Family Structured Credit Risk, Series 2022-MN5, Class B1                                  | CUSIP: 35563LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8302000 | PA      | $9553734.88   | 0.11%             | 2042-11-25      | Floating      | 13.15%                | Yes           |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust                                   | FHLMC Seasoned Credit Risk Transfer Trust, Series 2017-3, Class A                                      | CUSIP: 35563PCH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   161564810 | PA      | $1.62         | 0.00%             | 2056-07-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                       | FHLMC MSCR Trust, Series 2025-MN10, Class M2                                                           | CUSIP: 35563UAB4<br>LEI: 529900M14O2Z3FO2N217 | Long             | ABS-MBS          | USGSE             | US        |     2500000 | PA      | $2507432.75   | 0.03%             | 2045-02-25      | Floating      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC, Series 2025-MN11, Class M1                                                                      | CUSIP: 35563YAA8<br>LEI: 529900E2V0BG2KXC9E18 | Long             | ABS-MBS          | USGSE             | US        |     2676922 | PA      | $2673746.56   | 0.03%             | 2045-07-25      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC, Series 2025-MN11, Class M2                                                                      | CUSIP: 35563YAB6<br>LEI: 529900E2V0BG2KXC9E18 | Long             | ABS-MBS          | USGSE             | US        |     3771831 | PA      | $3747053.84   | 0.04%             | 2045-07-25      | Floating      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC MSCR Trust, Series 2025-MN11, Class B1                                                           | CUSIP: 35563YAC4<br>LEI: 529900E2V0BG2KXC9E18 | Long             | ABS-MBS          | USGSE             | US        |     1660000 | PA      | $1656746.07   | 0.02%             | 2045-07-25      | Floating      | 8.05%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC STACR REMIC Trust, Series 2023-HQA2, Class M2                                                    | CUSIP: 35564K2K4<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | CORP              | US        |     2800000 | PA      | $2935481.64   | 0.03%             | 2043-06-25      | Floating      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC STACR REMIC Trust, Series 2022-HQA2, Class M1A                                                   | CUSIP: 35564KB24<br>LEI: 5493000IRLADKYZNON28 | Long             | ABS-MBS          | CORP              | US        |     8373749 | PA      | $8511755.04   | 0.10%             | 2042-07-25      | Floating      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                                     | FHLMC STACR REMIC Trust, Series 2021-DNA1, Class B2                                                    | CUSIP: 35564KBE8<br>LEI: 5493000IT1PBTE7DAT80 | Long             | ABS-MBS          | CORP              | US        |     3800000 | PA      | $4224415.54   | 0.05%             | 2051-01-25      | Floating      | 8.40%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                                     | FHLMC STACR REMIC Trust, Series 2021-HQA1, Class B2                                                    | CUSIP: 35564KCP2<br>LEI: 5493000ISMYB8CLVZD05 | Long             | ABS-MBS          | CORP              | US        |     3150000 | PA      | $3688989.89   | 0.04%             | 2033-08-25      | Floating      | 8.65%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Structured Agency Credit Risk Debt Notes                              | FHLMC STACR REMIC Trust, Series 2021-DNA2, Class B2                                                    | CUSIP: 35564KDY2<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $3699390.00   | 0.04%             | 2033-08-25      | Floating      | 9.65%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                                     | FHLMC STACR REMIC Trust, Series 2021-HQA2, Class B2                                                    | CUSIP: 35564KGS2<br>LEI: 5493000ISM9M3KNO6J64 | Long             | ABS-MBS          | CORP              | US        |     1200000 | PA      | $1454651.52   | 0.02%             | 2033-12-25      | Floating      | 9.10%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                                     | FHLMC STACR REMIC Trust, Series 2021-DNA5, Class B2                                                    | CUSIP: 35564KJB6<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $4853729.60   | 0.06%             | 2034-01-25      | Floating      | 9.15%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC STACR REMIC Trust, Series 2021-DNA6, Class B2                                                    | CUSIP: 35564KLV9<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | CORP              | US        |      400000 | PA      | $411110.64    | 0.00%             | 2041-10-25      | Floating      | 11.15%                | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC STACR REMIC Trust, Series 2022-DNA2, Class M2                                                    | CUSIP: 35564KRN1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | CORP              | US        |    10000000 | PA      | $10209400.00  | 0.12%             | 2042-02-25      | Floating      | 7.40%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                                     | FHLMC STACR REMIC Trust, Series 2024-DNA2, Class M1                                                    | CUSIP: 35564NCX9<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | CORP              | US        |     2244440 | PA      | $2245129.53   | 0.03%             | 2044-05-25      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC STACR REMIC Trust, Series 2026-DNA2, Class B1                                                    | CUSIP: 35564UEP8<br>LEI: 529900S8M5IMFAIV8785 | Long             | ABS-MBS          | CORP              | US        |     1550000 | PA      | $1559842.81   | 0.02%             | 2046-03-25      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC STACR REMIC Trust, Series 2020-DNA5, Class B2                                                    | CUSIP: 35566ABE8<br>LEI: 5493000ITF7RKPWPZQ19 | Long             | ABS-MBS          | CORP              | US        |     3040000 | PA      | $4164309.95   | 0.05%             | 2050-10-25      | Floating      | 15.15%                | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                       | FHLMC MSCR Trust, Series 2026-MN13, Class M2                                                           | CUSIP: 355921AB3<br>LEI: 529900U9LKQ0M8OUKJ53 | Long             | ABS-MBS          | CORP              | US        |     2810000 | PA      | $2817000.27   | 0.03%             | 2046-03-25      | Floating      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                        | FREMF Mortgage Trust, Series 2017-KL1E, Class BE                                                       | CUSIP: 35708RAN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      186318 | PA      | $179063.34    | 0.00%             | 2027-02-25      | Variable      | 4.04%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                        | FREMF Mortgage Trust, Series 2018-KF50, Class B                                                        | CUSIP: 35709BAC9<br>LEI: 549300LI8XT0ZWPV2P54 | Long             | ABS-MBS          | USGSE             | US        |      292590 | PA      | $283176.93    | 0.00%             | 2028-07-25      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                        | FREMF Mortgage Trust, Series 2023-KF149, Class CS                                                      | CUSIP: 35709HAE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6832495 | PA      | $6951171.25   | 0.08%             | 2032-12-25      | Floating      | 9.80%                 | Yes           |                  2 | On Loan: No      |
| Fremont Home Loan Trust                                                     | Fremont Home Loan Trust, Series 2002-1, Class M1                                                       | CUSIP: 35729PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      220096 | PA      | $260120.09    | 0.00%             | 2033-08-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Fremont Home Loan Trust                                                     | Fremont Home Loan Trust, Series 2004-B, Class M2                                                       | CUSIP: 35729PDR8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      189886 | PA      | $200709.29    | 0.00%             | 2034-05-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Fremont Home Loan Trust                                                     | Fremont Home Loan Trust, Series 2004-C, Class M1                                                       | CUSIP: 35729PET3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      373081 | PA      | $354386.23    | 0.00%             | 2034-08-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Fremont Home Loan Trust                                                     | Fremont Home Loan Trust, Series 2004-D, Class M2                                                       | CUSIP: 35729PGD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      140289 | PA      | $132563.20    | 0.00%             | 2034-11-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                        | Frontier Communications Holdings LLC                                                                   | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9734000 | PA      | $9734000.00   | 0.11%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                        | Frontier Communications Holdings LLC                                                                   | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1280000 | PA      | $1280000.00   | 0.01%             | 2029-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                        | Frontier Communications Holdings LLC                                                                   | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $50251.40     | 0.00%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                        | Frontier Communications Holdings LLC                                                                   | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      109000 | PA      | $109602.01    | 0.00%             | 2030-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                        | Frontier Communications Holdings LLC                                                                   | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2033000 | PA      | $2079952.14   | 0.02%             | 2030-05-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| GEO Group, Inc. (The)                                                       | GEO Group, Inc. (The)                                                                                  | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |     3623000 | PA      | $3769448.91   | 0.04%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GEO Group, Inc. (The)                                                       | GEO Group, Inc. (The)                                                                                  | CUSIP: 36162JAH9<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |      477000 | PA      | $511941.94    | 0.01%             | 2031-04-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| GCI LLC                                                                     | GCI LLC                                                                                                | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |     8942000 | PA      | $8748876.05   | 0.10%             | 2028-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GCAT Trust                                                                  | GCAT Trust, Series 2020-NQM1, Class B1                                                                 | CUSIP: 36167FAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2666647.50   | 0.03%             | 2060-01-25      | Variable      | 3.64%                 | Yes           |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                     | GFL Environmental, Inc.                                                                                | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     3868000 | PA      | $3780182.86   | 0.04%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                     | GFL Environmental, Inc.                                                                                | CUSIP: 36168QAN4<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     2775000 | PA      | $2742183.96   | 0.03%             | 2029-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                     | GFL Environmental, Inc.                                                                                | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     4425000 | PA      | $4587769.20   | 0.05%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| GMACM Mortgage Loan Trust                                                   | GMACM Mortgage Loan Trust, Series 2004-AR2, Class 3A                                                   | CUSIP: 36185N3T5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      129911 | PA      | $118897.21    | 0.00%             | 2034-08-19      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                                                 | GSAMP Trust, Series 2003-HE1, Class M1                                                                 | CUSIP: 36228FSU1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      394442 | PA      | $421437.40    | 0.00%             | 2033-06-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| FFMLT Trust                                                                 | FFMLT Trust, Series 2004-FF3, Class M1                                                                 | CUSIP: 36228FU61<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      194032 | PA      | $191064.11    | 0.00%             | 2034-05-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                                                 | GSAMP Trust, Series 2003-SEA, Class A1                                                                 | CUSIP: 36228FVH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       35560 | PA      | $39849.90     | 0.00%             | 2033-02-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                     | GSR Mortgage Loan Trust, Series 2007-1F, Class 3A13                                                    | CUSIP: 3622MPBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      190798 | PA      | $113145.31    | 0.00%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GSMSC Pass-Through Trust                                                    | GSMSC Pass-Through Trust, Series 2008-2R, Class 2A1                                                    | CUSIP: 3622X1AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1195449 | PA      | $124673.75    | 0.00%             | 2036-10-25      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                     | GSR Mortgage Loan Trust, Series 2006-9F, Class 3A1                                                     | CUSIP: 3622X7AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      311406 | PA      | $289762.21    | 0.00%             | 2036-10-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                     | GSR Mortgage Loan Trust, Series 2006-1F, Class 2A16                                                    | CUSIP: 362334AN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      466849 | PA      | $183590.86    | 0.00%             | 2036-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                     | GSR Mortgage Loan Trust, Series 2006-1F, Class 2A9                                                     | CUSIP: 3623417H6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      756104 | PA      | $297342.14    | 0.00%             | 2036-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                     | GSR Mortgage Loan Trust, Series 2005-6F, Class 3A18                                                    | CUSIP: 362341EM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      398015 | PA      | $383920.42    | 0.00%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                     | GSR Mortgage Loan Trust, Series 2005-AR4, Class 3A5                                                    | CUSIP: 362341FN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      755586 | PA      | $418233.54    | 0.00%             | 2035-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                     | GSR Mortgage Loan Trust, Series 2005-AR7, Class 6A1                                                    | CUSIP: 362341XG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      294218 | PA      | $258337.08    | 0.00%             | 2035-11-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                     | GSR Mortgage Loan Trust, Series 2005-AR3, Class 6A1                                                    | CUSIP: 36242D4W0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       44101 | PA      | $32325.35     | 0.00%             | 2035-05-25      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                     | GSR Mortgage Loan Trust, Series 2004-15F, Class 1A2                                                    | CUSIP: 36242DQU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      132188 | PA      | $85234.31     | 0.00%             | 2034-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                     | GSR Mortgage Loan Trust, Series 2005-1F, Class 2A3                                                     | CUSIP: 36242DVF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      116389 | PA      | $79840.86     | 0.00%             | 2035-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                | GS Mortgage Securities Trust, Series 2015-GC30, Class D                                                | CUSIP: 36250GAX3<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-MBS          | CORP              | US        |     1250000 | PA      | $774387.50    | 0.01%             | 2050-05-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                | GS Mortgage Securities Trust, Series 2015-GC28, Class D                                                | CUSIP: 36251FAG1<br>LEI: 5493002EPQ51IPGGFX73 | Long             | ABS-MBS          | CORP              | US        |     1053213 | PA      | $1008409.53   | 0.01%             | 2048-02-10      | Variable      | 4.57%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                | GS Mortgage Securities Trust, Series 2017-GS5, Class D                                                 | CUSIP: 36252HAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2900000 | PA      | $294367.11    | 0.00%             | 2050-03-10      | Variable      | 3.51%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                | GS Mortgage Securities Trust, Series 2016-GS2, Class D                                                 | CUSIP: 36252TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2750000 | PA      | $2367869.63   | 0.03%             | 2049-05-10      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                | GS Mortgage Securities Trust, Series 2017-GS6, Class C                                                 | CUSIP: 36253PAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4330000 | PA      | $3395180.28   | 0.04%             | 2050-05-10      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                | GS Mortgage Securities Trust, Series 2017-GS6, Class D                                                 | CUSIP: 36253PAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1750000 | PA      | $1276479.58   | 0.01%             | 2050-05-10      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                | GS Mortgage Securities Trust, Series 2019-GC40, Class D                                                | CUSIP: 36257HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3800000 | PA      | $2743795.32   | 0.03%             | 2052-07-10      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                | GS Mortgage Securities Trust, Series 2019-GC40, Class E                                                | CUSIP: 36257HAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2250000 | PA      | $1473384.15   | 0.02%             | 2052-07-10      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                | GS Mortgage Securities Trust, Series 2020-GC45, Class D                                                | CUSIP: 36258YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2823751 | PA      | $2108843.60   | 0.02%             | 2053-02-13      | Variable      | 2.85%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                           | GLS Auto Receivables Issuer Trust, Series 2022-2A, Class E                                             | CUSIP: 36265NAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1250000 | PA      | $1258080.50   | 0.01%             | 2029-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                         | GS Mortgage-Backed Securities Trust, Series 2025-PJ7, Class A1                                         | CUSIP: 36272MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2186450 | PA      | $2203274.35   | 0.03%             | 2055-12-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                         | GS Mortgage-Backed Securities Trust, Series 2025-PJ9, Class A1                                         | CUSIP: 36273FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4694979 | PA      | $4731106.91   | 0.05%             | 2056-03-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Galaxy 32 CLO Ltd.                                                          | Galaxy CLO Ltd., Series 2023-32A, Class D1R                                                            | CUSIP: 362943AS1<br>LEI: 391200J1K1EF617W8568 | Long             | ABS-CBDO         | CORP              | KY        |      575000 | PA      | $575139.73    | 0.01%             | 2039-01-20      | Floating      | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Gap, Inc. (The)                                                             | Gap, Inc. (The)                                                                                        | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     2615000 | PA      | $2467189.90   | 0.03%             | 2029-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corp.                                                  | Garda World Security Corp.                                                                             | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     1565000 | PA      | $1593154.35   | 0.02%             | 2028-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corp.                                                  | Garda World Security Corp.                                                                             | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     1344000 | PA      | $1386709.63   | 0.02%             | 2032-11-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corp.                                                  | Garda World Security Corp.                                                                             | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     1578000 | PA      | $1612043.77   | 0.02%             | 2031-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Gartner, Inc.                                                               | Gartner, Inc.                                                                                          | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     1975000 | PA      | $1939949.95   | 0.02%             | 2028-07-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Gartner, Inc.                                                               | Gartner, Inc.                                                                                          | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     1138000 | PA      | $1071296.11   | 0.01%             | 2029-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Gates Corp.                                                                 | Gates Corp.                                                                                            | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |      885000 | PA      | $910432.76    | 0.01%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| General Dynamics Corp.                                                      | General Dynamics Corp.                                                                                 | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        3001 | NS      | $1033244.30   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                                                         | General Mills, Inc.                                                                                    | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      117119 | NS      | $4135471.89   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Financial Co., Inc.                                          | General Motors Financial Co., Inc.                                                                     | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      435000 | PA      | $389597.28    | 0.00%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                          | General Motors Financial Co., Inc.                                                                     | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      490000 | PA      | $485235.49    | 0.01%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                           | Genesis Energy LP                                                                                      | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2410000 | PA      | $2524935.31   | 0.03%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                           | Genesis Energy LP                                                                                      | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      765000 | PA      | $802013.00    | 0.01%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                           | Genesis Energy LP                                                                                      | CUSIP: 37185LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1312000 | PA      | $1321471.33   | 0.02%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                                           | Genuine Parts Co.                                                                                      | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |        8169 | NS      | $875961.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wrangler Holdco Corp.                                                       | Wrangler Holdco Corp.                                                                                  | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2147000 | PA      | $2214883.85   | 0.03%             | 2032-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ghana                                                           | Republic of Ghana                                                                                      | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     1450000 | PA      | $1327388.00   | 0.02%             | 2035-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                       | Gilead Sciences, Inc.                                                                                  | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       85639 | NS      | $11205006.76  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore Funding LLC                                                        | Glencore Funding LLC                                                                                   | CUSIP: 37790BFW6<br>LEI: 213800STG1QDNBY87K49 | Long             | STIV             | CORP              | US        |      250000 | PA      | $248292.70    | 0.00%             | 2026-06-30      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                        | Glencore Funding LLC                                                                                   | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |       40000 | PA      | $36411.89     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                        | Glencore Funding LLC                                                                                   | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     1229000 | PA      | $1099554.01   | 0.01%             | 2031-09-23      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Global Payments, Inc.                                                       | Global Payments, Inc.                                                                                  | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       18000 | PA      | $16998.04     | 0.00%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                       | Global Payments, Inc.                                                                                  | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      640000 | PA      | $629010.62    | 0.01%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Global Medical Response, Inc.                                               | Global Medical Response, Inc.                                                                          | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |     1767000 | PA      | $1841991.48   | 0.02%             | 2032-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Global Infrastructure Solutions, Inc.                                       | Global Infrastructure Solutions, Inc.                                                                  | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |     3035000 | PA      | $3029997.71   | 0.03%             | 2029-06-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Global Infrastructure Solutions, Inc.                                       | Global Infrastructure Solutions, Inc.                                                                  | CUSIP: 37960XAB3<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |     3025000 | PA      | $3191305.43   | 0.04%             | 2032-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Goat Holdco LLC                                                             | Goat Holdco LLC                                                                                        | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1194000 | PA      | $1223561.05   | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Gold Fields Ltd.                                                            | Gold Fields Ltd.                                                                                       | CUSIP: 38059T106<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |      135658 | NS      | $5762751.84   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                             | Goldman Sachs Group, Inc. (The)                                                                        | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        6627 | NS      | $6121823.79   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                             | Goldman Sachs Group, Inc. (The), Series W                                                              | CUSIP: 38141GA38<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     4001000 | PA      | $4205979.23   | 0.05%             | 2029-02-10      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                             | Goldman Sachs Group, Inc. (The), Series X                                                              | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     6484000 | PA      | $6776318.17   | 0.08%             | 2029-05-10      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                             | Goldman Sachs Group, Inc. (The)                                                                        | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      149000 | PA      | $149558.21    | 0.00%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                             | Goldman Sachs Group, Inc. (The), Series Y                                                              | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     5630000 | PA      | $5672044.84   | 0.06%             | 2034-11-10      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                             | Goldman Sachs Group, Inc. (The)                                                                        | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1805000 | PA      | $1775896.02   | 0.02%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                             | Goldman Sachs Group, Inc. (The)                                                                        | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     4610000 | PA      | $4749318.81   | 0.05%             | 2030-02-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                             | Goldman Sachs Group, Inc. (The)                                                                        | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      486000 | PA      | $437401.40    | 0.01%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                             | Goldman Sachs Group, Inc. (The)                                                                        | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      363000 | PA      | $359266.23    | 0.00%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                             | Goldman Sachs Group, Inc. (The)                                                                        | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      464000 | PA      | $410862.94    | 0.00%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                             | Goldman Sachs Group, Inc. (The)                                                                        | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       19000 | PA      | $18780.16     | 0.00%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                             | Goldman Sachs Group, Inc. (The)                                                                        | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       16000 | PA      | $14243.39     | 0.00%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                             | Goldman Sachs Group, Inc. (The)                                                                        | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14780.40     | 0.00%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                             | Goldman Sachs Group, Inc. (The)                                                                        | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      983000 | PA      | $976100.05    | 0.01%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                             | Goldman Sachs Group, Inc. (The), Series T                                                              | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     5607000 | PA      | $5604438.16   | 0.06%             | 2026-05-10      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                             | Goldman Sachs Group, Inc. (The), Series U                                                              | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1830000 | PA      | $1824256.00   | 0.02%             | 2026-08-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                            | Goodyear Tire & Rubber Co. (The)                                                                       | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     5506000 | PA      | $5281718.05   | 0.06%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Goodyear Tire & Rubber Co. (The)                                            | Goodyear Tire & Rubber Co. (The)                                                                       | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     2746000 | PA      | $2496033.19   | 0.03%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                            | Goodyear Tire & Rubber Co. (The)                                                                       | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     1291000 | PA      | $1278162.04   | 0.01%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2012-89                                                                                   | CUSIP: 38378BXV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3878284 | PA      | $38.78        | 0.00%             | 2053-12-16      | Variable      | 0.19%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2019-53, Class IA                                                                         | CUSIP: 38380M4K4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5470994 | PA      | $264349.66    | 0.00%             | 2061-06-16      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2020-2                                                                                    | CUSIP: 38380NW21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6063861 | PA      | $250629.67    | 0.00%             | 2062-03-16      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2020-145                                                                                  | CUSIP: 38380P2T0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    52158807 | PA      | $2650914.01   | 0.03%             | 2063-03-16      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2020-94                                                                                   | CUSIP: 38380PNV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3634033 | PA      | $240211.77    | 0.00%             | 2062-03-16      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2020-89, Class IA                                                                         | CUSIP: 38380PTL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3090446 | PA      | $242989.70    | 0.00%             | 2062-04-16      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2020-169                                                                                  | CUSIP: 38380RFW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    16106209 | PA      | $978734.04    | 0.01%             | 2062-07-16      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2020-195, Class IX                                                                        | CUSIP: 38380RLL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1678829 | PA      | $131058.08    | 0.00%             | 2062-12-16      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2021-13                                                                                   | CUSIP: 38380RSU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    11355768 | PA      | $736682.72    | 0.01%             | 2062-06-16      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2021-33                                                                                   | CUSIP: 38380RVE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     7826038 | PA      | $484427.82    | 0.01%             | 2062-10-16      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2021-48, Class FT                                                                         | CUSIP: 38380RZA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1161571 | PA      | $1031837.01   | 0.01%             | 2062-12-16      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2021-178, Class SA                                                                        | CUSIP: 38381D5B2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    10919858 | PA      | $414573.48    | 0.00%             | 2061-10-16      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2021-169                                                                                  | CUSIP: 38381DY87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    10491420 | PA      | $835107.59    | 0.01%             | 2061-06-16      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2021-195, Class IX                                                                        | CUSIP: 38381ECK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    10898727 | PA      | $963019.18    | 0.01%             | 2063-08-16      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2022-7, Class SA                                                                          | CUSIP: 38381EPC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    14166968 | PA      | $554043.20    | 0.01%             | 2064-02-16      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2022-41                                                                                   | CUSIP: 38381EXL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    12442709 | PA      | $619740.25    | 0.01%             | 2063-04-16      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, STRIPS, Series 3, Class 23                                                                       | CUSIP: 38381GBR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5468296 | PA      | $294336.50    | 0.00%             | 2045-09-16      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2023-28                                                                                   | CUSIP: 38381HX48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    18034386 | PA      | $1159555.10   | 0.01%             | 2065-02-16      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2024-32                                                                                   | CUSIP: 38381J2J5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    49314385 | PA      | $2587747.72   | 0.03%             | 2063-06-16      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2025-21                                                                                   | CUSIP: 38381L5V0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    24644400 | PA      | $1733238.22   | 0.02%             | 2065-04-16      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2025-42                                                                                   | CUSIP: 38381MBQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    22492732 | PA      | $1054331.07   | 0.01%             | 2065-11-16      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2025-138, Class A                                                                         | CUSIP: 38381ME63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      763948 | PA      | $753769.76    | 0.01%             | 2056-05-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2025-78                                                                                   | CUSIP: 38381MPY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    73903137 | PA      | $5411202.44   | 0.06%             | 2063-11-16      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2025-112                                                                                  | CUSIP: 38381MUH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    18124883 | PA      | $901774.56    | 0.01%             | 2066-03-16      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2026-23, Class A                                                                          | CUSIP: 38381SQX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2096183 | PA      | $2048506.67   | 0.02%             | 2060-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2026-23, Class AC                                                                         | CUSIP: 38381SRT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1098188 | PA      | $1122416.54   | 0.01%             | 2067-11-16      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2025-206                                                                                  | CUSIP: 38383JCS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    16526971 | PA      | $998050.58    | 0.01%             | 2064-04-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2025-183                                                                                  | CUSIP: 38384TBG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     7358615 | PA      | $505748.06    | 0.01%             | 2067-10-16      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2025-202                                                                                  | CUSIP: 38384TDX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     7116748 | PA      | $505656.36    | 0.01%             | 2067-09-16      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2026-56, Class AJ                                                                         | CUSIP: 38384TSA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1828517 | PA      | $1872954.80   | 0.02%             | 2068-11-16      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2026-56, Class AK                                                                         | CUSIP: 38384TSB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1828658 | PA      | $1864581.95   | 0.02%             | 2068-11-16      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2025-208, Class ZG                                                                        | CUSIP: 38385KLN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1922791 | PA      | $1848514.91   | 0.02%             | 2055-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2026-3, Class ZH                                                                          | CUSIP: 38385LD39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1144566 | PA      | $1136545.52   | 0.01%             | 2056-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2026-2, Class AZ                                                                          | CUSIP: 38385LDD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      556211 | PA      | $518138.72    | 0.01%             | 2056-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2026-2, Class GZ                                                                          | CUSIP: 38385LEL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1655942 | PA      | $1541630.78   | 0.02%             | 2056-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2026-25, Class GP                                                                         | CUSIP: 38385MQ90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    15134399 | PA      | $15274649.32  | 0.17%             | 2056-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                        | GNMA, Series 2026-51, Class SN                                                                         | CUSIP: 38385PKE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    23923460 | PA      | $1347347.75   | 0.02%             | 2056-03-20      | Floating      | 2.03%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                            | Gray Media, Inc.                                                                                       | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     1376000 | PA      | $1074642.24   | 0.01%             | 2031-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Gray Media, Inc.                                                            | Gray Media, Inc.                                                                                       | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     3174000 | PA      | $2540894.92   | 0.03%             | 2030-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Gray Media, Inc.                                                            | Gray Media, Inc.                                                                                       | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     7188000 | PA      | $7631384.59   | 0.09%             | 2029-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Gray Media, Inc.                                                            | Gray Media, Inc.                                                                                       | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     5040000 | PA      | $5131969.92   | 0.06%             | 2033-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Griffon Corp.                                                               | Griffon Corp.                                                                                          | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |     4703000 | PA      | $4691567.01   | 0.05%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                                                  | Grifols SA                                                                                             | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     2824000 | PA      | $2784419.95   | 0.03%             | 2028-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                                    | Group 1 Automotive, Inc.                                                                               | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     1223000 | PA      | $1190731.15   | 0.01%             | 2028-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                                    | Group 1 Automotive, Inc.                                                                               | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     1139000 | PA      | $1157506.47   | 0.01%             | 2030-01-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Bouygues SA                                                                 | Bouygues SA                                                                                            | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |       13929 | NS      | $823757.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Nutresa SA                                                            | Grupo Nutresa SA                                                                                       | CUSIP: 40055CAB9<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |      900000 | PA      | $1003950.00   | 0.01%             | 2035-05-12      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Gulfport Energy Corp.                                                       | Gulfport Energy Corp.                                                                                  | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |        7507 | NS      | $1445397.78   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulfport Energy Operating Corp.                                             | Gulfport Energy Operating Corp.                                                                        | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |     3589000 | PA      | $3681994.58   | 0.04%             | 2029-09-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Veolia Environnement SA                                                     | Veolia Environnement SA                                                                                | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |       59451 | NS      | $2514135.51   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                   | HCA, Inc.                                                                                              | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1058000 | PA      | $938788.59    | 0.01%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                   | HCA, Inc.                                                                                              | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      600000 | PA      | $615020.60    | 0.01%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd.                                                              | HDFC Bank Ltd.                                                                                         | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |       30371 | NS      | $771727.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings plc                                                           | HSBC Holdings plc                                                                                      | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      663000 | PA      | $640502.64    | 0.01%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                           | HSBC Holdings plc                                                                                      | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     6541000 | PA      | $6100725.94   | 0.07%             | 2030-12-17      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                           | HSBC Holdings plc                                                                                      | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1201000 | PA      | $1087177.27   | 0.01%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                           | HSBC Holdings plc                                                                                      | CUSIP: 404280DT3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     8840000 | PA      | $9217079.04   | 0.11%             | 2028-03-07      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                           | HSBC Holdings plc                                                                                      | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1232000 | PA      | $1276311.74   | 0.01%             | 2032-05-17      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                           | HSBC Holdings plc                                                                                      | CUSIP: 404280EJ4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2380000 | PA      | $2464758.94   | 0.03%             | 2034-03-11      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                           | HSBC Holdings plc                                                                                      | CUSIP: 404280FJ3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     3405000 | PA      | $3474444.98   | 0.04%             | 2035-09-24      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                                                    | HP, Inc.                                                                                               | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      225961 | NS      | $4713546.46   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Generali                                                                    | Generali                                                                                               | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | EC               | CORP              | IT        |       60316 | NS      | $2702879.98   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                                  | L'Oreal SA                                                                                             | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |        8219 | NS      | $3539834.70   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                         | LVMH Moet Hennessy Louis Vuitton SE                                                                    | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |        5025 | NS      | $2684402.63   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                         | Intesa Sanpaolo SpA                                                                                    | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |     1256196 | NS      | $8534887.61   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BPER Banca SpA                                                              | BPER Banca SpA                                                                                         | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | EC               | CORP              | IT        |      156467 | NS      | $2309731.74   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                              | HarborView Mortgage Loan Trust, Series 2005-11, Class 2A1A                                             | CUSIP: 41161PUK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       81259 | PA      | $77867.98     | 0.00%             | 2045-08-19      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                                                | Capgemini SE                                                                                           | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |       17584 | NS      | $2138503.69   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlsberg A/S                                                               | Carlsberg A/S, Class B                                                                                 | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |       13553 | NS      | $1835263.28   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Harvest Midstream I LP                                                      | Harvest Midstream I LP                                                                                 | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     1710000 | PA      | $1780366.50   | 0.02%             | 2032-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                                 | Hashemite Kingdom of Jordan                                                                            | CUSIP: 418097AL5<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     1810000 | PA      | $1804081.30   | 0.02%             | 2030-07-07      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                                 | Hashemite Kingdom of Jordan                                                                            | CUSIP: 418097AP6<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     3075000 | PA      | $2996587.50   | 0.03%             | 2032-11-12      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                         | Herc Holdings, Inc.                                                                                    | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     2182000 | PA      | $2235784.12   | 0.03%             | 2029-06-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                         | Herc Holdings, Inc.                                                                                    | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     4134000 | PA      | $4300901.98   | 0.05%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Hershey Co. (The)                                                           | Hershey Co. (The)                                                                                      | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       21993 | NS      | $4084979.82   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Corp. (The)                                                           | Hertz Corp. (The)                                                                                      | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     1499000 | PA      | $1447936.42   | 0.02%             | 2026-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                           | Hertz Corp. (The)                                                                                      | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     8062000 | PA      | $3963359.82   | 0.05%             | 2029-12-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                           | Hertz Corp. (The)                                                                                      | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     5634000 | PA      | $5311252.37   | 0.06%             | 2029-07-15      | Fixed         | 12.62%                | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                             | Hertz Vehicle Financing LLC, Series 2023-2A, Class D                                                   | CUSIP: 42806MBZ1<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |      700000 | PA      | $722336.51    | 0.01%             | 2029-09-25      | Fixed         | 9.40%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                             | Hertz Vehicle Financing LLC, Series 2023-3A, Class A                                                   | CUSIP: 42806MCA5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |      420000 | PA      | $424043.68    | 0.00%             | 2028-02-25      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                             | Hertz Vehicle Financing LLC, Series 2025-2A, Class D                                                   | CUSIP: 42806MDA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      250000 | PA      | $251335.80    | 0.00%             | 2031-09-25      | Fixed         | 8.34%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                             | Hertz Vehicle Financing LLC, Series 2025-4A, Class D                                                   | CUSIP: 42806MDJ5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |      250000 | PA      | $260101.05    | 0.00%             | 2031-12-25      | Fixed         | 9.34%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                             | Hertz Vehicle Financing LLC, Series 2025-6A, Class D                                                   | CUSIP: 42806MDT3<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |      250000 | PA      | $249785.80    | 0.00%             | 2032-05-25      | Fixed         | 8.30%                 | Yes           |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                | Hess Midstream Operations LP                                                                           | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2602000 | PA      | $2523568.30   | 0.03%             | 2030-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                | Hess Midstream Operations LP                                                                           | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1696000 | PA      | $1737679.20   | 0.02%             | 2029-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                | Hess Midstream Operations LP                                                                           | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      778000 | PA      | $785645.41    | 0.01%             | 2028-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                | Hess Midstream Operations LP                                                                           | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        5000 | PA      | $4976.93      | 0.00%             | 2028-06-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                              | Hewlett Packard Enterprise Co.                                                                         | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      187867 | NS      | $5404933.59   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Corp. (The)                                                           | Hertz Corp. (The), Escrow                                                                              | CUSIP: 428ESCAA5<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     1106000 | PA      | $110.60       | 0.00%             | 2022-10-15      | Fixed         | 6.25%                 | No            |                  3 | On Loan: No      |
| Hertz Corp. (The)                                                           | Hertz Corp. (The), Escrow                                                                              | CUSIP: 428ESCAB3<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    11828000 | PA      | $1182.80      | 0.00%             | 2024-10-15      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| Hertz Corp. (The)                                                           | Hertz Corp. (The), Escrow                                                                              | CUSIP: 428ESCAC1<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     5505000 | PA      | $550.50       | 0.00%             | 2026-08-01      | Fixed         | 7.12%                 | No            |                  3 | On Loan: No      |
| Hertz Corp. (The)                                                           | Hertz Corp. (The), Escrow                                                                              | CUSIP: 428ESCAD9<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     5450000 | PA      | $545.00       | 0.00%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Hilcorp Energy I LP                                                         | Hilcorp Energy I LP                                                                                    | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      183000 | PA      | $183967.52    | 0.00%             | 2028-11-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                         | Hilcorp Energy I LP                                                                                    | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1719000 | PA      | $1712192.42   | 0.02%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                         | Hilcorp Energy I LP                                                                                    | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1430000 | PA      | $1420624.35   | 0.02%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                         | Hilcorp Energy I LP                                                                                    | CUSIP: 431318BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      533000 | PA      | $535647.41    | 0.01%             | 2034-05-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                         | Hilton Domestic Operating Co., Inc.                                                                    | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     1134000 | PA      | $1125684.60   | 0.01%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                         | Hilton Domestic Operating Co., Inc.                                                                    | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     1583000 | PA      | $1527715.78   | 0.02%             | 2029-05-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                         | Hilton Domestic Operating Co., Inc.                                                                    | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     1206000 | PA      | $1222588.53   | 0.01%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                         | Hilton Domestic Operating Co., Inc.                                                                    | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     1141000 | PA      | $1162214.61   | 0.01%             | 2032-04-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                         | Hilton Domestic Operating Co., Inc.                                                                    | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     2850000 | PA      | $2885847.30   | 0.03%             | 2033-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                         | Hilton Domestic Operating Co., Inc.                                                                    | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     5687000 | PA      | $5725188.21   | 0.07%             | 2033-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                         | Hilton Domestic Operating Co., Inc.                                                                    | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      692000 | PA      | $686885.84    | 0.01%             | 2034-03-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Honduras                                                        | Republic of Honduras                                                                                   | CUSIP: 438180AK7<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |     1190000 | PA      | $1361806.25   | 0.02%             | 2034-11-27      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Honeywell Aerospace, Inc.                                                   | Honeywell Aerospace, Inc.                                                                              | CUSIP: 43849RAE5<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |      415000 | PA      | $409935.54    | 0.00%             | 2031-03-16      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                        | Howard Midstream Energy Partners LLC                                                                   | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2201000 | PA      | $2295110.36   | 0.03%             | 2032-07-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                        | Howard Midstream Energy Partners LLC                                                                   | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3853000 | PA      | $3919633.78   | 0.04%             | 2034-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| H World Group Ltd.                                                          | H World Group Ltd.                                                                                     | CUSIP: 44332N106<br>LEI: 549300Y5ML31FVN83730 | Long             | EC               | CORP              | KY        |      128670 | NS      | $6644518.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hughes Satellite Systems Corp.                                              | Hughes Satellite Systems Corp.                                                                         | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2226000 | PA      | $1580460.00   | 0.02%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                     | Hyundai Capital America                                                                                | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       37000 | PA      | $36623.10     | 0.00%             | 2026-09-17      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                                     | Hyundai Capital America                                                                                | CUSIP: 44891ACA3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       18000 | PA      | $16984.12     | 0.00%             | 2028-09-15      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                                     | Hyundai Capital America                                                                                | CUSIP: 44891ADF1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      141000 | PA      | $140537.09    | 0.00%             | 2027-09-24      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                                     | Hyundai Capital America                                                                                | CUSIP: 44891ADL8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      460000 | PA      | $462858.79    | 0.01%             | 2028-01-07      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                        | IHO Verwaltungs GmbH                                                                                   | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     1816000 | PA      | $1871418.87   | 0.02%             | 2030-11-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                        | IHO Verwaltungs GmbH                                                                                   | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      722000 | PA      | $746497.46    | 0.01%             | 2032-11-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                        | IHO Verwaltungs GmbH                                                                                   | CUSIP: 44963BAJ7<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      509233 | PA      | $517980.87    | 0.01%             | 2033-05-15      | Fixed         | 7.37%                 | Yes           |                  2 | On Loan: No      |
| ILFC E-Capital Trust I                                                      | ILFC E-Capital Trust I                                                                                 | CUSIP: 44965TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6213000 | PA      | $5327261.68   | 0.06%             | 2065-12-21      | Floating      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| ILFC E-Capital Trust II                                                     | ILFC E-Capital Trust II                                                                                | CUSIP: 44965UAA2<br>LEI: N/A                  | Long             | SN               | CORP              | US        |     3358000 | PA      | $2936340.98   | 0.03%             | 2065-12-21      | Floating      | 6.63%                 | Yes           |                  2 | On Loan: No      |
| KBC Group NV                                                                | KBC Group NV                                                                                           | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | EC               | CORP              | BE        |       12401 | NS      | $1650548.92   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                                           | INEOS Finance plc                                                                                      | CUSIP: 44984WAH0<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |     1877000 | PA      | $1885125.53   | 0.02%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| INEOS Finance plc                                                           | INEOS Finance plc                                                                                      | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |     1780000 | PA      | $1757934.59   | 0.02%             | 2029-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| IQVIA, Inc.                                                                 | IQVIA, Inc.                                                                                            | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     6890000 | PA      | $6889913.19   | 0.08%             | 2026-10-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| IRV Trust                                                                   | IRV Trust, Series 2025-200P, Class A                                                                   | CUSIP: 45006HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3400000 | PA      | $3432479.52   | 0.04%             | 2047-03-14      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| IRV Trust                                                                   | IRV Trust, Series 2025-200P, Class B                                                                   | CUSIP: 45006HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1400000 | PA      | $1394153.32   | 0.02%             | 2047-03-14      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| IRV Trust                                                                   | IRV Trust, Series 2025-200P, Class C                                                                   | CUSIP: 45006HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1700000 | PA      | $1698676.89   | 0.02%             | 2047-03-14      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                  | iHeartCommunications, Inc.                                                                             | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     7498930 | PA      | $7512915.50   | 0.09%             | 2029-05-01      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: —       |
| iHeartCommunications, Inc.                                                  | iHeartCommunications, Inc.                                                                             | CUSIP: 45174HBL0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     4846363 | PA      | $4616160.76   | 0.05%             | 2030-05-01      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: —       |
| iHeartMedia, Inc.                                                           | iHeartMedia, Inc., Class A                                                                             | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      122091 | NS      | $728883.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wartsila OYJ Abp                                                            | Wartsila OYJ Abp                                                                                       | CUSIP: N/A<br>LEI: 743700G7A9J1PHM3X223       | Long             | EC               | CORP              | FI        |       41344 | NS      | $1736332.64   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                                             | Impac CMB Trust, Series 2004-10, Class 2A                                                              | CUSIP: 45254NLL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      248216 | PA      | $235059.57    | 0.00%             | 2035-03-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                                             | Impac CMB Trust, Series 2005-2, Class 1A2                                                              | CUSIP: 45254NMZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      131379 | PA      | $130987.38    | 0.00%             | 2035-04-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Impac Secured Assets CMN Owner Trust                                        | Impac Secured Assets CMN Owner Trust, Series 2003-2, Class A4                                          | CUSIP: 45254TMV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      129818 | PA      | $85798.14     | 0.00%             | 2033-08-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Impac Secured Assets Trust                                                  | Impac Secured Assets Trust, Series 2007-3, Class A1B                                                   | CUSIP: 45257VAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1159231 | PA      | $1025282.37   | 0.01%             | 2037-09-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Impac Secured Assets Trust                                                  | Impac Secured Assets Trust, Series 2007-3, Class A1C                                                   | CUSIP: 45257VAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1942496 | PA      | $1725908.33   | 0.02%             | 2037-09-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Ingram Micro, Inc.                                                          | Ingram Micro, Inc.                                                                                     | CUSIP: 45258LAA5<br>LEI: 549300KJMEWPKRQZHX63 | Long             | DBT              | CORP              | US        |    10401000 | PA      | $10220666.42  | 0.12%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Incora Top Holdco LLC                                                       | Incora Top Holdco LLC                                                                                  | CUSIP: 45338U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1672 | NS      | $47785.76     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Crescent Energy Finance LLC                                                 | Crescent Energy Finance LLC                                                                            | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     4357000 | PA      | $4486302.69   | 0.05%             | 2032-04-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                 | Crescent Energy Finance LLC                                                                            | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     3268000 | PA      | $3344644.40   | 0.04%             | 2033-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: —       |
| Crescent Energy Finance LLC                                                 | Crescent Energy Finance LLC                                                                            | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     2028000 | PA      | $2144772.24   | 0.02%             | 2034-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Home Equity Mortgage Loan Asset-Backed Trust                                | Home Equity Mortgage Loan Asset-Backed Trust, Series 2004-B, Class M2                                  | CUSIP: 456606FB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       73643 | PA      | $73225.79     | 0.00%             | 2034-11-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Home Equity Mortgage Loan Asset-Backed Trust                                | Home Equity Mortgage Loan Asset-Backed Trust, Series 2004-C, Class M2                                  | CUSIP: 456606FV9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      636042 | PA      | $566891.93    | 0.01%             | 2035-03-25      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                            | IndyMac INDX Mortgage Loan Trust, Series 2005-AR3, Class 3A1                                           | CUSIP: 45660LFK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      103088 | PA      | $96134.80     | 0.00%             | 2035-04-25      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                      | Residential Asset Securitization Trust, Series 2005-A3, Class A2                                       | CUSIP: 45660LHS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2035-04-25      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                            | IndyMac INDX Mortgage Loan Trust, Series 2005-AR14, Class 2A1A                                         | CUSIP: 45660LRX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      548184 | PA      | $437923.62    | 0.01%             | 2035-07-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                      | Residential Asset Securitization Trust, Series 2005-A14, Class A1                                      | CUSIP: 45660LS83<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      122409 | PA      | $51267.55     | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                      | Residential Asset Securitization Trust, Series 2005-A8CB, Class A11                                    | CUSIP: 45660LSZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1239018 | PA      | $652584.33    | 0.01%             | 2035-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                            | IndyMac INDX Mortgage Loan Trust, Series 2007-AR21, Class 6A1                                          | CUSIP: 45670BAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3444405 | PA      | $2016420.34   | 0.02%             | 2037-09-25      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 plc                                                 | INEOS Quattro Finance 2 plc                                                                            | CUSIP: 45674GAB0<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |     1867000 | PA      | $1810990.00   | 0.02%             | 2029-03-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: —       |
| Infosys Ltd.                                                                | Infosys Ltd.                                                                                           | CUSIP: 456788108<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |       26680 | NS      | $332432.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                                                | ING Groep NV                                                                                           | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      729000 | PA      | $727747.02    | 0.01%             | 2027-03-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Infinity Natural Resources LLC                                              | Infinity Natural Resources LLC                                                                         | CUSIP: 45690BAA3<br>LEI: 54930021094IFVB5ND43 | Long             | DBT              | CORP              | US        |      749000 | PA      | $761662.59    | 0.01%             | 2031-04-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Insight Enterprises, Inc.                                                   | Insight Enterprises, Inc.                                                                              | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |      909000 | PA      | $901630.83    | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Installed Building Products, Inc.                                           | Installed Building Products, Inc.                                                                      | CUSIP: 45780RAB7<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |      865000 | PA      | $860708.91    | 0.01%             | 2034-02-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                             | Intercontinental Exchange, Inc.                                                                        | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      250000 | PA      | $246044.48    | 0.00%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                             | Danske Bank A/S                                                                                        | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               | CORP              | DK        |      314455 | NS      | $16165661.33  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                       | International Business Machines Corp.                                                                  | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       15377 | NS      | $3551779.46   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                    | International Flavors & Fragrances, Inc.                                                               | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       47751 | NS      | $3352120.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Continental AG                                                              | Continental AG                                                                                         | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | EC               | CORP              | DE        |       27017 | NS      | $2044190.87   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| International Paper Co.                                                     | International Paper Co.                                                                                | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      117952 | NS      | $3588099.84   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit, Inc.                                                                | Intuit, Inc.                                                                                           | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       13202 | NS      | $5128977.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes, Inc.                                                      | Invitation Homes, Inc.                                                                                 | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      174661 | NS      | $5024996.97   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ION Platform Finance US, Inc.                                               | ION Platform Finance US, Inc.                                                                          | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |     2287000 | PA      | $1777288.08   | 0.02%             | 2032-09-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| IQVIA, Inc.                                                                 | IQVIA, Inc.                                                                                            | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     5086000 | PA      | $5081911.87   | 0.06%             | 2027-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| IQVIA, Inc.                                                                 | IQVIA, Inc.                                                                                            | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1020595.00   | 0.01%             | 2030-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| IQVIA, Inc.                                                                 | IQVIA, Inc.                                                                                            | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     6519000 | PA      | $6638923.52   | 0.08%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                         | Iron Mountain, Inc.                                                                                    | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |       37658 | NS      | $4744531.42   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain, Inc.                                                         | Iron Mountain, Inc.                                                                                    | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2993296.80   | 0.03%             | 2027-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                         | Iron Mountain, Inc.                                                                                    | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     2207000 | PA      | $2204990.75   | 0.03%             | 2028-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                         | Iron Mountain, Inc.                                                                                    | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      395000 | PA      | $393708.51    | 0.00%             | 2028-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                         | Iron Mountain, Inc.                                                                                    | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     5412000 | PA      | $5355994.84   | 0.06%             | 2030-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                         | Iron Mountain, Inc.                                                                                    | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      350000 | PA      | $355420.45    | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| NCC AB                                                                      | NCC AB, Class B                                                                                        | CUSIP: N/A<br>LEI: 213800WRGLW3CY4MHW53       | Long             | EC               | CORP              | SE        |       80975 | NS      | $1747065.61   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OMV AG                                                                      | OMV AG                                                                                                 | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | EC               | CORP              | AT        |       45205 | NS      | $3191028.29   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Istanbul Metropolitan Municipality                                          | Istanbul Metropolitan Municipality                                                                     | CUSIP: 46522TAC2<br>LEI: 213800T1VDQSNKA2MD76 | Long             | DBT              | NUSS              | TR        |     3146000 | PA      | $3403468.64   | 0.04%             | 2028-12-06      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| ITC Holdings Corp.                                                          | ITC Holdings Corp.                                                                                     | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |       34000 | PA      | $31834.64     | 0.00%             | 2030-05-14      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust                         | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2016-JP3, Class D                          | CUSIP: 46590RAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4500000 | PA      | $2677500.00   | 0.03%             | 2049-08-15      | Variable      | 3.54%                 | Yes           |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                             | JH North America Holdings, Inc.                                                                        | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     1068000 | PA      | $1067507.87   | 0.01%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                             | JH North America Holdings, Inc.                                                                        | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     1599000 | PA      | $1602396.28   | 0.02%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Mortgage Trust                                                     | JPMorgan Mortgage Trust, Series 2004-A6, Class 1A1                                                     | CUSIP: 466247GR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       16424 | PA      | $14687.14     | 0.00%             | 2034-12-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Mortgage Trust                                                     | JPMorgan Mortgage Trust, Series 2005-A3, Class 6A6                                                     | CUSIP: 466247RM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       74894 | PA      | $75358.73     | 0.00%             | 2035-06-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| JPMorgan Mortgage Trust                                                     | JPMorgan Mortgage Trust, Series 2005-A6, Class 1A2                                                     | CUSIP: 466247TM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       60039 | PA      | $56966.45     | 0.00%             | 2035-09-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Mortgage Trust                                                     | JPMorgan Mortgage Trust, Series 2005-A8, Class 1A1                                                     | CUSIP: 466247YH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       54353 | PA      | $42232.52     | 0.00%             | 2035-11-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| JPMorgan Mortgage Trust                                                     | JPMorgan Mortgage Trust, Series 2005-A8, Class 4A1                                                     | CUSIP: 466247YZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      902476 | PA      | $733690.25    | 0.01%             | 2035-11-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| JPMorgan Mortgage Trust                                                     | JPMorgan Mortgage Trust, Series 2006-S3, Class 2A4                                                     | CUSIP: 46629ABU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        6738 | PA      | $6218.35      | 0.00%             | 2021-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Mortgage Trust                                                     | JPMorgan Mortgage Trust, Series 2006-A7, Class 2A4                                                     | CUSIP: 46629DAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      257117 | PA      | $213458.80    | 0.00%             | 2037-01-25      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| JPMorgan Mortgage Trust                                                     | JPMorgan Mortgage Trust, Series 2007-S1, Class 2A17                                                    | CUSIP: 46630RAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3541379 | PA      | $928300.24    | 0.01%             | 2037-03-25      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Prime Money Market Fund                                            | JPMorgan Prime Money Market Fund, Class IM                                                             | CUSIP: 46637K844<br>LEI: 549300YD7H8SEEU7VG41 | Long             | STIV             | RF                | US        |    36978705 | NS      | $36982403.13  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                  | JPMBB Commercial Mortgage Securities Trust, Series 2013-C15, Class E                                   | CUSIP: 46640NAR9<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $560180.00    | 0.01%             | 2045-11-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                  | JPMBB Commercial Mortgage Securities Trust, Series 2014-C26, Class C                                   | CUSIP: 46643TBG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1926232 | PA      | $1829958.92   | 0.02%             | 2048-01-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Moran Foods Backstop Equity                                                 | Moran Foods Backstop Equity                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        | 23005765740 | NS      | $23005.77     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                  | JPMBB Commercial Mortgage Securities Trust, Series 2015-C33, Class C                                   | CUSIP: 46645JAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8000000 | PA      | $7677680.00   | 0.09%             | 2048-12-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                  | JPMBB Commercial Mortgage Securities Trust, Series 2016-C1, Class D2                                   | CUSIP: 46645LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1464500 | PA      | $1259484.65   | 0.01%             | 2049-03-17      | Variable      | 4.42%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                  | JPMBB Commercial Mortgage Securities Trust, Series 2016-C1, Class C                                    | CUSIP: 46645LBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4845050.00   | 0.06%             | 2049-03-17      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities Lending Money Market Fund                               | JPMorgan Securities Lending Money Market Fund, Class Agency SL Shares                                  | CUSIP: 46645V642<br>LEI: 5493002FD4HXUJXMRO62 | Long             | STIV             | RF                | US        |   137416586 | NS      | $137416585.87 | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                                  | JPMDB Commercial Mortgage Securities Trust, Series 2016-C4, Class D                                    | CUSIP: 46646RAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2514000 | PA      | $1587111.33   | 0.02%             | 2049-12-15      | Variable      | 3.14%                 | Yes           |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust                                  | JPMCC Commercial Mortgage Securities Trust, Series 2017-JP5, Class D                                   | CUSIP: 46647TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7577000 | PA      | $6391319.97   | 0.07%             | 2050-03-15      | Variable      | 4.64%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Nasdaq Equity Premium Income ETF                                   | JPMorgan Nasdaq Equity Premium Income ETF                                                              | CUSIP: 46654Q203<br>LEI: 549300QY7QH8W9EILZ23 | Long             |  | RF                | US        |    14246711 | NS      | $844402560.97 | 9.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Pernod Ricard SA                                                            | Pernod Ricard SA                                                                                       | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |       17422 | NS      | $1295184.51   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                        | Jackson National Life Global Funding                                                                   | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |      250000 | PA      | $252587.93    | 0.00%             | 2027-07-02      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Telenor ASA                                                                 | Telenor ASA                                                                                            | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |      336720 | NS      | $5542521.61   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN, Inc.                                                              | JELD-WEN, Inc.                                                                                         | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |     3325000 | PA      | $2476053.02   | 0.03%             | 2027-12-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| JELD-WEN Holding, Inc.                                                      | JELD-WEN Holding, Inc.                                                                                 | CUSIP: 47580PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1707000 | PA      | $863718.10    | 0.01%             | 2032-09-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| RWE AG                                                                      | RWE AG                                                                                                 | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |       49680 | NS      | $3617328.97   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp.                                                       | JetBlue Airways Corp.                                                                                  | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4810000 | PA      | $4479882.24   | 0.05%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Johnson & Johnson                                                           | Johnson & Johnson                                                                                      | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      103948 | NS      | $23892447.80  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Prime Money Market Fund                                            | JPMorgan Prime Money Market Fund, Class Institutional                                                  | CUSIP: 4812A2603<br>LEI: 549300YD7H8SEEU7VG41 | Long             | STIV             | RF                | US        |   198772922 | NS      | $198812676.56 | 2.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                            | Skandinaviska Enskilda Banken AB, Class A                                                              | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | EC               | CORP              | SE        |       95189 | NS      | $1883997.91   | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Swedbank AB                                                                 | Swedbank AB, Class A                                                                                   | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               | CORP              | SE        |       54753 | NS      | $1935476.12   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kenvue, Inc.                                                                | Kenvue, Inc.                                                                                           | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |      251800 | NS      | $4414054.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Kenya                                                           | Republic of Kenya                                                                                      | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     1646000 | PA      | $1737764.50   | 0.02%             | 2031-02-16      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Kenya                                                           | Republic of Kenya                                                                                      | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     2316000 | PA      | $2321326.80   | 0.03%             | 2036-03-05      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Kenya                                                           | Republic of Kenya                                                                                      | CUSIP: 491798AP9<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     1890000 | PA      | $1799280.00   | 0.02%             | 2033-10-09      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Republic of Kenya                                                           | Republic of Kenya                                                                                      | CUSIP: 491798AQ7<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     3328000 | PA      | $3169387.52   | 0.04%             | 2038-10-09      | Fixed         | 8.80%                 | Yes           |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                      | Keurig Dr Pepper, Inc.                                                                                 | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      164870 | NS      | $4847178.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                                                     | KeyCorp                                                                                                | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      225538 | NS      | $4986645.18   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                                     | E.ON SE                                                                                                | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |      382572 | NS      | $8481716.30   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp.                                                        | Kimberly-Clark Corp.                                                                                   | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       44994 | NS      | $4428759.42   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp.                                                          | Kimco Realty Corp.                                                                                     | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |      196704 | NS      | $4650082.56   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty OP LLC                                                         | Kimco Realty OP LLC                                                                                    | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8841.53      | 0.00%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                         | Kinder Morgan, Inc.                                                                                    | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      151174 | NS      | $4969089.38   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinetik Holdings LP                                                         | Kinetik Holdings LP                                                                                    | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     2355000 | PA      | $2362966.97   | 0.03%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                         | Kinetik Holdings LP                                                                                    | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     1162000 | PA      | $1185348.07   | 0.01%             | 2028-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Kingston Airport Revenue Finance Ltd.                                       | Kingston Airport Revenue Finance Ltd.                                                                  | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |     1299000 | PA      | $1318612.43   | 0.02%             | 2036-12-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| Kioxia Holdings Corp.                                                       | Kioxia Holdings Corp.                                                                                  | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |     4907000 | PA      | $5053893.25   | 0.06%             | 2030-07-24      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Knife River Corp.                                                           | Knife River Corp.                                                                                      | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3140000 | PA      | $3260378.18   | 0.04%             | 2031-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                     | Kodiak Gas Services LLC                                                                                | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     1401000 | PA      | $1433085.70   | 0.02%             | 2033-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                     | Kodiak Gas Services LLC                                                                                | CUSIP: 50012LAF1<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      885000 | PA      | $891430.32    | 0.01%             | 2031-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Kraft Heinz Co. (The)                                                       | Kraft Heinz Co. (The)                                                                                  | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |      192911 | NS      | $4371363.26   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyrgyz Republic International Bond                                          | Kyrgyz Republic International Bond                                                                     | CUSIP: 50158LAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | KG        |     1960000 | PA      | $2001160.00   | 0.02%             | 2030-06-03      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| LABL, Inc.                                                                  | LABL, Inc.                                                                                             | CUSIP: 50168QAF2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |      543000 | PA      | $233490.00    | 0.00%             | 2031-10-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                     | Bath & Body Works, Inc.                                                                                | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     1009000 | PA      | $995335.92    | 0.01%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                     | Bath & Body Works, Inc.                                                                                | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     2186000 | PA      | $2125880.89   | 0.02%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                        | LHOME Mortgage Trust, Series 2024-RTL3, Class A1                                                       | CUSIP: 50205GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $5018921.50   | 0.06%             | 2029-05-25      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                        | LHOME Mortgage Trust, Series 2024-RTL2, Class A1                                                       | CUSIP: 50205JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3325000 | PA      | $3326647.87   | 0.04%             | 2029-03-25      | Variable      | 7.13%                 | Yes           |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                        | LHOME Mortgage Trust, Series 2024-RTL5, Class A1                                                       | CUSIP: 50205WAA5<br>LEI: 529900ZQNJ23BIJVY871 | Long             | ABS-MBS          | CORP              | US        |      480000 | PA      | $480322.03    | 0.01%             | 2039-09-25      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| LD Celulose International GmbH                                              | LD Celulose International GmbH                                                                         | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |     1000000 | PA      | $1041520.00   | 0.01%             | 2032-01-26      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| Lseg US Fin Corp.                                                           | LSEG US Fin Corp.                                                                                      | CUSIP: 50220WF11<br>LEI: 2138007FV67QQ13CGJ43 | Long             | STIV             | CORP              | US        |      250000 | PA      | $249118.95    | 0.00%             | 2026-06-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UPM-Kymmene OYJ                                                             | UPM-Kymmene OYJ                                                                                        | CUSIP: N/A<br>LEI: 213800EC6PW5VU4J9U64       | Long             | EC               | CORP              | FI        |       26365 | NS      | $789970.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | Forward Foreign Currency Contract                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-77301.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Heijmans N.V.                                                   | Koninklijke Heijmans N.V.                                                                              | CUSIP: N/A<br>LEI: 724500OUE3PCA809DZ79       | Long             | EC               | CORP              | NL        |       29604 | NS      | $2995262.29   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BASF SE                                                                     | BASF SE                                                                                                | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |       32410 | NS      | $2078667.05   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HOCHTIEF AG                                                                 | HOCHTIEF AG                                                                                            | CUSIP: N/A<br>LEI: 529900Y25S8NZIYTT924       | Long             | EC               | CORP              | DE        |        3874 | NS      | $2083551.14   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bilfinger SE                                                                | Bilfinger SE                                                                                           | CUSIP: N/A<br>LEI: 529900H0HULEN2BZ4604       | Long             | EC               | CORP              | DE        |        6584 | NS      | $759338.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corp.                                                          | Lam Research Corp.                                                                                     | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       46464 | NS      | $11981207.04  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Media Corp.                                                           | Lamar Media Corp.                                                                                      | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      481000 | PA      | $461214.69    | 0.01%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                                  | Lamb Weston Holdings, Inc.                                                                             | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     6521000 | PA      | $6247327.32   | 0.07%             | 2030-01-31      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                 | Crescent Energy Finance LLC                                                                            | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     4528000 | PA      | $4694200.24   | 0.05%             | 2032-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Orange SA                                                                   | Orange SA                                                                                              | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |      198531 | NS      | $4133882.29   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Lear Corp.                                                                  | Lear Corp.                                                                                             | CUSIP: 521865BC8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4418.42      | 0.00%             | 2032-01-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Randstad NV                                                                 | Randstad NV                                                                                            | CUSIP: N/A<br>LEI: 7245009EAAUUQJ0U4T57       | Long             | EC               | CORP              | NL        |       31567 | NS      | $935374.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Allianz SE                                                                  | Allianz SE (Registered)                                                                                | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |       45846 | NS      | $20939358.90  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                                                 | Legacy Mortgage Asset Trust, Series 2021-GS1, Class A2                                                 | CUSIP: 52474JAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2361981 | PA      | $2365068.90   | 0.03%             | 2066-10-25      | Variable      | 7.84%                 | Yes           |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                                                 | Legacy Mortgage Asset Trust, Series 2021-GS3, Class A2                                                 | CUSIP: 52474XAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3183694 | PA      | $3186549.64   | 0.04%             | 2061-07-25      | Variable      | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                                       | Lehman Mortgage Trust, Series 2007-7, Class 5A7                                                        | CUSIP: 52519BBP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6576418 | PA      | $2688768.99   | 0.03%             | 2037-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                                       | Lehman Mortgage Trust, Series 2005-2, Class 2A5                                                        | CUSIP: 52520MBW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      562299 | PA      | $299450.52    | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Leidos, Inc.                                                                | Leidos, Inc.                                                                                           | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |      470000 | PA      | $462743.09    | 0.01%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Leidos, Inc.                                                                | Leidos, Inc.                                                                                           | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |      207000 | PA      | $211041.44    | 0.00%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                      | Lendmark Funding Trust, Series 2025-3A, Class C                                                        | CUSIP: 525951AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      515000 | PA      | $508276.68    | 0.01%             | 2035-05-21      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                      | Lendmark Funding Trust, Series 2025-3A, Class D                                                        | CUSIP: 525951AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      515000 | PA      | $509123.49    | 0.01%             | 2035-05-21      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                      | Lendmark Funding Trust, Series 2025-2A, Class A                                                        | CUSIP: 52603GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      950000 | PA      | $950715.07    | 0.01%             | 2034-10-20      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                      | Lendmark Funding Trust, Series 2025-2A, Class C                                                        | CUSIP: 52603GAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      950000 | PA      | $950914.95    | 0.01%             | 2034-10-20      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                      | Lendmark Funding Trust, Series 2021-2A, Class B                                                        | CUSIP: 52604DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $470331.05    | 0.01%             | 2032-04-20      | Fixed         | 2.37%                 | Yes           |                  2 | On Loan: No      |
| LendingClub Loan Certificate Issuer Trust                                   | LendingClub Loan Certificate Issuer Trust, Series 2022-P3, Class CERT                                  | CUSIP: 52604XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      125000 | PA      | $290959.63    | 0.00%             | 2037-05-15      | Fixed         | 11.88%                | Yes           |                  3 | On Loan: No      |
| LendingClub Loan Certificate Issuer Trust                                   | LendingClub Loan Certificate Issuer Trust, Series 2022-NP3, Class CERT                                 | CUSIP: 52606XAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      125000 | PA      | $625720.13    | 0.01%             | 2037-05-15      | Fixed         | 25.22%                | Yes           |                  3 | On Loan: No      |
| LendingClub Loan Certificate Issuer Trust                                   | LendingClub Loan Certificate Issuer Trust, Series 2022-NP6, Class CERT                                 | CUSIP: 52607PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       50000 | PA      | $293712.25    | 0.00%             | 2037-07-15      | Fixed         | 25.46%                | Yes           |                  3 | On Loan: No      |
| LendingClub Loan Certificate Issuer Trust                                   | LendingClub Loan Certificate Issuer Trust, Series 2022-P4, Class CERT                                  | CUSIP: 52608CAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      200000 | PA      | $481247.20    | 0.01%             | 2037-06-15      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| LendingClub Loan Certificate Issuer Trust                                   | LendingClub Loan Certificate Issuer Trust, Series 2022-NP5, Class CERT                                 | CUSIP: 52608RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      200000 | PA      | $1275262.80   | 0.01%             | 2037-06-15      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Endesa SA                                                                   | Endesa SA                                                                                              | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |      168574 | NS      | $7555772.16   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Level 3 Financing, Inc.                                                     | Level 3 Financing, Inc.                                                                                | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     5675000 | PA      | $5856780.86   | 0.07%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                     | Level 3 Financing, Inc.                                                                                | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     4154323 | PA      | $4308975.98   | 0.05%             | 2034-03-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Erste Group Bank AG                                                         | Erste Group Bank AG                                                                                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |       21833 | NS      | $2412461.47   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG                               | Muenchener Rueckversicherungs-Gesellschaft AG (Registered)                                             | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |       43254 | NS      | $25873338.90  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                         | Lithia Motors, Inc.                                                                                    | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     1536000 | PA      | $1458882.51   | 0.02%             | 2031-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                         | Lithia Motors, Inc.                                                                                    | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      881000 | PA      | $876330.70    | 0.01%             | 2030-10-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                             | Live Nation Entertainment, Inc.                                                                        | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     8509000 | PA      | $8483565.75   | 0.10%             | 2027-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                             | Live Nation Entertainment, Inc.                                                                        | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    10261000 | PA      | $10265566.15  | 0.12%             | 2027-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                             | Live Nation Entertainment, Inc.                                                                        | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     2187000 | PA      | $2144735.35   | 0.02%             | 2028-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                    | Lloyds Banking Group plc                                                                               | CUSIP: 53944YAJ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     5231000 | PA      | $5248766.20   | 0.06%             | 2026-06-27      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                    | Lloyds Banking Group plc                                                                               | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     2100000 | PA      | $2164926.96   | 0.02%             | 2035-01-05      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                    | Lloyds Banking Group plc                                                                               | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      318000 | PA      | $320104.71    | 0.00%             | 2028-01-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                    | Lloyds Banking Group plc                                                                               | CUSIP: 53944YBB8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     2000000 | PA      | $2057558.00   | 0.02%             | 2031-09-27      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                       | Lockheed Martin Corp.                                                                                  | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |        7721 | NS      | $3999246.37   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankinter SA                                                                | Bankinter SA                                                                                           | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | EC               | CORP              | ES        |       59299 | NS      | $986800.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TietoEVRY Oyj                                                               | Tieto OYJ                                                                                              | CUSIP: N/A<br>LEI: 549300EW2KM4KROKQV31       | Long             | EC               | CORP              | FI        |       75084 | NS      | $1677447.51   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                           | Lowe's Cos., Inc.                                                                                      | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      113036 | NS      | $26991866.44  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Lsf12 Helix Parent LLC                                                      | Lsf12 Helix Parent LLC                                                                                 | CUSIP: 548916AA3<br>LEI: 254900H70V4IL22BHL88 | Long             | DBT              | CORP              | US        |     1189000 | PA      | $1160627.81   | 0.01%             | 2033-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                          | Banco Bilbao Vizcaya Argentaria SA                                                                     | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |      253809 | NS      | $5604713.79   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                                    | Lumen Technologies, Inc.                                                                               | CUSIP: 550241AA1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     3457000 | PA      | $3317682.90   | 0.04%             | 2029-06-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                      | Mercedes-Benz Group AG                                                                                 | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |      111000 | NS      | $6470205.16   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                   | MGM Resorts International                                                                              | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     3006000 | PA      | $3044025.90   | 0.03%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| MGM Resorts International                                                   | MGM Resorts International                                                                              | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     2382000 | PA      | $2413254.22   | 0.03%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| M/I Homes, Inc.                                                             | M/I Homes, Inc.                                                                                        | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |      130000 | PA      | $129386.36    | 0.00%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                     | MPLX LP                                                                                                | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      410000 | PA      | $415012.14    | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MIWD Holdco II LLC                                                          | MIWD Holdco II LLC                                                                                     | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1208000 | PA      | $1114458.40   | 0.01%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| MPT Operating Partnership LP                                                | MPT Operating Partnership LP                                                                           | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1624000 | PA      | $1687171.98   | 0.02%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| MRCD MARK Mortgage Trust                                                    | MRCD MARK Mortgage Trust, Series 2019-PARK, Class F                                                    | CUSIP: 55348UAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10000000 | PA      | $6412600.00   | 0.07%             | 2036-12-15      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| MRCD MARK Mortgage Trust                                                    | MRCD MARK Mortgage Trust, Series 2019-PARK, Class G                                                    | CUSIP: 55348UAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $1895040.00   | 0.02%             | 2036-12-15      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| MRCD MARK Mortgage Trust                                                    | MRCD MARK Mortgage Trust, Series 2019-PARK, Class J                                                    | CUSIP: 55348UBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    17000000 | PA      | $7195420.00   | 0.08%             | 2036-12-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| MYT Holding LLC                                                             | MYT Holding LLC                                                                                        | CUSIP: 55406N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     1342068 | NS      | $335517.00    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MYT Holding LLC                                                             | MYT Holding LLC, Series A                                                                              | CUSIP: 55406N202<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     2316150 | NS      | $2994781.95   | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| Macquarie Bank Ltd.                                                         | Macquarie Bank Ltd.                                                                                    | CUSIP: 55607LJ47<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | STIV             | CORP              | AU        |      500000 | PA      | $493099.10    | 0.01%             | 2026-09-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Madison IAQ LLC                                                             | Madison IAQ LLC                                                                                        | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     1743000 | PA      | $1718712.86   | 0.02%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Madison IAQ LLC                                                             | Madison IAQ LLC                                                                                        | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     6109000 | PA      | $6092467.21   | 0.07%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Fortum OYJ                                                                  | Fortum OYJ                                                                                             | CUSIP: N/A<br>LEI: 635400IUIZZIUJSAMF76       | Long             | EC               | CORP              | FI        |       91387 | NS      | $2302320.05   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                                             | Discovery Global Holdings, Inc.                                                                        | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     3547000 | PA      | $3212624.31   | 0.04%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                                             | Discovery Global Holdings, Inc.                                                                        | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     2283000 | PA      | $1628988.99   | 0.02%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Sopra Steria Group                                                          | Sopra Steria Group                                                                                     | CUSIP: N/A<br>LEI: 96950020QIOHAAK9V551       | Long             | EC               | CORP              | FR        |         309 | NS      | $48214.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrefour SA                                                                | Carrefour SA                                                                                           | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | EC               | CORP              | FR        |      127200 | NS      | $2530436.34   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Naturgy Energy Group SA                                                     | Naturgy Energy Group SA                                                                                | CUSIP: N/A<br>LEI: TL2N6M87CW970S5SV098       | Long             | EC               | CORP              | ES        |       57960 | NS      | $1821702.91   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi SA                                                                   | Sanofi SA                                                                                              | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |      149895 | NS      | $14026645.91  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                          | Banco Santander SA                                                                                     | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |      590131 | NS      | $7200973.10   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                  | Mars, Inc.                                                                                             | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      430000 | PA      | $432555.66    | 0.00%             | 2028-03-01      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Mars, Inc.                                                                  | Mars, Inc.                                                                                             | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      250000 | PA      | $252532.31    | 0.00%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Marriott International, Inc.                                                | Marriott International, Inc.                                                                           | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      133000 | PA      | $132739.73    | 0.00%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Siemens AG                                                                  | Siemens AG (Registered)                                                                                | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |       33609 | NS      | $9987289.78   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                            | Mastercard, Inc., Class A                                                                              | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       46582 | NS      | $23427019.44  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Masterbrand, Inc.                                                           | Masterbrand, Inc.                                                                                      | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |     2022000 | PA      | $2011012.05   | 0.02%             | 2032-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| MASTR Alternative Loan Trust                                                | MASTR Alternative Loan Trust, Series 2005-3, Class 1A1                                                 | CUSIP: 576434L93<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       51573 | PA      | $46984.94     | 0.00%             | 2035-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loan Trust                                                | MASTR Alternative Loan Trust, Series 2005-5, Class 3A1                                                 | CUSIP: 576434T20<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      189230 | PA      | $79154.34     | 0.00%             | 2035-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loan Trust                                                | MASTR Alternative Loan Trust, Series 2005-6, Class 1A2                                                 | CUSIP: 576434V68<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      332843 | PA      | $209483.64    | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loan Trust                                                | MASTR Alternative Loan Trust, Series 2004-12, Class 3A1                                                | CUSIP: 576434YF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      252980 | PA      | $254559.87    | 0.00%             | 2034-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MASTR Asset-Backed Securities Trust                                         | MASTR Asset-Backed Securities Trust, Series 2004-OPT2, Class M2                                        | CUSIP: 57643LEX0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        5605 | PA      | $5785.59      | 0.00%             | 2034-09-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| MASTR Asset-Backed Securities Trust                                         | MASTR Asset-Backed Securities Trust, Series 2005-NC1, Class M4                                         | CUSIP: 57643LGJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      166093 | PA      | $187684.56    | 0.00%             | 2034-12-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                       | Matador Resources Co.                                                                                  | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     1867000 | PA      | $1906513.19   | 0.02%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Matador Resources Co.                                                       | Matador Resources Co.                                                                                  | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     2646000 | PA      | $2690890.40   | 0.03%             | 2033-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Matador Resources Co.                                                       | Matador Resources Co.                                                                                  | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     1286000 | PA      | $1290886.80   | 0.01%             | 2034-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                      | Mauser Packaging Solutions Holding Co.                                                                 | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    12981000 | PA      | $13125932.87  | 0.15%             | 2030-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                 | McGraw-Hill Education, Inc.                                                                            | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     2008000 | PA      | $1992766.91   | 0.02%             | 2028-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| McCormick & Co., Inc.                                                       | McCormick & Co., Inc. (Non-Voting)                                                                     | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |       86019 | NS      | $4373205.96   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                                                            | McDonald's Corp.                                                                                       | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       63683 | NS      | $18696691.97  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                                         | Deutsche Telekom AG (Registered)                                                                       | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |      154195 | NS      | $4980598.10   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                         | Medline Borrower LP                                                                                    | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3854000 | PA      | $3941181.33   | 0.05%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                     | Mercedes-Benz Finance North America LLC                                                                | CUSIP: 58769JAZ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |      250000 | PA      | $252011.74    | 0.00%             | 2027-11-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                           | Merck & Co., Inc.                                                                                      | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      145289 | NS      | $15862653.02  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Arc Holdco LLC                                                     | Meridian Arc Holdco LLC                                                                                | CUSIP: 58990CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6980000 | PA      | $6978411.28   | 0.08%             | 2031-04-30      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                      | Merrill Lynch Mortgage Investors Trust, Series 2003-OPT1, Class M1                                     | CUSIP: 5899295K0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       20637 | PA      | $18282.31     | 0.00%             | 2034-07-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                      | Merrill Lynch Mortgage Investors Trust, Series 2006-1, Class 2A1                                       | CUSIP: 59020U4S1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      340930 | PA      | $334931.63    | 0.00%             | 2036-02-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                      | Merrill Lynch Mortgage Investors Trust, Series 2004-HE2, Class M1                                      | CUSIP: 59020UKZ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       28181 | PA      | $27948.16     | 0.00%             | 2035-08-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                      | Merrill Lynch Mortgage Investors Trust, Series 2005-1, Class 2A2                                       | CUSIP: 59020UVJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       74166 | PA      | $68262.35     | 0.00%             | 2035-04-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                      | Merrill Lynch Mortgage Investors Trust, Series 2006-AF2, Class AF2                                     | CUSIP: 59023NAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      144152 | PA      | $48838.09     | 0.00%             | 2036-10-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MetLife Capital Trust IV                                                    | MetLife Capital Trust IV                                                                               | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8747000 | PA      | $9547149.32   | 0.11%             | 2037-12-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| MetLife, Inc.                                                               | MetLife, Inc., Series D                                                                                | CUSIP: 59156RBT4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      106000 | PA      | $106074.31    | 0.00%             | 2028-03-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                               | MetLife, Inc.                                                                                          | CUSIP: 59156RCR7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     1705000 | PA      | $1681930.84   | 0.02%             | 2056-03-15      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust                                                | Metlife Securitization Trust, Series 2017-1A, Class A                                                  | CUSIP: 59166BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1152002 | PA      | $1104150.78   | 0.01%             | 2055-04-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Microsoft Corp.                                                             | Microsoft Corp.                                                                                        | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      157914 | NS      | $64394170.92  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology, Inc.                                                  | Microchip Technology, Inc.                                                                             | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |       10157 | NS      | $943686.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology, Inc.                                                     | Micron Technology, Inc.                                                                                | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       13091 | NS      | $6770141.56   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities, Inc.                                     | Mid-America Apartment Communities, Inc.                                                                | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |       35530 | NS      | $4589765.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN NV                                                          | Koninklijke KPN NV                                                                                     | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |     1744908 | NS      | $9330981.46   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Stagwell Global LLC                                                         | Stagwell Global LLC                                                                                    | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |     5795000 | PA      | $5512520.23   | 0.06%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Midcontinent Communications                                                 | Midcontinent Communications                                                                            | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |     3704000 | PA      | $3485939.22   | 0.04%             | 2032-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: —       |
| Telefonaktiebolaget LM Ericsson                                             | Telefonaktiebolaget LM Ericsson, Class B                                                               | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |      227149 | NS      | $2709660.08   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                         | Societe Generale SA                                                                                    | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |       36157 | NS      | $2910640.64   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Telia Co. AB                                                                | Telia Co. AB                                                                                           | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |      548633 | NS      | $2867729.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG                                                   | Zurich Insurance Group AG                                                                              | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |        4898 | NS      | $3414984.99   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                                   | Millrose Properties, Inc.                                                                              | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2410000 | PA      | $2440761.24   | 0.03%             | 2030-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                                   | Millrose Properties, Inc.                                                                              | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1158000 | PA      | $1163073.61   | 0.01%             | 2032-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Hang Lung Properties Ltd.                                                   | Hang Lung Properties Ltd.                                                                              | CUSIP: N/A<br>LEI: 529900CIVTNMXQT59E61       | Long             | EC               | CORP              | HK        |      913000 | NS      | $1073356.71   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                                    | AthenaHealth Group, Inc.                                                                               | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |     3024000 | PA      | $2882317.50   | 0.03%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Realtek Semiconductor Corp.                                                 | Realtek Semiconductor Corp.                                                                            | CUSIP: N/A<br>LEI: 5299002E7F36O00MYY75       | Long             | EC               | CORP              | TW        |      381986 | NS      | $6521425.63   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc.                                       | Miter Brands Acquisition Holdco, Inc.                                                                  | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3675000 | PA      | $3632515.16   | 0.04%             | 2032-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                        | Mitsubishi UFJ Financial Group, Inc.                                                                   | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      264000 | PA      | $262308.35    | 0.00%             | 2027-07-20      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                        | Mitsubishi UFJ Financial Group, Inc.                                                                   | CUSIP: 606822BZ6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      663000 | PA      | $654672.98    | 0.01%             | 2027-10-13      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                | Mizuho Financial Group, Inc.                                                                           | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      268000 | PA      | $267481.11    | 0.00%             | 2027-05-22      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                | Mizuho Financial Group, Inc.                                                                           | CUSIP: 60687YDF3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      267000 | PA      | $272707.57    | 0.00%             | 2030-07-10      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                | Mizuho Financial Group, Inc.                                                                           | CUSIP: 60687YDG1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      420000 | PA      | $431265.22    | 0.00%             | 2035-07-10      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Mizuho Bank Ltd.                                                            | Mizuho Bank Ltd.                                                                                       | CUSIP: 60701ACC5<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | STIV             | CORP              | JP        |      250000 | PA      | $250308.18    | 0.00%             | 2027-03-24      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                     | Molina Healthcare, Inc.                                                                                | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     2827000 | PA      | $2876330.56   | 0.03%             | 2031-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Fortescue Ltd.                                                              | Fortescue Ltd.                                                                                         | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |       33322 | NS      | $480272.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bendigo & Adelaide Bank Ltd.                                                | Bendigo & Adelaide Bank Ltd.                                                                           | CUSIP: N/A<br>LEI: 549300Y9URD6W70K0360       | Long             | EC               | CORP              | AU        |      148793 | NS      | $1150185.55   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                | Mondelez International, Inc., Class A                                                                  | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      177371 | NS      | $10897674.24  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheil Worldwide, Inc.                                                       | Cheil Worldwide, Inc.                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |        8846 | NS      | $119935.59    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard International Semiconductor Corp.                                  | Vanguard International Semiconductor Corp.                                                             | CUSIP: N/A<br>LEI: 2549001S5Q158BIJJO13       | Long             | EC               | CORP              | TW        |      502000 | NS      | $2332914.26   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Quanta Computer, Inc.                                                       | Quanta Computer, Inc.                                                                                  | CUSIP: N/A<br>LEI: 529900DE8BIV3XOXIK04       | Long             | EC               | CORP              | TW        |     1049823 | NS      | $10467652.82  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                | Oracle Corp.                                                                                           | CUSIP: N/A<br>LEI: 529900MIMKY9RU60Z323       | Long             | EC               | CORP              | JP        |        1700 | NS      | $93863.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Fire & Marine Insurance Co. Ltd.                                    | Samsung Fire & Marine Insurance Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 988400JMBDK47EW0Z936       | Long             | EC               | CORP              | KR        |       15799 | NS      | $4910557.58   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DB Insurance Co. Ltd.                                                       | DB Insurance Co. Ltd.                                                                                  | CUSIP: N/A<br>LEI: 9884000ZF26VNJBWSJ91       | Long             | EC               | CORP              | KR        |       25354 | NS      | $2885121.15   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                      | Morgan Stanley Bank NA                                                                                 | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |      455000 | PA      | $456800.89    | 0.01%             | 2028-01-14      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                              | Morgan Stanley Capital I Trust, Series 2018-MP, Class D                                                | CUSIP: 61691DAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      730000 | PA      | $605512.74    | 0.01%             | 2040-07-11      | Variable      | 4.42%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                              | Morgan Stanley Capital I Trust, Series 2018-L1, Class E                                                | CUSIP: 61691QAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5486000 | PA      | $4374873.79   | 0.05%             | 2051-10-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Canon, Inc.                                                                 | Canon, Inc.                                                                                            | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |       86000 | NS      | $2212484.17   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                              | Morgan Stanley                                                                                         | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      125335 | NS      | $23887597.65  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                              | Morgan Stanley                                                                                         | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       18000 | PA      | $15653.89     | 0.00%             | 2032-04-28      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust                                    | Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-HE6, Class M2                                    | CUSIP: 61744CFC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      275567 | PA      | $275917.71    | 0.00%             | 2034-08-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust                                    | Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-HE6, Class M3                                    | CUSIP: 61744CFD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      144177 | PA      | $138809.94    | 0.00%             | 2034-08-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust                                    | Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-HE8, Class M2                                    | CUSIP: 61744CHB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       99871 | PA      | $109079.14    | 0.00%             | 2034-09-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust                                    | Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-NC8, Class M3                                    | CUSIP: 61744CHR0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       58546 | PA      | $67650.13     | 0.00%             | 2034-09-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust                                    | Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE1, Class M2                                    | CUSIP: 61744CKP0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      176972 | PA      | $176941.16    | 0.00%             | 2034-12-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust                                    | Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-NC1, Class M3                                    | CUSIP: 61744CMM5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      263452 | PA      | $260932.38    | 0.00%             | 2035-01-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust                                    | Morgan Stanley ABS Capital I, Inc. Trust, Series 2003-NC10, Class M1                                   | CUSIP: 61746RDX6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       42176 | PA      | $42172.79     | 0.00%             | 2033-10-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust                                    | Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-WMC2, Class M1                                   | CUSIP: 61746RHS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      426968 | PA      | $435331.61    | 0.00%             | 2034-07-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust                                    | Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-WMC2, Class M2                                   | CUSIP: 61746RHT1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      130619 | PA      | $127678.79    | 0.00%             | 2034-07-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                              | Morgan Stanley                                                                                         | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39756.84     | 0.00%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                              | Morgan Stanley                                                                                         | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      948000 | PA      | $840669.29    | 0.01%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                              | Morgan Stanley                                                                                         | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19958.46     | 0.00%             | 2028-04-20      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                              | Morgan Stanley                                                                                         | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      817000 | PA      | $841656.51    | 0.01%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                              | Morgan Stanley                                                                                         | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      619000 | PA      | $627228.14    | 0.01%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                              | Morgan Stanley                                                                                         | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      673000 | PA      | $685759.52    | 0.01%             | 2035-01-18      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                              | Morgan Stanley                                                                                         | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      130000 | PA      | $131035.78    | 0.00%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                                          | Morgan Stanley Mortgage Loan Trust, Series 2004-9, Class 1A                                            | CUSIP: 61748HFT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      235610 | PA      | $234372.58    | 0.00%             | 2034-11-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                                          | Morgan Stanley Mortgage Loan Trust, Series 2005-4, Class 1A                                            | CUSIP: 61748HJV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       18865 | PA      | $18009.36     | 0.00%             | 2035-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                                          | Morgan Stanley Mortgage Loan Trust, Series 2006-2, Class 1A                                            | CUSIP: 61748HVE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      190090 | PA      | $174030.45    | 0.00%             | 2021-02-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KT&G Corp.                                                                  | KT&G Corp.                                                                                             | CUSIP: N/A<br>LEI: 988400ZJV6ISYBLQX875       | Long             | EC               | CORP              | KR        |        6407 | NS      | $770205.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                                          | Morgan Stanley Mortgage Loan Trust, Series 2007-5AX, Class 2A2                                         | CUSIP: 61751GAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2603903 | PA      | $484403.78    | 0.01%             | 2037-02-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                                                     | DBS Group Holdings Ltd.                                                                                | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |      452320 | NS      | $20856776.91  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                          | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2012-C5, Class G                            | CUSIP: 61761AAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1339515.00   | 0.02%             | 2045-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                              | Morgan Stanley, Series I                                                                               | CUSIP: 61761J406<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |       61750 | NS      | $1550542.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                              | Morgan Stanley, Series K                                                                               | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      254144 | NS      | $6150284.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                              | Morgan Stanley, Series Q                                                                               | CUSIP: 61762V838<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      258000 | NS      | $6594480.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                              | Morgan Stanley, Series P                                                                               | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      144069 | NS      | $3640623.63   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                          | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C19, Class D                           | CUSIP: 61764PAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1862600 | PA      | $1830247.05   | 0.02%             | 2047-12-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                          | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C31, Class C                           | CUSIP: 61766RBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1440000 | PA      | $1338992.64   | 0.02%             | 2049-11-15      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                              | Morgan Stanley Capital I Trust, Series 2019-L2, Class D                                                | CUSIP: 61768HAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7075000 | PA      | $5545808.09   | 0.06%             | 2052-03-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                              | Morgan Stanley Capital I Trust, Series 2019-L2, Class E                                                | CUSIP: 61768HAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2575000 | PA      | $1909944.45   | 0.02%             | 2052-03-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Cathay Pacific Airways Ltd.                                                 | Cathay Pacific Airways Ltd.                                                                            | CUSIP: N/A<br>LEI: EQNZNT235RBOJ6LJQZ02       | Long             | EC               | CORP              | HK        |      433000 | NS      | $643592.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubu Electric Power Co., Inc.                                              | Chubu Electric Power Co., Inc.                                                                         | CUSIP: N/A<br>LEI: 529900A76GOP0PGNHT63       | Long             | EC               | CORP              | JP        |       31400 | NS      | $540044.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chugoku Electric Power Co., Inc. (The)                                      | Chugoku Electric Power Co., Inc. (The)                                                                 | CUSIP: N/A<br>LEI: 353800MV866ELME96Q46       | Long             | EC               | CORP              | JP        |      137300 | NS      | $787574.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                    | Motorola Solutions, Inc.                                                                               | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       10457 | NS      | $4590936.71   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantech Co. Ltd.                                                          | Advantech Co. Ltd.                                                                                     | CUSIP: N/A<br>LEI: 2549002OSTKE9HB9IY03       | Long             | EC               | CORP              | TW        |      282825 | NS      | $3234231.62   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Origin Energy Ltd.                                                          | Origin Energy Ltd.                                                                                     | CUSIP: N/A<br>LEI: ZSN2LWNPYW6ISMRUC664       | Long             | EC               | CORP              | AU        |       32151 | NS      | $281131.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd.                                                           | Lenovo Group Ltd.                                                                                      | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | EC               | CORP              | HK        |     4208477 | NS      | $6328379.02   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Delek Group Ltd.                                                            | Delek Group Ltd.                                                                                       | CUSIP: N/A<br>LEI: 213800CYKA4XE2HZZB09       | Long             | EC               | CORP              | IL        |        3115 | NS      | $1070577.30   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd.                                                              | Rio Tinto Ltd.                                                                                         | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               | CORP              | AU        |      108820 | NS      | $13329319.11  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| PetroChina Co. Ltd.                                                         | PetroChina Co. Ltd., Class H                                                                           | CUSIP: N/A<br>LEI: 529900RPY4YG47TRSV05       | Long             | EC               | CORP              | CN        |     6358198 | NS      | $9807611.48   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                         | Medline Borrower LP                                                                                    | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     7852000 | PA      | $7628707.96   | 0.09%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                                         | Medline Borrower LP                                                                                    | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    11022000 | PA      | $10969212.34  | 0.13%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| DIC Corp.                                                                   | DIC Corp.                                                                                              | CUSIP: N/A<br>LEI: 549300F1YB9ARLPUKB67       | Long             | EC               | CORP              | JP        |       11600 | NS      | $265572.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai Nippon Printing Co. Ltd.                                                | Dai Nippon Printing Co. Ltd.                                                                           | CUSIP: N/A<br>LEI: 529900S7NFNQ4FT6OP83       | Long             | EC               | CORP              | JP        |       42600 | NS      | $806892.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Multi-Family Connecticut Avenue Securities Trust                            | Multi-Family Connecticut Avenue Securities Trust, Series 2019-01, Class M10                            | CUSIP: 62547NAB5<br>LEI: 549300HG8ZEWVWVSN227 | Long             | ABS-MBS          | CORP              | US        |     3476539 | PA      | $3526010.21   | 0.04%             | 2049-10-25      | Floating      | 7.01%                 | Yes           |                  2 | On Loan: No      |
| Multi-Family Connecticut Avenue Securities Trust                            | Multi-Family Connecticut Avenue Securities Trust, Series 2020-01, Class M10                            | CUSIP: 62548QAD3<br>LEI: 5493002KQF9IH3CTQZ40 | Long             | ABS-MBS          | CORP              | US        |     7566675 | PA      | $7677415.20   | 0.09%             | 2050-03-25      | Floating      | 7.51%                 | Yes           |                  2 | On Loan: No      |
| Multi-Family Connecticut Avenue Securities Trust                            | Multi-Family Connecticut Avenue Securities Trust, Series 2024-01, Class M10                            | CUSIP: 62548RAB5<br>LEI: 254900QY3MMJFMNKXA93 | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $5160006.00   | 0.06%             | 2054-07-25      | Floating      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities Trust                             | Multi-Family Connecticut Avenue Securities Trust, Series 2025-01, Class M1                             | CUSIP: 62549CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3397175 | PA      | $3446005.48   | 0.04%             | 2055-05-25      | Floating      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities Trust                             | Multi-Family Connecticut Avenue Securities Trust, Series 2025-01, Class M2                             | CUSIP: 62549CAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2510000 | PA      | $2511440.24   | 0.03%             | 2055-05-25      | Floating      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd.                                         | Hong Kong Exchanges & Clearing Ltd.                                                                    | CUSIP: N/A<br>LEI: 213800YTVSXYQN17BW16       | Long             | EC               | CORP              | HK        |      182003 | NS      | $9693980.52   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Gold Fields Ltd.                                                            | Gold Fields Ltd.                                                                                       | CUSIP: N/A<br>LEI: 5299003KXIBJQYCBBD72       | Long             | EC               | CORP              | ZA        |      155528 | NS      | $6588515.30   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NCR Voyix Corp.                                                             | NCR Voyix Corp.                                                                                        | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      110000 | PA      | $107716.97    | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| NCR Voyix Corp.                                                             | NCR Voyix Corp.                                                                                        | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     5260000 | PA      | $5106878.24   | 0.06%             | 2029-04-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                              | NCL Corp. Ltd.                                                                                         | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     2352000 | PA      | $2289249.11   | 0.03%             | 2031-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| LG Uplus Corp.                                                              | LG Uplus Corp.                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       35629 | NS      | $382040.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                                    | NGL Energy Operating LLC                                                                               | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2481000 | PA      | $2571749.60   | 0.03%             | 2029-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                                    | NGL Energy Operating LLC                                                                               | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2169000 | PA      | $2276560.71   | 0.03%             | 2032-02-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                            | NRG Energy, Inc.                                                                                       | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     1031000 | PA      | $1032200.08   | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                            | NRG Energy, Inc.                                                                                       | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     3052000 | PA      | $3040671.59   | 0.03%             | 2029-06-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                            | NRG Energy, Inc.                                                                                       | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     2088000 | PA      | $1994805.88   | 0.02%             | 2029-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                            | NRG Energy, Inc.                                                                                       | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      733000 | PA      | $678177.10    | 0.01%             | 2032-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                            | NRG Energy, Inc.                                                                                       | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     1284000 | PA      | $1395768.35   | 0.02%             | 2033-03-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                            | NRG Energy, Inc.                                                                                       | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     6221000 | PA      | $6269100.77   | 0.07%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                            | NRG Energy, Inc.                                                                                       | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      175000 | PA      | $174920.24    | 0.00%             | 2029-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                            | NRG Energy, Inc.                                                                                       | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     2178000 | PA      | $2161910.03   | 0.02%             | 2034-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                            | NRG Energy, Inc.                                                                                       | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     2176000 | PA      | $2161108.98   | 0.02%             | 2036-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                            | NRG Energy, Inc.                                                                                       | CUSIP: 629377DF6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     2117000 | PA      | $2109383.92   | 0.02%             | 2034-05-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                            | NRG Energy, Inc.                                                                                       | CUSIP: 629377DG4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      528000 | PA      | $526004.97    | 0.01%             | 2036-05-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| NRM FNT1 Excess LLC                                                         | NRM FNT1 Excess LLC, Series 2024-FNT1, Class A                                                         | CUSIP: 62956YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1950761 | PA      | $1954889.98   | 0.02%             | 2031-11-25      | Variable      | 7.40%                 | Yes           |                  2 | On Loan: No      |
| NMG Parent LLC                                                              | NMG Parent LLC, Escrow                                                                                 | CUSIP: 629ESC039<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       41340 | NS      | $20670.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| National Bank of Canada                                                     | National Bank of Canada                                                                                | CUSIP: 63307A3D5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $251169.12    | 0.00%             | 2028-02-01      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                        | Mitsubishi UFJ Financial Group, Inc.                                                                   | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |      605900 | NS      | $10883685.11  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| National CineMedia, Inc.                                                    | National CineMedia, Inc.                                                                               | CUSIP: 635309206<br>LEI: 5493000MOLIVSOGKEB48 | Long             | EC               | CORP              | US        |      107211 | NS      | $363445.29    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FANUC Corp.                                                                 | FANUC Corp.                                                                                            | CUSIP: N/A<br>LEI: 529900QTSW745LOKW705       | Long             | EC               | CORP              | JP        |       47500 | NS      | $2098222.52   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MediaTek, Inc.                                                              | MediaTek, Inc.                                                                                         | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |      109389 | NS      | $9131973.81   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Renewables LLC                                                | Constellation Renewables LLC, 1st Lien Term Loan                                                       | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |      386168 | PA      | $385847.15    | 0.00%             | 2027-12-15      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                 | Nationwide Building Society                                                                            | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $252501.25    | 0.00%             | 2027-10-18      | Variable      | 6.56%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                                                 | Nationwide Building Society                                                                            | CUSIP: 63861VAK3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      663000 | PA      | $674337.98    | 0.01%             | 2029-07-29      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                       | Navoi Mining & Metallurgical Combinat                                                                  | CUSIP: 63890CAB0<br>LEI: N/A                  | Long             | DBT              | NUSS              | UZ        |      940000 | PA      | $997575.00    | 0.01%             | 2031-10-17      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| NCR Atleos Corp.                                                            | NCR Atleos Corp.                                                                                       | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |     4562000 | PA      | $4853315.63   | 0.06%             | 2029-04-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group plc                                                           | NatWest Group plc                                                                                      | CUSIP: 639057AD0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     4432000 | PA      | $4058345.17   | 0.05%             | 2031-06-28      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                           | NatWest Group plc                                                                                      | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     3080000 | PA      | $3193829.50   | 0.04%             | 2035-03-01      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                           | NatWest Group plc                                                                                      | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     3952000 | PA      | $4363296.50   | 0.05%             | 2033-11-10      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Shinhan Financial Group Co. Ltd.                                            | Shinhan Financial Group Co. Ltd.                                                                       | CUSIP: N/A<br>LEI: 988400EB8A6G49E5KO54       | Long             | EC               | CORP              | KR        |       99571 | NS      | $6761740.73   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                                      | Neptune Bidco US, Inc.                                                                                 | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     2714000 | PA      | $2744802.52   | 0.03%             | 2029-04-15      | Fixed         | 9.29%                 | Yes           |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                                      | Neptune Bidco US, Inc.                                                                                 | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     1877000 | PA      | $1878489.21   | 0.02%             | 2033-02-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| NESCO Holdings II, Inc.                                                     | NESCO Holdings II, Inc.                                                                                | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |     1199000 | PA      | $1193020.59   | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| NetApp, Inc.                                                                | NetApp, Inc.                                                                                           | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       31330 | NS      | $3470424.10   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO Ltd.                                     | Neuberger Berman Loan Advisers CLO Ltd., Series 2019-34A, Class BR2                                    | CUSIP: 64132YBJ0<br>LEI: 5493009EGZQAPYYVLD80 | Long             | ABS-CBDO         | CORP              | KY        |      900000 | PA      | $900086.40    | 0.01%             | 2039-07-20      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Nevada Power Co.                                                            | Nevada Power Co.                                                                                       | CUSIP: 641423CH9<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     1070000 | PA      | $1074363.46   | 0.01%             | 2055-05-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Henderson Land Development Co. Ltd.                                         | Henderson Land Development Co. Ltd.                                                                    | CUSIP: N/A<br>LEI: 529900SYQB7IVR9QGN76       | Long             | EC               | CORP              | HK        |       99000 | NS      | $391317.94    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co. Ltd.                                                        | Honda Motor Co. Ltd.                                                                                   | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               | CORP              | JP        |       33700 | NS      | $273456.68    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Assets Holdings Ltd.                                                  | Power Assets Holdings Ltd.                                                                             | CUSIP: N/A<br>LEI: 254900JOWYUW1ZX4DF47       | Long             | EC               | CORP              | HK        |      284500 | NS      | $2351129.47   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong & China Gas Co. Ltd.                                              | Hong Kong & China Gas Co. Ltd.                                                                         | CUSIP: N/A<br>LEI: 254900P7BETXGC7YU827       | Long             | EC               | CORP              | HK        |      768000 | NS      | $711031.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hysan Development Co. Ltd.                                                  | Hysan Development Co. Ltd.                                                                             | CUSIP: N/A<br>LEI: 5299007BABFLKIH9HL03       | Long             | EC               | CORP              | HK        |      124000 | NS      | $310842.96    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asplundh Tree Expert LLC                                                    | Asplundh Tree Expert LLC, 1st Lien Term Loan                                                           | CUSIP: 04538FAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      629507 | PA      | $631691.84    | 0.01%             | 2027-09-06      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| RealPage, Inc.                                                              | RealPage, Inc., 1st Lien Term Loan                                                                     | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |      420811 | PA      | $411502.93    | 0.00%             | 2028-04-24      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| Arches Buyer, Inc.                                                          | Arches Buyer, Inc., 1st Lien Term Loan                                                                 | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |      225784 | PA      | $225388.58    | 0.00%             | 2027-12-06      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd.                                                           | Isuzu Motors Ltd.                                                                                      | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Long             | EC               | CORP              | JP        |        9500 | NS      | $130895.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Shokubai Co. Ltd.                                                    | Nippon Shokubai Co. Ltd.                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       50900 | NS      | $700738.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                                         | Japan Tobacco, Inc.                                                                                    | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |       46700 | NS      | $1739796.18   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                         | New Residential Mortgage Loan Trust, Series 2026-NQM5, Class A1                                        | CUSIP: 647913AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      770000 | PA      | $770000.00    | 0.01%             | 2066-04-25      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                         | New Residential Mortgage Loan Trust, Series 2019-NQM4, Class B1                                        | CUSIP: 64828EAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2223546.25   | 0.03%             | 2059-09-25      | Variable      | 3.74%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                         | New Residential Mortgage Loan Trust, Series 2019-NQM4, Class B2                                        | CUSIP: 64828EAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $3753619.60   | 0.04%             | 2059-09-25      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                         | New Residential Mortgage Loan Trust, Series 2024-RTL1, Class A1                                        | CUSIP: 64831PAA3<br>LEI: 213800CVLC5IFCJL6C96 | Long             | ABS-MBS          | CORP              | US        |     3599176 | PA      | $3599176.21   | 0.04%             | 2039-03-25      | Variable      | 6.66%                 | Yes           |                  2 | On Loan: No      |
| NRM FHT1 Excess Owner LLC                                                   | NRM FHT1 Excess Owner LLC, Series 2025-FHT1, Class A                                                   | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      733251 | PA      | $734269.47    | 0.01%             | 2032-03-25      | Variable      | 6.55%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                         | New Residential Mortgage Loan Trust, Series 2025-NQM5, Class A1                                        | CUSIP: 64832GAC8<br>LEI: 213800USJ6KQFZEWGZ76 | Long             | ABS-MBS          | CORP              | US        |     2608590 | PA      | $2603107.35   | 0.03%             | 2065-08-25      | Variable      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Enviri Corp.                                                                | Enviri Corp., 1st Lien Term Loan B-3                                                                   | CUSIP: 41587CAR9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | LON              | CORP              | US        |      687847 | PA      | $686698.47    | 0.01%             | 2028-06-09      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| Kia Corp.                                                                   | Kia Corp.                                                                                              | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |       71106 | NS      | $7333999.05   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Kirin Holdings Co. Ltd.                                                     | Kirin Holdings Co. Ltd.                                                                                | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |       83400 | NS      | $1315139.29   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kobe Steel Ltd.                                                             | Kobe Steel Ltd.                                                                                        | CUSIP: N/A<br>LEI: 549300ZDCYYUPHEE5K87       | Long             | EC               | CORP              | JP        |      141100 | NS      | $1738920.01   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyushu Electric Power Co., Inc.                                             | Kyushu Electric Power Co., Inc.                                                                        | CUSIP: N/A<br>LEI: 549300BYNZPLKQVQH430       | Long             | EC               | CORP              | JP        |       43600 | NS      | $471400.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Thoughtworks, Inc.                                                          | Thoughtworks, Inc., 1st Lien Term Loan B                                                               | CUSIP: 90010LAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      142323 | PA      | $112434.88    | 0.00%             | 2028-03-24      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                         | Newell Brands, Inc.                                                                                    | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     1204000 | PA      | $1146498.40   | 0.01%             | 2036-04-01      | Fixed         | 7.37%                 | No            |                  2 | On Loan: —       |
| Newell Brands, Inc.                                                         | Newell Brands, Inc.                                                                                    | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      853000 | PA      | $858878.88    | 0.01%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                         | Newell Brands, Inc.                                                                                    | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     3081000 | PA      | $3078883.35   | 0.04%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                         | Newell Brands, Inc.                                                                                    | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      605000 | PA      | $587323.91    | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Newell Brands, Inc.                                                         | Newell Brands, Inc.                                                                                    | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     2564000 | PA      | $2511196.21   | 0.03%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Newell Brands, Inc.                                                         | Newell Brands, Inc.                                                                                    | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     2957000 | PA      | $3089961.51   | 0.04%             | 2028-06-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Tokio Marine Holdings, Inc.                                                 | Tokio Marine Holdings, Inc.                                                                            | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |      171800 | NS      | $7867885.20   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Metropolitan Fund Invest                                              | Japan Metropolitan Fund Invest                                                                         | CUSIP: N/A<br>LEI: 353800QDHNIP60E1LQ93       | Long             | EC               | CORP              | JP        |        2765 | NS      | $2045204.56   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp.                                                                  | News Corp.                                                                                             | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |     4437000 | PA      | $4291945.11   | 0.05%             | 2029-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| News Corp.                                                                  | News Corp.                                                                                             | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |     2514000 | PA      | $2471183.16   | 0.03%             | 2032-02-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| BlueScope Steel Ltd.                                                        | BlueScope Steel Ltd.                                                                                   | CUSIP: N/A<br>LEI: 529900H6UQI16XACWC95       | Long             | EC               | CORP              | AU        |        7131 | NS      | $155020.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                         | Nexstar Media, Inc.                                                                                    | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     7818000 | PA      | $7702769.56   | 0.09%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy, Inc.                                                        | NextEra Energy, Inc.                                                                                   | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      325066 | NS      | $31817460.08  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                       | NextEra Energy Capital Holdings, Inc., Series U                                                        | CUSIP: 65339K837<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |       85667 | NS      | $2193075.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                       | NextEra Energy Capital Holdings, Inc.                                                                  | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     3683000 | PA      | $3671507.57   | 0.04%             | 2079-05-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                       | NextEra Energy Capital Holdings, Inc.                                                                  | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1128969.60   | 0.01%             | 2054-09-01      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                       | NextEra Energy Capital Holdings, Inc.                                                                  | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     1617000 | PA      | $1693199.51   | 0.02%             | 2054-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                       | NextEra Energy Capital Holdings, Inc.                                                                  | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     1180000 | PA      | $1204228.94   | 0.01%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                       | NextEra Energy Capital Holdings, Inc.                                                                  | CUSIP: 65339KDJ6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      990000 | PA      | $1007492.07   | 0.01%             | 2030-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                         | Nexstar Media, Inc.                                                                                    | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     8504000 | PA      | $8558306.80   | 0.10%             | 2034-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                         | Nexstar Media, Inc.                                                                                    | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    12638000 | PA      | $12735262.05  | 0.15%             | 2033-09-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                 | Federal Republic of Nigeria                                                                            | CUSIP: 65412AFG2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     2490000 | PA      | $2745225.00   | 0.03%             | 2046-01-13      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                 | Federal Republic of Nigeria                                                                            | CUSIP: 65412JAB9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     1290000 | PA      | $1257750.00   | 0.01%             | 2047-11-28      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| JFE Holdings, Inc.                                                          | JFE Holdings, Inc.                                                                                     | CUSIP: N/A<br>LEI: 3538002Y11Y03NA9B530       | Long             | EC               | CORP              | JP        |      105700 | NS      | $1160833.98   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                              | NiSource, Inc.                                                                                         | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     3014000 | PA      | $3117542.96   | 0.04%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                              | NiSource, Inc.                                                                                         | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     2550000 | PA      | $2622297.60   | 0.03%             | 2055-03-31      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Noble Finance II LLC                                                        | Noble Finance II LLC                                                                                   | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1737000 | PA      | $1806594.64   | 0.02%             | 2030-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corp. Alternative Loan Trust                        | Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2005-WF1, Class 2A5                       | CUSIP: 65535VKX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         557 | PA      | $561.55       | 0.00%             | 2035-03-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                             | Nordea Bank Abp                                                                                        | CUSIP: 65558RAD1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      330000 | PA      | $334491.44    | 0.00%             | 2027-09-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Nordea Bank Abp                                                             | Nordea Bank Abp                                                                                        | CUSIP: 65558RAK5<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     2680000 | PA      | $2706365.84   | 0.03%             | 2031-09-25      | Variable      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Nordea Bank Abp                                                             | Nordea Bank Abp                                                                                        | CUSIP: 65558RAQ2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     3436000 | PA      | $3501442.06   | 0.04%             | 2033-11-10      | Variable      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Nordea Bank Abp                                                             | Nordea Bank Abp                                                                                        | CUSIP: 65559CAE1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      578000 | PA      | $571477.21    | 0.01%             | 2026-09-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| CapitaLand Ascendas REIT                                                    | CapitaLand Ascendas                                                                                    | CUSIP: N/A<br>LEI: 549300ILIBAEMQZK3L20       | Long             | EC               | CORP              | SG        |      780100 | NS      | $1533261.16   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PCCW Ltd.                                                                   | PCCW Ltd.                                                                                              | CUSIP: N/A<br>LEI: 254900SI7GPUPA1TJX39       | Long             | EC               | CORP              | HK        |      657000 | NS      | $507794.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Conair Holdings LLC                                                         | Conair Holdings LLC, 1st Lien Term Loan B                                                              | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |     4482096 | PA      | $3122048.87   | 0.04%             | 2028-05-17      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| Yue Yuen Industrial Holdings Ltd.                                           | Yue Yuen Industrial Holdings Ltd.                                                                      | CUSIP: N/A<br>LEI: 254900YUFIBANZ1XU687       | Long             | EC               | CORP              | BM        |      492000 | NS      | $913961.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstRand Ltd.                                                              | FirstRand Ltd.                                                                                         | CUSIP: N/A<br>LEI: 529900XYOP8CUZU7R671       | Long             | EC               | CORP              | ZA        |      490346 | NS      | $2599855.45   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Seiko Epson Corp.                                                           | Seiko Epson Corp.                                                                                      | CUSIP: N/A<br>LEI: 549300NIOFQDR749W206       | Long             | EC               | CORP              | JP        |       56300 | NS      | $757276.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                           | Hertz Corp. (The), 1st Lien Term Loan B                                                                | CUSIP: 42804VBB6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |     2829714 | PA      | $2219910.50   | 0.03%             | 2028-06-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                           | Hertz Corp. (The), 1st Lien Term Loan C                                                                | CUSIP: 42804VBC4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |      559887 | PA      | $439231.24    | 0.01%             | 2028-06-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Niterra Co. Ltd.                                                            | Niterra Co. Ltd.                                                                                       | CUSIP: N/A<br>LEI: 549300RG3XQGTFM4HH31       | Long             | EC               | CORP              | JP        |        5600 | NS      | $302710.95    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| St. George's University Scholastic Services LLC                             | St. George's University Scholastic Services LLC, 1st Lien Term Loan                                    | CUSIP: 78957LAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      484613 | PA      | $479422.52    | 0.01%             | 2029-02-12      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Nedbank Group Ltd.                                                          | Nedbank Group Ltd.                                                                                     | CUSIP: N/A<br>LEI: 3789009E42FA3CB31065       | Long             | EC               | CORP              | ZA        |      162809 | NS      | $2599479.90   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Maruti Suzuki India Ltd.                                                    | Maruti Suzuki India Ltd.                                                                               | CUSIP: N/A<br>LEI: 335800D27PBEESKKD357       | Long             | EC               | CORP              | IN        |       10881 | NS      | $1535100.16   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NOK Corp.                                                                   | NOK Corp.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       19800 | NS      | $352112.47    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                       | Nomura Holdings, Inc.                                                                                  | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |       95800 | NS      | $767341.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                                                             | Nippon Yusen KK                                                                                        | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |       13000 | NS      | $467203.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orient Overseas International Ltd.                                          | Orient Overseas International Ltd.                                                                     | CUSIP: N/A<br>LEI: 529900DQ426GJO276W95       | Long             | EC               | CORP              | BM        |       95500 | NS      | $1667247.88   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ono Pharmaceutical Co. Ltd.                                                 | Ono Pharmaceutical Co. Ltd.                                                                            | CUSIP: N/A<br>LEI: 529900G26L4NG4GFJZ86       | Long             | EC               | CORP              | JP        |       16900 | NS      | $249953.70    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northriver Midstream Finance LP                                             | Northriver Midstream Finance LP                                                                        | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |     1254000 | PA      | $1283939.25   | 0.01%             | 2032-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Wistron Corp.                                                               | Wistron Corp.                                                                                          | CUSIP: N/A<br>LEI: 254900DIEONKUALBFM06       | Long             | EC               | CORP              | TW        |      662827 | NS      | $2919183.61   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| New Hope Corp. Ltd.                                                         | New Hope Corp. Ltd.                                                                                    | CUSIP: N/A<br>LEI: 254900DHRUGXZSLSNZ83       | Long             | EC               | CORP              | AU        |      104625 | NS      | $412779.73    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Perpetual Ltd.                                                              | Perpetual Ltd.                                                                                         | CUSIP: N/A<br>LEI: 549300US8OE0UQWXPO82       | Long             | EC               | CORP              | AU        |       10145 | NS      | $122609.86    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                                        | NOVA Chemicals Corp.                                                                                   | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     5405000 | PA      | $5402663.96   | 0.06%             | 2027-06-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                                        | NOVA Chemicals Corp.                                                                                   | CUSIP: 66977WAT6<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     2819000 | PA      | $2923216.37   | 0.03%             | 2028-11-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                                        | NOVA Chemicals Corp.                                                                                   | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     5874000 | PA      | $6194937.74   | 0.07%             | 2030-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| NovaStar Mortgage Funding Trust                                             | NovaStar Mortgage Funding Trust, Series 2003-2, Class M2                                               | CUSIP: 66987WAS6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      441094 | PA      | $446274.32    | 0.01%             | 2033-09-25      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                               | Novelis Corp.                                                                                          | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     4502000 | PA      | $4305037.50   | 0.05%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corp.                                                               | Novelis Corp.                                                                                          | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      624000 | PA      | $639734.78    | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corp.                                                               | Novelis Corp.                                                                                          | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     1152000 | PA      | $1156834.94   | 0.01%             | 2033-08-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| JB Hi-Fi Ltd.                                                               | JB Hi-Fi Ltd.                                                                                          | CUSIP: N/A<br>LEI: 529900TPC8H040Y3ZQ65       | Long             | EC               | CORP              | AU        |        2900 | NS      | $161956.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                                         | NuStar Logistics LP                                                                                    | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     1938000 | PA      | $2014599.45   | 0.02%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                               | NYC Commercial Mortgage Trust, Series 2021-909, Class E                                                | CUSIP: 67076XAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $3754987.50   | 0.04%             | 2043-04-10      | Variable      | 3.31%                 | Yes           |                  2 | On Loan: No      |
| Bank Rakyat Indonesia Persero Tbk. PT                                       | Bank Rakyat Indonesia Persero Tbk. PT                                                                  | CUSIP: N/A<br>LEI: 254900HB6S4B12GBNP64       | Long             | EC               | CORP              | ID        |    26197643 | NS      | $4532051.08   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP SA                                                                      | OCP SA                                                                                                 | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |     1430000 | PA      | $1537822.00   | 0.02%             | 2054-05-02      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                                                   | OBX Trust, Series 2023-NQM3, Class A1                                                                  | CUSIP: 67117PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      232887 | PA      | $232182.40    | 0.00%             | 2063-02-25      | Variable      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                                                   | OBX Trust, Series 2024-NQM4, Class A3                                                                  | CUSIP: 67118TAC8<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-MBS          | CORP              | US        |     2690676 | PA      | $2701418.96   | 0.03%             | 2064-01-25      | Variable      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                                                   | OBX Trust, Series 2026-NQM2, Class A1A                                                                 | CUSIP: 67123VAD4<br>LEI: 2549007DTHVTGCMU8X03 | Long             | ABS-MBS          | CORP              | US        |     1018178 | PA      | $1012871.64   | 0.01%             | 2065-12-01      | Variable      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                                                   | OBX Trust, Series 2026-NQM2, Class A1B                                                                 | CUSIP: 67123VAE2<br>LEI: 2549007DTHVTGCMU8X03 | Long             | ABS-MBS          | CORP              | US        |      205594 | PA      | $204108.84    | 0.00%             | 2065-12-01      | Variable      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                                                   | OAK-Eagle Acquireco, Inc.                                                                              | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     2265000 | PA      | $2333892.33   | 0.03%             | 2033-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                                                   | OAK-Eagle Acquireco, Inc.                                                                              | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     2038000 | PA      | $2120797.62   | 0.02%             | 2034-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                                                   | OBX Trust, Series 2026-NQM6, Class A1A                                                                 | CUSIP: 67124EAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3110000 | PA      | $3103398.09   | 0.04%             | 2066-04-26      | Variable      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Oak Street Investment Grade Net Lease Fund                                  | Oak Street Investment Grade Net Lease Fund, Series 2021-1A, Class A3                                   | CUSIP: 67190AAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2478125 | PA      | $1511656.25   | 0.02%             | 2051-01-20      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Oak Street Investment Grade Net Lease Fund                                  | Oak Street Investment Grade Net Lease Fund, Series 2021-1A, Class B1                                   | CUSIP: 67190AAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1250000 | PA      | $600000.00    | 0.01%             | 2051-01-20      | Fixed         | 4.23%                 | Yes           |                  2 | On Loan: No      |
| United Urban Investment Corp.                                               | United Urban Investment Corp.                                                                          | CUSIP: N/A<br>LEI: 353800GYZWBD7BDCN841       | Long             | EC               | CORP              | JP        |        1097 | NS      | $1237457.76   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DexKo Global, Inc.                                                          | DexKo Global, Inc., 1st Lien Term Loan                                                                 | CUSIP: 25213YAU9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3913461 | PA      | $3708004.13   | 0.04%             | 2028-10-04      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                                          | Chord Energy Corp.                                                                                     | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     1722000 | PA      | $1791864.98   | 0.02%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Chord Energy Corp.                                                          | Chord Energy Corp.                                                                                     | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     2323000 | PA      | $2367819.96   | 0.03%             | 2030-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Japan Exchange Group, Inc.                                                  | Japan Exchange Group, Inc.                                                                             | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | EC               | CORP              | JP        |      395400 | NS      | $4709897.31   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Octagon 64 Ltd.                                                             | Octagon Ltd., Series 2022-1A, Class DR                                                                 | CUSIP: 67579ABE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $241118.00    | 0.00%             | 2037-07-21      | Floating      | 7.27%                 | Yes           |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                                | Samsung Electronics Co. Ltd.                                                                           | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |      199984 | NS      | $30115128.40  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                                | Samsung Electronics Co. Ltd. (Preference)                                                              | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |       97090 | NS      | $10479305.12  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| LABL, Inc.                                                                  | LABL, Inc., 1st Lien Term Loan B                                                                       | CUSIP: 50168EAN2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |     3878112 | PA      | $1817864.99   | 0.02%             | 2028-10-30      | Variable      | 12.75%                | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                            | Gray Media, Inc., 1st Lien Term Loan D                                                                 | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |      361111 | PA      | $362049.80    | 0.00%             | 2028-12-01      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| Shoprite Holdings Ltd.                                                      | Shoprite Holdings Ltd.                                                                                 | CUSIP: N/A<br>LEI: 529900Q4O1EYP6NH5150       | Long             | EC               | CORP              | ZA        |       43043 | NS      | $725484.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shin-Etsu Chemical Co. Ltd.                                                 | Shin-Etsu Chemical Co. Ltd.                                                                            | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |      153800 | NS      | $7081290.49   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                                         | Omnicom Group, Inc.                                                                                    | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      206576 | NS      | $15848510.72  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Healthcare Ltd.                                                       | Sonic Healthcare Ltd.                                                                                  | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |      128222 | NS      | $1834681.62   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertex Aerospace Services Corp.                                             | Vertex Aerospace Services Corp., 1st Lien Term Loan                                                    | CUSIP: 92532MAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      261198 | PA      | $262394.28    | 0.00%             | 2030-12-06      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Sony Group Corp.                                                            | Sony Group Corp.                                                                                       | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |      453800 | NS      | $9092033.68   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp.                                                      | ON Semiconductor Corp.                                                                                 | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     4208000 | PA      | $4102310.61   | 0.05%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC                                                              | 1011778 BC ULC                                                                                         | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1938000 | PA      | $1901939.96   | 0.02%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC                                                              | 1011778 BC ULC                                                                                         | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     2774000 | PA      | $2639068.15   | 0.03%             | 2030-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC                                                              | 1011778 BC ULC                                                                                         | CUSIP: 68245XAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      897000 | PA      | $864293.68    | 0.01%             | 2029-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                 | ONEOK, Inc.                                                                                            | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |       54527 | NS      | $5041566.42   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK, Inc.                                                                 | ONEOK, Inc.                                                                                            | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      695000 | PA      | $734090.31    | 0.01%             | 2030-09-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                 | ONEOK, Inc.                                                                                            | CUSIP: 682680CW1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      522000 | PA      | $482959.62    | 0.01%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                       | OneMain Finance Corp.                                                                                  | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     1803000 | PA      | $1779776.82   | 0.02%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                       | OneMain Finance Corp.                                                                                  | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      356000 | PA      | $344247.59    | 0.00%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Altar Bidco, Inc.                                                           | Altar Bidco, Inc., 1st Lien Term Loan B                                                                | CUSIP: 02090CAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3031316 | PA      | $3025010.42   | 0.03%             | 2029-02-01      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Altar Bidco, Inc.                                                           | Altar Bidco, Inc., 2nd Lien Term Loan                                                                  | CUSIP: 02090CAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      218750 | PA      | $204531.25    | 0.00%             | 2030-02-01      | Variable      | 9.11%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                                             | 1261229 BC Ltd.                                                                                        | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     5459000 | PA      | $5637935.10   | 0.06%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Eldik Bank OAO                                                              | Eldik Bank OAO                                                                                         | CUSIP: 68370XAA4<br>LEI: 529900MRXI5QEMS86V46 | Long             | DBT              | CORP              | KG        |      893000 | PA      | $894678.84    | 0.01%             | 2031-04-23      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Fibercop SpA                                                                | Fibercop SpA, Series 2033                                                                              | CUSIP: 683879AB6<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      856000 | PA      | $854930.00    | 0.01%             | 2033-11-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Fibercop SpA                                                                | Fibercop SpA                                                                                           | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     4028000 | PA      | $3862671.14   | 0.04%             | 2034-09-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Fibercop SpA                                                                | Fibercop SpA                                                                                           | CUSIP: 683879AH3<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      488000 | PA      | $489292.22    | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | Yes           |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                                              | Option One Mortgage Loan Trust, Series 2004-3, Class M2                                                | CUSIP: 68389FFU3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      236980 | PA      | $253601.41    | 0.00%             | 2034-11-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                | Oracle Corp.                                                                                           | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      264000 | PA      | $223472.70    | 0.00%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Oportun Issuance Trust                                                      | Oportun Issuance Trust, Series 2026-A, Class B                                                         | CUSIP: 68390VAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      575000 | PA      | $573057.19    | 0.01%             | 2034-01-09      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Oportun Issuance Trust                                                      | Oportun Issuance Trust, Series 2026-A, Class C                                                         | CUSIP: 68390VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      575000 | PA      | $573525.87    | 0.01%             | 2034-01-09      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Option One Mortgage Acceptance Corp. Asset-Backed Certificates              | Option One Mortgage Accept Corp. Asset-Backed Certificates, Series 2003-5, Class A2                    | CUSIP: 68400XBS8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      158332 | PA      | $167459.19    | 0.00%             | 2033-08-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries Ltd.                                           | Sumitomo Electric Industries Ltd.                                                                      | CUSIP: N/A<br>LEI: 5493005SP87FL5TOS202       | Long             | EC               | CORP              | JP        |      179900 | NS      | $11843582.27  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Rubber Industries Ltd.                                             | Sumitomo Rubber Industries Ltd.                                                                        | CUSIP: N/A<br>LEI: 353800JD4V72SJ3EOX37       | Long             | EC               | CORP              | JP        |       30900 | NS      | $400738.21    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pre-Paid Legal Services, Inc.                                               | Pre-Paid Legal Services, Inc., 1st Lien Term Loan                                                      | CUSIP: 74006LAS1<br>LEI: 549300DKH5WJ2J8QU878 | Long             | LON              | CORP              | US        |      538080 | PA      | $490998.11    | 0.01%             | 2028-12-07      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                                               | Organon & Co.                                                                                          | CUSIP: 68622FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1320000 | PA      | $1391732.76   | 0.02%             | 2034-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Organon & Co.                                                               | Organon & Co.                                                                                          | CUSIP: 68622FAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      525000 | PA      | $562456.80    | 0.01%             | 2034-05-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Organon & Co.                                                               | Organon & Co.                                                                                          | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4848000 | PA      | $4784911.81   | 0.05%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Organon & Co.                                                               | Organon & Co.                                                                                          | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5971000 | PA      | $5933067.19   | 0.07%             | 2031-04-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Suzuki Motor Corp.                                                          | Suzuki Motor Corp.                                                                                     | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |      513600 | NS      | $5743813.50   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                              | Takeda Pharmaceutical Co. Ltd.                                                                         | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |       92200 | NS      | $3082503.71   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Spark New Zealand Ltd.                                                      | Spark New Zealand Ltd.                                                                                 | CUSIP: N/A<br>LEI: 529900HUN51H3Y7QBB66       | Long             | EC               | CORP              | NZ        |      442147 | NS      | $543292.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.                                 | Taiwan Semiconductor Manufacturing Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |     1503206 | NS      | $104355369.64 | 1.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Tire Corp.                                                             | Toyo Tire Corp.                                                                                        | CUSIP: N/A<br>LEI: 529900Y41RD7VQM9RF75       | Long             | EC               | CORP              | JP        |       28800 | NS      | $706121.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lixil Corp.                                                                 | Lixil Corp.                                                                                            | CUSIP: N/A<br>LEI: 353800KB8G4F9WUJJ886       | Long             | EC               | CORP              | JP        |       43300 | NS      | $447115.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                                          | Toyota Motor Corp.                                                                                     | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |      332200 | NS      | $6376717.73   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                                  | Outfront Media Capital LLC                                                                             | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1173000 | PA      | $1144406.72   | 0.01%             | 2029-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                                  | Outfront Media Capital LLC                                                                             | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4246000 | PA      | $4440806.48   | 0.05%             | 2031-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp. Ltd.                                          | Oversea-Chinese Banking Corp. Ltd.                                                                     | CUSIP: 69033NNA9<br>LEI: 5493007O3QFXCPOGWK22 | Long             | STIV             | CORP              | SG        |      431000 | PA      | $430171.66    | 0.00%             | 2027-03-03      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Tingyi Cayman Islands Holding Corp.                                         | Tingyi Cayman Islands Holding Corp.                                                                    | CUSIP: N/A<br>LEI: 5299009MPI9B60VN4P25       | Long             | EC               | CORP              | KY        |     1218000 | NS      | $1879306.35   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Accendra Health, Inc.                                                       | Accendra Health, Inc.                                                                                  | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     4362000 | PA      | $2908057.46   | 0.03%             | 2029-03-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| Accendra Health, Inc.                                                       | Accendra Health, Inc.                                                                                  | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     2204000 | PA      | $1184368.81   | 0.01%             | 2030-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                                        | Owens-Brockway Glass Container, Inc.                                                                   | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     2137000 | PA      | $2139181.88   | 0.02%             | 2027-05-13      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                                    | AthenaHealth Group, Inc., 1st Lien Term Loan                                                           | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |      784500 | PA      | $781001.12    | 0.01%             | 2029-02-15      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Venture Corp. Ltd.                                                          | Venture Corp. Ltd.                                                                                     | CUSIP: N/A<br>LEI: 254900B1NLZC3J1MAE72       | Long             | EC               | CORP              | SG        |       80200 | NS      | $1023667.10   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VTech Holdings Ltd.                                                         | VTech Holdings Ltd.                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |       95100 | NS      | $732373.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                  | PG&E Corp.                                                                                             | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     3698000 | PA      | $3679902.36   | 0.04%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                  | PG&E Corp.                                                                                             | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     2898000 | PA      | $2980758.19   | 0.03%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                  | PG&E Corp.                                                                                             | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      862000 | PA      | $861827.34    | 0.01%             | 2056-09-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                    | PNC Financial Services Group, Inc. (The), Series T                                                     | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     8023000 | PA      | $7923712.17   | 0.09%             | 2026-09-15      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                    | PNC Financial Services Group, Inc. (The), Series V                                                     | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     4543000 | PA      | $4573215.49   | 0.05%             | 2027-09-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                    | PNC Financial Services Group, Inc. (The)                                                               | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      123000 | PA      | $124761.95    | 0.00%             | 2028-12-02      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                    | PNC Financial Services Group, Inc. (The), Series W                                                     | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     1701000 | PA      | $1728551.10   | 0.02%             | 2030-03-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                    | PNC Financial Services Group, Inc. (The)                                                               | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      214000 | PA      | $215369.64    | 0.00%             | 2028-01-21      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                    | PNC Financial Services Group, Inc. (The)                                                               | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      673000 | PA      | $693696.76    | 0.01%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                    | PNC Financial Services Group, Inc. (The)                                                               | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      250000 | PA      | $250360.44    | 0.00%             | 2027-07-23      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| PPL Corp.                                                                   | PPL Corp.                                                                                              | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |       33574 | NS      | $1257010.56   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PM General Purchaser LLC                                                    | PM General Purchaser LLC                                                                               | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1093000 | PA      | $1018533.91   | 0.01%             | 2028-10-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| PACCAR, Inc.                                                                | PACCAR, Inc.                                                                                           | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       69505 | NS      | $8257194.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PMT Loan Trust                                                              | PMT Loan Trust, Series 2025-INV6, Class A2                                                             | CUSIP: 69382MAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      155520 | PA      | $157299.66    | 0.00%             | 2056-06-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust                                                              | PMT Loan Trust, Series 2025-INV10, Class A2                                                            | CUSIP: 69383EAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3975418 | PA      | $3976817.51   | 0.05%             | 2056-10-01      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust                                                              | PMT Loan Trust, Series 2026-INV2, Class A2                                                             | CUSIP: 69383NAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      984930 | PA      | $982814.66    | 0.01%             | 2057-01-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust                                                              | PMT Loan Trust, Series 2026-INV3, Class A1                                                             | CUSIP: 69383WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2989779 | PA      | $3042682.77   | 0.03%             | 2057-02-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust                                                              | PMT Loan Trust, Series 2026-CNF3, Class A1                                                             | CUSIP: 69383XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9200615 | PA      | $9163600.67   | 0.10%             | 2057-04-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PR RNO Property Owner 1 LLC                                                 | PR RNO Property Owner 1 LLC                                                                            | CUSIP: 69393LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8676000 | PA      | $8599771.71   | 0.10%             | 2031-05-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                | Pacific Gas and Electric Co.                                                                           | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1080000 | PA      | $1104399.10   | 0.01%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                              | Pagaya AI Debt Selection Trust, Series 2021-3, Class C                                                 | CUSIP: 69546RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      133527 | PA      | $132157.72    | 0.00%             | 2029-05-15      | Fixed         | 3.27%                 | Yes           |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                                | Islamic Republic of Pakistan                                                                           | CUSIP: 695847AT0<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      554000 | PA      | $534621.08    | 0.01%             | 2031-04-08      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Woolworths Group Ltd.                                                       | Woolworths Group Ltd.                                                                                  | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | EC               | CORP              | AU        |       75089 | NS      | $1864496.52   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Motor Co. Ltd.                                                       | Yamaha Motor Co. Ltd.                                                                                  | CUSIP: N/A<br>LEI: 3538004LR5NXILJDHY88       | Long             | EC               | CORP              | JP        |       27000 | NS      | $189647.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Astellas Pharma, Inc.                                                       | Astellas Pharma, Inc.                                                                                  | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | EC               | CORP              | JP        |       12900 | NS      | $182815.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                      | Republic of Paraguay                                                                                   | CUSIP: 699149BY5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     1541000 | PA      | $1630378.00   | 0.02%             | 2055-03-04      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Paychex, Inc.                                                               | Paychex, Inc.                                                                                          | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |        4739 | NS      | $438973.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                                      | AXA SA                                                                                                 | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |      101404 | NS      | $4888209.73   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AZZ, Inc.                                                                   | AZZ, Inc., 1st Lien Term Loan                                                                          | CUSIP: 00247NAG7<br>LEI: 549300HD1X2NFLWPYC83 | Long             | LON              | CORP              | US        |      157241 | PA      | $157732.78    | 0.00%             | 2029-05-14      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                                                 | Novartis AG (Registered)                                                                               | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |      135514 | NS      | $20027569.28  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd.                                                                    | ABB Ltd. (Registered)                                                                                  | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |       63687 | NS      | $6441286.88   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Clariant AG                                                                 | Clariant AG (Registered)                                                                               | CUSIP: N/A<br>LEI: 529900VSEKBY7TMPP349       | Long             | EC               | CORP              | CH        |       99598 | NS      | $1025802.50   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                                                   | Nestle SA (Registered)                                                                                 | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |      112711 | NS      | $11410821.53  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                 | Equinor ASA                                                                                            | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |      152032 | NS      | $6187284.25   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                               | PepsiCo, Inc.                                                                                          | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      105069 | NS      | $16652385.81  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group, Inc.                                                | Performance Food Group, Inc.                                                                           | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     7399000 | PA      | $7173360.84   | 0.08%             | 2029-08-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                                | Performance Food Group, Inc.                                                                           | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     1076000 | PA      | $1090708.92   | 0.01%             | 2032-09-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                                | Performance Food Group, Inc.                                                                           | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     1486000 | PA      | $1455034.26   | 0.02%             | 2034-03-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                             | Permian Resources Operating LLC                                                                        | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     3181000 | PA      | $3308939.82   | 0.04%             | 2032-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                             | Permian Resources Operating LLC                                                                        | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     1926000 | PA      | $1971998.16   | 0.02%             | 2033-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                               | Perrigo Finance Unlimited Co.                                                                          | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     1343000 | PA      | $1263719.89   | 0.01%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                    | Enel SpA                                                                                               | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |      779762 | NS      | $9104263.45   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                                                     | Eni SpA                                                                                                | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |       76711 | NS      | $2169112.01   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Temenos AG                                                                  | Temenos AG (Registered)                                                                                | CUSIP: N/A<br>LEI: 5067007NW6550481FH64       | Long             | EC               | CORP              | CH        |        8845 | NS      | $838890.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Erste Bank Polska SA                                                        | Erste Bank Polska SA                                                                                   | CUSIP: N/A<br>LEI: 259400LGXW3K0GDAG361       | Long             | EC               | CORP              | PL        |        2405 | NS      | $409829.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petco Health & Wellness Co., Inc.                                           | Petco Health & Wellness Co., Inc.                                                                      | CUSIP: 71601VAA3<br>LEI: 2549007TYGV6RVSE9M61 | Long             | DBT              | CORP              | US        |     1583000 | PA      | $1598634.15   | 0.02%             | 2031-02-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: —       |
| Petroleos Mexicanos                                                         | Petroleos Mexicanos                                                                                    | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     6320000 | PA      | $6342120.00   | 0.07%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                         | Petroleos Mexicanos                                                                                    | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      900000 | PA      | $746648.28    | 0.01%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                         | Petroleos Mexicanos                                                                                    | CUSIP: 71654QBX9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      742000 | PA      | $571985.54    | 0.01%             | 2046-01-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                         | Petroleos Mexicanos                                                                                    | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      850000 | PA      | $716125.00    | 0.01%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                         | Petroleos Mexicanos                                                                                    | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      500000 | PA      | $405000.00    | 0.00%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                         | Petroleos Mexicanos                                                                                    | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    10347000 | PA      | $9503719.50   | 0.11%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                         | Petroleos Mexicanos                                                                                    | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      550000 | PA      | $538312.50    | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                         | Petroleos Mexicanos                                                                                    | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     2900000 | PA      | $2408450.00   | 0.03%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                         | Petroleos Mexicanos                                                                                    | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     4025000 | PA      | $4721325.00   | 0.05%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Petroleos del Peru SA                                                       | Petroleos del Peru SA                                                                                  | CUSIP: 716564AA7<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | NUSS              | PE        |      500000 | PA      | $407500.00    | 0.00%             | 2032-06-19      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| PetSmart LLC                                                                | PetSmart LLC                                                                                           | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4092000 | PA      | $4143553.51   | 0.05%             | 2032-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                | Pfizer, Inc.                                                                                           | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      158566 | NS      | $4233712.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.                                           | Philip Morris International, Inc.                                                                      | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       26543 | NS      | $4381453.01   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.                                           | Philip Morris International, Inc.                                                                      | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      590000 | PA      | $602563.77    | 0.01%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                           | Philip Morris International, Inc.                                                                      | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      895000 | PA      | $890777.85    | 0.01%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                 | Phillips 66                                                                                            | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       17733 | NS      | $3176866.95   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DOC DR LLC                                                                  | DOC DR LLC                                                                                             | CUSIP: 71951QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       13000 | PA      | $12877.13     | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                  | DOC DR LLC                                                                                             | CUSIP: 71951QAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        4000 | PA      | $3560.76      | 0.00%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                                              | Piedmont Natural Gas Co., Inc.                                                                         | CUSIP: 720186AN5<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |      505000 | PA      | $455686.15    | 0.01%             | 2031-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                    | Snam SpA                                                                                               | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | EC               | CORP              | IT        |      197973 | NS      | $1561101.33   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                          | Credit Agricole SA                                                                                     | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |       35066 | NS      | $684913.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                             | Plains All American Pipeline LP                                                                        | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $199549.32    | 0.00%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                            | Planet Fitness Master Issuer LLC, Series 2025-1A, Class A2II                                           | CUSIP: 72703PAJ2<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |      515000 | PA      | $511225.20    | 0.01%             | 2055-12-06      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust                                                              | PMT Loan Trust, Series 2025-INV5, Class A2                                                             | CUSIP: 729907AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      683564 | PA      | $691387.59    | 0.01%             | 2056-05-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust                                                              | PMT Loan Trust, Series 2025-J1, Class A1                                                               | CUSIP: 729910AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      963749 | PA      | $971165.29    | 0.01%             | 2055-04-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                         | Post Holdings, Inc.                                                                                    | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     3995000 | PA      | $4071292.52   | 0.05%             | 2032-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Enagas SA                                                                   | Enagas SA                                                                                              | CUSIP: N/A<br>LEI: 213800OU3FQKGM4M2U23       | Long             | EC               | CORP              | ES        |       55011 | NS      | $1100810.40   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prairie Acquiror LP                                                         | Prairie Acquiror LP                                                                                    | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |     1069000 | PA      | $1116326.77   | 0.01%             | 2029-08-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Gates Global LLC                                                            | Gates Global LLC, 1st Lien Term Loan B-4                                                               | CUSIP: 36740UAX0<br>LEI: 549300XI79MQJV13DW27 | Long             | LON              | CORP              | US        |      485153 | PA      | $485541.28    | 0.01%             | 2029-11-16      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                                | Islamic Republic of Pakistan                                                                           | CUSIP: 740840AD5<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |     1000000 | PA      | $984250.00    | 0.01%             | 2029-04-24      | Fixed         | 6.97%                 | Yes           |                  2 | On Loan: No      |
| Prestige Brands, Inc.                                                       | Prestige Brands, Inc.                                                                                  | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |      267000 | PA      | $266603.88    | 0.00%             | 2028-01-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| PRET LLC                                                                    | PRET LLC, Series 2025-NPL4, Class A1                                                                   | CUSIP: 74136UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      749141 | PA      | $750046.41    | 0.01%             | 2055-04-25      | Variable      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| T. Rowe Price Group, Inc.                                                   | T. Rowe Price Group, Inc.                                                                              | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       48155 | NS      | $4954186.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Prime Security Services Borrower LLC                                        | Prime Security Services Borrower LLC                                                                   | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1886000 | PA      | $1849262.42   | 0.02%             | 2027-08-31      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| ADT Security Corp. (The)                                                    | ADT Security Corp. (The)                                                                               | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     6494000 | PA      | $6184680.39   | 0.07%             | 2032-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: —       |
| Primo Water Holdings, Inc.                                                  | Primo Water Holdings, Inc.                                                                             | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $292768.62    | 0.00%             | 2029-04-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Primo Water Holdings, Inc.                                                  | Primo Water Holdings, Inc.                                                                             | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2623000 | PA      | $2626123.99   | 0.03%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                  | Procter & Gamble Co. (The)                                                                             | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       45166 | NS      | $6643466.94   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp. (The)                                                     | Progressive Corp. (The)                                                                                | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       21952 | NS      | $4418498.56   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Residential Trust                                                  | Progress Residential Trust, Series 2022-SFR3, Class D                                                  | CUSIP: 74331UAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1250000 | PA      | $1241386.75   | 0.01%             | 2039-04-17      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                                  | Progress Residential Trust, Series 2021-SFR8, Class G                                                  | CUSIP: 74333TAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6080000 | PA      | $6017503.07   | 0.07%             | 2038-10-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                                            | Provident Funding Mortgage Trust, Series 2025-3, Class A1                                              | CUSIP: 74388PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4652996 | PA      | $4680076.62   | 0.05%             | 2055-08-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                         | American Axle & Manufacturing, Inc., 1st Lien Term Loan B                                              | CUSIP: 02406MAU1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      729061 | PA      | $727923.58    | 0.01%             | 2029-12-13      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Provincia de Cordoba                                                        | Provincia de Cordoba                                                                                   | CUSIP: 74408DAG9<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |     1991000 | PA      | $1921688.31   | 0.02%             | 2035-02-03      | Fixed         | 8.60%                 | Yes           |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                  | Prudential Financial, Inc.                                                                             | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |       44431 | NS      | $4359125.41   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                                                  | Prudential Financial, Inc.                                                                             | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     3169000 | PA      | $3088620.22   | 0.04%             | 2052-03-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                  | Prudential Financial, Inc.                                                                             | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      286000 | PA      | $289804.94    | 0.00%             | 2052-09-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                  | Prudential Financial, Inc.                                                                             | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     3054000 | PA      | $3215990.27   | 0.04%             | 2053-03-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                  | Prudential Financial, Inc.                                                                             | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     2743000 | PA      | $2824478.07   | 0.03%             | 2054-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                                    | PRPM LLC, Series 2024-8, Class A2                                                                      | CUSIP: 74448KAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1501000 | PA      | $1504589.19   | 0.02%             | 2029-12-25      | Variable      | 8.84%                 | Yes           |                  2 | On Loan: No      |
| Public Storage                                                              | Public Storage                                                                                         | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |       16037 | NS      | $4850390.65   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Puget Energy, Inc.                                                          | Puget Energy, Inc.                                                                                     | CUSIP: 745310AR3<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |      922000 | PA      | $923154.34    | 0.01%             | 2056-09-15      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Puget Energy, Inc.                                                          | Puget Energy, Inc.                                                                                     | CUSIP: 745310AT9<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |      922000 | PA      | $927182.56    | 0.01%             | 2056-09-15      | Variable      | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                                     | Qnity Electronics, Inc.                                                                                | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     1612000 | PA      | $1627509.05   | 0.02%             | 2032-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                                     | Qnity Electronics, Inc.                                                                                | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      956000 | PA      | $978108.46    | 0.01%             | 2033-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| QXO Building Products, Inc.                                                 | QXO Building Products, Inc.                                                                            | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     3506000 | PA      | $3576261.85   | 0.04%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                         | Rocket Mortgage LLC                                                                                    | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2933000 | PA      | $2814999.54   | 0.03%             | 2029-03-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                     | Quikrete Holdings, Inc.                                                                                | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     6751000 | PA      | $6857517.48   | 0.08%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| RALI Trust                                                                  | RALI Trust, Series 2006-QS4, Class A2                                                                  | CUSIP: 749228AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      739988 | PA      | $606231.20    | 0.01%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RALI Trust                                                                  | RALI Trust, Series 2006-QS17, Class A5                                                                 | CUSIP: 74922SAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1172378 | PA      | $985855.04    | 0.01%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RD Michigan Property Owner I LLC                                            | RD Michigan Property Owner I LLC                                                                       | CUSIP: 74941YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      137000 | PA      | $137000.00    | 0.00%             | 2045-03-30      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                     | RHP Hotel Properties LP                                                                                | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6784000 | PA      | $6669212.01   | 0.08%             | 2029-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                     | RHP Hotel Properties LP                                                                                | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      896000 | PA      | $916849.02    | 0.01%             | 2028-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                     | RHP Hotel Properties LP                                                                                | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5093000 | PA      | $5225988.42   | 0.06%             | 2032-04-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                     | RHP Hotel Properties LP                                                                                | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      526000 | PA      | $541786.84    | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| RFMSI Trust                                                                 | RFMSI Trust, Series 2006-SA4, Class 2A1                                                                | CUSIP: 74958CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      575840 | PA      | $489232.81    | 0.01%             | 2036-11-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| RFMSI Trust                                                                 | RFMSI Trust, Series 2006-S10, Class 1A1                                                                | CUSIP: 74958DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      890673 | PA      | $728278.53    | 0.01%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROCK Trust                                                                  | ROCK Trust, Series 2024-CNTR, Class E                                                                  | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8925000 | PA      | $9339568.93   | 0.11%             | 2041-11-13      | Fixed         | 8.82%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                    | Cooperatieve Rabobank UA                                                                               | CUSIP: 74977RDL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      797000 | PA      | $785574.44    | 0.01%             | 2027-12-15      | Variable      | 1.98%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                    | Cooperatieve Rabobank UA                                                                               | CUSIP: 74977RDS0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      552000 | PA      | $562338.96    | 0.01%             | 2029-02-28      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                    | Cooperatieve Rabobank UA                                                                               | CUSIP: 74977RDT8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      552000 | PA      | $564774.68    | 0.01%             | 2030-03-05      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: —       |
| RWE AG                                                                      | RWE AG                                                                                                 | CUSIP: 7497MBFP2<br>LEI: 529900GB7KCA94ACC940 | Long             | STIV             | CORP              | DE        |      250000 | PA      | $248434.00    | 0.00%             | 2026-06-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| RWE AG                                                                      | RWE AG                                                                                                 | CUSIP: 7497MBRL8<br>LEI: 529900GB7KCA94ACC940 | Long             | STIV             | CORP              | DE        |      250000 | PA      | $239217.65    | 0.00%             | 2027-04-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                                     | RHP Hotel Properties LP                                                                                | CUSIP: 74984CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      890000 | PA      | $884667.00    | 0.01%             | 2034-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Radiology Partners, Inc.                                                    | Radiology Partners, Inc.                                                                               | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     4899000 | PA      | $4870977.72   | 0.06%             | 2032-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Guardian US Holdco LLC                                                      | Guardian US Holdco LLC, 1st Lien Term Loan                                                             | CUSIP: 40147EAB5<br>LEI: 254900OSYC6XQ21DY128 | Long             | LON              | CORP              | US        |      539424 | PA      | $532546.53    | 0.01%             | 2030-01-31      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                 | Caesars Entertainment, Inc., 1st Lien Term Loan B                                                      | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |      560677 | PA      | $543391.34    | 0.01%             | 2030-02-06      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Range Resources Corp.                                                       | Range Resources Corp.                                                                                  | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |      242000 | PA      | $237440.55    | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                              | Raven Acquisition Holdings LLC                                                                         | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2154000 | PA      | $2132248.05   | 0.02%             | 2031-11-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| INEOS US Finance LLC                                                        | INEOS US Finance LLC, 1st Lien Term Loan                                                               | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |     5026227 | PA      | $4663082.46   | 0.05%             | 2030-02-18      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                   | RTX Corp.                                                                                              | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       25674 | NS      | $4520421.18   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sedgwick Claims Management Services, Inc.                                   | Sedgwick Claims Management Services, Inc., 1st Lien Term Loan                                          | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |      324538 | PA      | $322012.76    | 0.00%             | 2031-07-31      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                              | Anywhere Real Estate Group LLC                                                                         | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5251000 | PA      | $5010639.68   | 0.06%             | 2030-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                              | Anywhere Real Estate Group LLC                                                                         | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2043000 | PA      | $2181663.07   | 0.02%             | 2030-04-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Realty Income Corp.                                                         | Realty Income Corp.                                                                                    | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |       71015 | NS      | $4562003.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Klepierre SA                                                                | Klepierre SA                                                                                           | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | EC               | CORP              | FR        |      138927 | NS      | $5628800.83   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                                         | Regal Rexnord Corp.                                                                                    | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     1822000 | PA      | $1906539.25   | 0.02%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                                         | Regal Rexnord Corp.                                                                                    | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     2582000 | PA      | $2745505.10   | 0.03%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp.                                                     | Regions Financial Corp.                                                                                | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      192198 | NS      | $5487252.90   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Callaway Golf Co.                                                           | Callaway Golf Co., 1st Lien Term Loan                                                                  | CUSIP: 89071LAB6<br>LEI: 5493005UB0KFRKBPCU72 | Long             | LON              | CORP              | US        |       29392 | PA      | $29520.91     | 0.00%             | 2030-03-18      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan Trust                                          | Renaissance Home Equity Loan Trust, Series 2002-3, Class M1                                            | CUSIP: 75970NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      249641 | PA      | $235916.45    | 0.00%             | 2032-12-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                              | Entegris, Inc., 1st Lien Term Loan B                                                                   | CUSIP: 29362LAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      184332 | PA      | $184908.84    | 0.00%             | 2029-07-06      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan Trust                                          | Renaissance Home Equity Loan Trust, Series 2003-1, Class M1                                            | CUSIP: 759950AS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      110193 | PA      | $98491.92     | 0.00%             | 2033-06-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan Trust                                          | Renaissance Home Equity Loan Trust, Series 2003-4, Class M1                                            | CUSIP: 759950BT4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1057852 | PA      | $958746.32    | 0.01%             | 2034-03-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan Trust                                          | Renaissance Home Equity Loan Trust, Series 2003-4, Class M2F                                           | CUSIP: 759950BV9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      581123 | PA      | $355134.45    | 0.00%             | 2034-03-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                             | Republic Finance Issuance Trust, Series 2024-A, Class A                                                | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1546000 | PA      | $1552440.02   | 0.02%             | 2032-08-20      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                             | Republic Finance Issuance Trust, Series 2026-A, Class A                                                | CUSIP: 76042LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      290000 | PA      | $289597.54    | 0.00%             | 2039-06-20      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                             | Republic Finance Issuance Trust, Series 2026-A, Class B                                                | CUSIP: 76042LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      120000 | PA      | $119849.23    | 0.00%             | 2039-06-20      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                             | Republic Finance Issuance Trust, Series 2026-A, Class C                                                | CUSIP: 76042LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      170000 | PA      | $169531.14    | 0.00%             | 2039-06-20      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| RAMP Trust                                                                  | RAMP Trust, Series 2002-RS2, Class AI5                                                                 | CUSIP: 760985JL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       89663 | PA      | $88599.00     | 0.00%             | 2032-03-25      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| RALI Trust                                                                  | RALI Trust, Series 2005-QA5, Class A2                                                                  | CUSIP: 76110H5A3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      464788 | PA      | $432691.65    | 0.00%             | 2035-04-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| RALI Trust                                                                  | RALI Trust, Series 2005-QS17, Class A3                                                                 | CUSIP: 761118PS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      365043 | PA      | $319186.33    | 0.00%             | 2035-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RALI Trust                                                                  | RALI Trust, Series 2006-QS3, Class 1A10                                                                | CUSIP: 761118XN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      605222 | PA      | $551275.49    | 0.01%             | 2036-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                      | Residential Asset Securitization Trust, Series 2006-A8, Class 3A1                                      | CUSIP: 761119AP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2557065 | PA      | $1015668.39   | 0.01%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RFMSI Trust                                                                 | RFMSI Trust, Series 2005-S7, Class A6                                                                  | CUSIP: 76111XZW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       36603 | PA      | $28392.35     | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GMACM Mortgage Loan Trust                                                   | GMACM Mortgage Loan Trust, Series 2005-AR1, Class 3A                                                   | CUSIP: 76112BKN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       31306 | PA      | $28490.84     | 0.00%             | 2035-03-18      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Resideo Funding, Inc.                                                       | Resideo Funding, Inc.                                                                                  | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     2926000 | PA      | $2952907.50   | 0.03%             | 2032-07-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MH Sub I LLC                                                                | MH Sub I LLC, 1st Lien Term Loan                                                                       | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |      211254 | PA      | $194161.47    | 0.00%             | 2028-05-03      | Variable      | 7.90%                 | No            |                  2 | On Loan: No      |
| RingCentral, Inc.                                                           | RingCentral, Inc.                                                                                      | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |     4541000 | PA      | $4769071.73   | 0.05%             | 2030-08-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| RB Global Holdings, Inc.                                                    | RB Global Holdings, Inc.                                                                               | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |      766000 | PA      | $776385.66    | 0.01%             | 2028-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| RB Global Holdings, Inc.                                                    | RB Global Holdings, Inc.                                                                               | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |     1494000 | PA      | $1551189.60   | 0.02%             | 2031-03-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Rivers Enterprise Borrower LLC                                              | Rivers Enterprise Borrower LLC                                                                         | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1236000 | PA      | $1257348.19   | 0.01%             | 2030-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                           | EMRLD Borrower LP, 1st Lien Term Loan B                                                                | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |      907320 | PA      | $907964.39    | 0.01%             | 2030-05-31      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Shutterfly Finance LLC                                                      | Shutterfly Finance LLC, 1st Lien Term Loan B                                                           | CUSIP: 82568TAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       51325 | PA      | $51325.00     | 0.00%             | 2027-10-01      | Variable      | 9.67%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                           | Rocket Cos., Inc.                                                                                      | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3210000 | PA      | $3257620.35   | 0.04%             | 2030-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                           | Rocket Cos., Inc.                                                                                      | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3761000 | PA      | $3806865.40   | 0.04%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                           | Rocket Cos., Inc.                                                                                      | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      190000 | PA      | $193550.91    | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                           | Rocket Cos., Inc.                                                                                      | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1540000 | PA      | $1591782.50   | 0.02%             | 2032-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                         | Rocket Mortgage LLC                                                                                    | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2648000 | PA      | $2624284.88   | 0.03%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                         | Rocket Mortgage LLC                                                                                    | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      447000 | PA      | $402734.52    | 0.00%             | 2033-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| Rockies Express Pipeline LLC                                                | Rockies Express Pipeline LLC                                                                           | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     1182000 | PA      | $1151776.40   | 0.01%             | 2030-05-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                | Rockies Express Pipeline LLC                                                                           | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     1338000 | PA      | $1395032.69   | 0.02%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Gecina SA                                                                   | Gecina SA                                                                                              | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | EC               | CORP              | FR        |        6134 | NS      | $518594.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Covivio SA                                                                  | Covivio SA                                                                                             | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | EC               | CORP              | FR        |       31393 | NS      | $2076268.92   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                 | Rogers Communications, Inc.                                                                            | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     4421000 | PA      | $4395962.68   | 0.05%             | 2082-03-15      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                 | Rogers Communications, Inc.                                                                            | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      790000 | PA      | $738179.07    | 0.01%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Shutterfly Finance LLC                                                      | Shutterfly Finance LLC, 2nd Lien Term Loan                                                             | CUSIP: 82568TAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3185689 | PA      | $3117993.04   | 0.04%             | 2027-10-01      | Variable      | 8.67%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                        | Royal Bank of Canada                                                                                   | CUSIP: 780082AR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     5406000 | PA      | $5616871.84   | 0.06%             | 2084-05-02      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                        | Royal Bank of Canada                                                                                   | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     2670000 | PA      | $2717232.30   | 0.03%             | 2085-08-24      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                        | Royal Bank of Canada                                                                                   | CUSIP: 780082AY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     4049000 | PA      | $3991377.47   | 0.05%             | 2085-11-24      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                | Royal Caribbean Cruises Ltd.                                                                           | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     5895000 | PA      | $6025756.76   | 0.07%             | 2032-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                | Royal Caribbean Cruises Ltd.                                                                           | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     4063000 | PA      | $4125265.43   | 0.05%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                | Royal Caribbean Cruises Ltd.                                                                           | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     2396000 | PA      | $2428961.72   | 0.03%             | 2031-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                        | Royal Bank of Canada                                                                                   | CUSIP: 78015JSL2<br>LEI: 549300HXQQQCCUBS2Z23 | Long             | STIV             | CORP              | CA        |      250000 | PA      | $249972.10    | 0.00%             | 2026-11-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                        | Royal Bank of Canada                                                                                   | CUSIP: 78016FZZ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      177000 | PA      | $177454.67    | 0.00%             | 2026-07-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                        | Royal Bank of Canada                                                                                   | CUSIP: 78017DAE8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      457000 | PA      | $457176.54    | 0.01%             | 2026-08-03      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                        | Royal Bank of Canada                                                                                   | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      970000 | PA      | $972755.90    | 0.01%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Bleriot US Bidco, Inc.                                                      | Bleriot US Bidco, Inc., 1st Lien Term Loan                                                             | CUSIP: 09353TAJ9<br>LEI: 254900ALCQ2A2VYD5Z08 | Long             | LON              | CORP              | US        |      313694 | PA      | $314444.01    | 0.00%             | 2030-10-31      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| US Renal Care, Inc.                                                         | US Renal Care, Inc., 1st Lien Term Loan C                                                              | CUSIP: 90290PAS3<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |     3107350 | PA      | $2928677.60   | 0.03%             | 2028-06-28      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                                                    | SBA Communications Corp.                                                                               | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |     1002000 | PA      | $964577.30    | 0.01%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SCE Trust VI                                                                | SCE Trust VI                                                                                           | CUSIP: 78410V200<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      332786 | NS      | $5976836.56   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SCF Equipment Leasing LLC                                                   | SCF Equipment Leasing LLC, Series 2025-2A, Class D                                                     | CUSIP: 78439XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $487918.10    | 0.01%             | 2036-06-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                                                   | SCF Equipment Leasing LLC, Series 2025-2A, Class E                                                     | CUSIP: 78439XAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      495000 | PA      | $483381.36    | 0.01%             | 2036-06-20      | Fixed         | 6.21%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                                               | SM Energy Co.                                                                                          | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     2398000 | PA      | $2398757.77   | 0.03%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                               | SM Energy Co.                                                                                          | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3200304.00   | 0.04%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                               | SM Energy Co.                                                                                          | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     1720000 | PA      | $1725018.96   | 0.02%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                               | SM Energy Co.                                                                                          | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      341000 | PA      | $349796.44    | 0.00%             | 2029-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                                               | SM Energy Co.                                                                                          | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     1601000 | PA      | $1643456.92   | 0.02%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| SM Energy Co.                                                               | SM Energy Co.                                                                                          | CUSIP: 78454LAZ3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     1847000 | PA      | $1872534.78   | 0.02%             | 2034-04-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                     | SS&C Technologies, Inc.                                                                                | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    12980000 | PA      | $12968616.54  | 0.15%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                     | SS&C Technologies, Inc.                                                                                | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |     1513000 | PA      | $1530902.80   | 0.02%             | 2032-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SV RNO Property Owner 1 LLC                                                 | SV RNO Property Owner 1 LLC                                                                            | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5448000 | PA      | $5345298.06   | 0.06%             | 2031-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Saavi Energia Sarl                                                          | Saavi Energia SARL                                                                                     | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |     1729000 | PA      | $1926278.90   | 0.02%             | 2035-02-10      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                | Sabine Pass Liquefaction LLC                                                                           | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |      251000 | PA      | $251614.58    | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NorthRiver Midstream Finance LP                                             | NorthRiver Midstream Finance LP, 1st Lien Term Loan B                                                  | CUSIP: 66679PAB1<br>LEI: 549300SOLNLY3BL6GF18 | Long             | LON              | CORP              | CA        |      607473 | PA      | $607976.74    | 0.01%             | 2030-08-16      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Star Parent, Inc.                                                           | Star Parent, Inc., 1st Lien Term Loan                                                                  | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |     1911000 | PA      | $1911133.77   | 0.02%             | 2030-09-27      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| Rocket Software, Inc.                                                       | Rocket Software, Inc., 1st Lien Term Loan                                                              | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |     2920046 | PA      | $2781110.63   | 0.03%             | 2028-11-28      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                             | Santander UK Group Holdings plc                                                                        | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $246417.09    | 0.00%             | 2028-01-11      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                      | Santander Drive Auto Receivables Trust, Series 2025-3, Class D                                         | CUSIP: 80288JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      950000 | PA      | $950548.06    | 0.01%             | 2031-09-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                      | Santander Drive Auto Receivables Trust, Series 2024-4, Class D                                         | CUSIP: 802919AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      574000 | PA      | $578415.44    | 0.01%             | 2031-12-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                      | Santander Drive Auto Receivables Trust, Series 2025-4, Class D                                         | CUSIP: 802923AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      510000 | PA      | $507543.53    | 0.01%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SASCO Mortgage Loan Trust                                                   | SASCO Mortgage Loan Trust, Series 2004-GEL3, Class M1                                                  | CUSIP: 80382UAS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      120813 | PA      | $121225.01    | 0.00%             | 2034-08-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                             | TransDigm, Inc., 1st Lien Term Loan J                                                                  | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      438958 | PA      | $439523.83    | 0.01%             | 2031-02-28      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Saxon Asset Securities Trust                                                | Saxon Asset Securities Trust, Series 2004-2, Class MV2                                                 | CUSIP: 805564QL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       83716 | PA      | $100474.32    | 0.00%             | 2035-08-25      | Floating      | 3.52%                 | No            |                  2 | On Loan: No      |
| Scentre Group Trust 1                                                       | Scentre Group Trust 1                                                                                  | CUSIP: 80622GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      250000 | PA      | $248535.89    | 0.00%             | 2027-03-23      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                        | Charter Communications Operating LLC, 1st Lien Term Loan B-4                                           | CUSIP: 16117LCB3<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |     1319625 | PA      | $1317790.72   | 0.02%             | 2030-12-09      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                  | Charles Schwab Corp. (The), Series H                                                                   | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    11818000 | PA      | $11014874.72  | 0.13%             | 2030-12-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                  | Charles Schwab Corp. (The), Series L                                                                   | CUSIP: 808513CM5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     1159000 | PA      | $1159513.91   | 0.01%             | 2031-06-01      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Science Applications International Corp.                                    | Science Applications International Corp.                                                               | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |     1191000 | PA      | $1174729.87   | 0.01%             | 2033-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                                | Scotts Miracle-Gro Co. (The)                                                                           | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     3798000 | PA      | $3722261.27   | 0.04%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                                | Scotts Miracle-Gro Co. (The)                                                                           | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     4589000 | PA      | $4281928.44   | 0.05%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                                | Scotts Miracle-Gro Co. (The)                                                                           | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     2718000 | PA      | $2528940.54   | 0.03%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                   | Seagate Data Storage Technology Pte. Ltd.                                                              | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     2265000 | PA      | $2367115.26   | 0.03%             | 2029-12-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                   | Seagate Data Storage Technology Pte. Ltd.                                                              | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      541000 | PA      | $566685.60    | 0.01%             | 2031-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                   | Seagate Data Storage Technology Pte. Ltd.                                                              | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     1357000 | PA      | $1380330.90   | 0.02%             | 2034-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Securitized Asset-Backed Receivables LLC Trust                              | Securitized Asset-Backed Receivables LLC Trust, Series 2005-OP1, Class M2                              | CUSIP: 81375WCT1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      275822 | PA      | $253286.28    | 0.00%             | 2035-01-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings, Inc.                                                       | WEC US Holdings, Inc., 1st Lien Term Loan                                                              | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |     1204496 | PA      | $1206893.44   | 0.01%             | 2031-01-27      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Adient US LLC                                                               | Adient US LLC, 1st Lien Term Loan B-2                                                                  | CUSIP: 00687MAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2581419 | PA      | $2583200.66   | 0.03%             | 2031-01-31      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                 | Caesars Entertainment, Inc., 1st Lien Term Loan B-1                                                    | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |      245741 | PA      | $237601.63    | 0.00%             | 2031-02-06      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                                   | UKG, Inc., 1st Lien Term Loan                                                                          | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |      833087 | PA      | $803204.37    | 0.01%             | 2031-02-10      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                      | Sempra                                                                                                 | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       45086 | NS      | $4288580.32   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                                                      | Sempra                                                                                                 | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     1453000 | PA      | $1431957.07   | 0.02%             | 2052-04-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                      | Sempra                                                                                                 | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     1442000 | PA      | $1458456.10   | 0.02%             | 2056-04-01      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                                                     | Sensata Technologies BV                                                                                | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     3262000 | PA      | $3167871.08   | 0.04%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Sensata Technologies BV                                                     | Sensata Technologies BV                                                                                | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     1870000 | PA      | $1884225.09   | 0.02%             | 2030-09-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                                  | Sensata Technologies, Inc.                                                                             | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      842000 | PA      | $782119.07    | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: —       |
| Sensata Technologies, Inc.                                                  | Sensata Technologies, Inc.                                                                             | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1083370.05   | 0.01%             | 2032-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                      | Sequoia Mortgage Trust, Series 2007-3, Class 1A1                                                       | CUSIP: 81744MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      161761 | PA      | $138702.80    | 0.00%             | 2036-07-20      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                                 | Service Corp. International                                                                            | CUSIP: 817565BT0<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     2765000 | PA      | $2813509.16   | 0.03%             | 2027-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                                 | Service Corp. International                                                                            | CUSIP: 817565CD4<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      187000 | PA      | $185631.05    | 0.00%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                                 | Service Corp. International                                                                            | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9979.93      | 0.00%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                                 | Service Corp. International                                                                            | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     2262000 | PA      | $2104045.90   | 0.02%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                                 | Service Corp. International                                                                            | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      876000 | PA      | $827662.32    | 0.01%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                        | Clear Channel Outdoor Holdings, Inc., 1st Lien Term Loan                                               | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |     1482764 | PA      | $1486159.84   | 0.02%             | 2028-08-23      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                                         | Shift4 Payments LLC                                                                                    | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2607000 | PA      | $2601848.57   | 0.03%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Station Casinos LLC                                                         | Station Casinos LLC, 1st Lien Term Loan B                                                              | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |      543841 | PA      | $545059.49    | 0.01%             | 2031-03-14      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Shutterfly Finance LLC                                                      | Shutterfly Finance LLC                                                                                 | CUSIP: 82568NAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10679802 | PA      | $10466205.96  | 0.12%             | 2027-10-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| Shutterfly Finance LLC                                                      | Shutterfly Finance LLC                                                                                 | CUSIP: 82568NAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1580242 | PA      | $1584192.61   | 0.02%             | 2027-10-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Connect Finco SARL                                                          | Connect Finco SARL, 1st Lien Term Loan                                                                 | CUSIP: L2000DAH7<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |      297722 | PA      | $298334.83    | 0.00%             | 2029-09-13      | Variable      | 8.15%                 | No            |                  2 | On Loan: No      |
| MIWD Holdco II LLC                                                          | MIWD Holdco II LLC, 1st Lien Term Loan                                                                 | CUSIP: 55336CAK8<br>LEI: 254900X3SPV5RVFJEY72 | Long             | LON              | CORP              | US        |     2845297 | PA      | $2794224.04   | 0.03%             | 2031-03-28      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Mister Car Wash Holdings, Inc.                                              | Mister Car Wash Holdings, Inc., 1st Lien Term Loan                                                     | CUSIP: 60646CAK3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      308656 | PA      | $308436.70    | 0.00%             | 2031-03-27      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Zekelman Industries, Inc.                                                   | Zekelman Industries, Inc., 1st Lien Term Loan                                                          | CUSIP: 98931YAD5<br>LEI: 549300S5LMRAKDWWI425 | Long             | LON              | CORP              | US        |      318791 | PA      | $319323.02    | 0.00%             | 2031-01-24      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Co.                                                    | Sierra Pacific Power Co.                                                                               | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |     1765000 | PA      | $1735788.19   | 0.02%             | 2055-12-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Stifel SBA IO Trust                                                         | Stifel SBA IO Trust, Series 2025-3A, Class A2                                                          | CUSIP: 826545AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3722245 | PA      | $222701.16    | 0.00%             | 2051-10-25      | Variable      | 1.93%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                            | NRG Energy, Inc., 1st Lien Term Loan                                                                   | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |      575595 | PA      | $576504.37    | 0.01%             | 2031-04-16      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                     | Quikrete Holdings, Inc., 1st Lien Term Loan B-2                                                        | CUSIP: 74839XAK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      479138 | PA      | $479402.02    | 0.01%             | 2029-03-19      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Simon Property Group, Inc.                                                  | Simon Property Group, Inc.                                                                             | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |       24224 | NS      | $4934671.04   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Television Group, Inc.                                             | Sinclair Television Group, Inc.                                                                        | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     3510000 | PA      | $3634850.70   | 0.04%             | 2033-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                         | Sirius XM Radio LLC                                                                                    | CUSIP: 82966BAA3<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     2958000 | PA      | $2908578.33   | 0.03%             | 2032-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: —       |
| Sirius XM Radio LLC                                                         | Sirius XM Radio LLC                                                                                    | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    10807000 | PA      | $10729052.35  | 0.12%             | 2029-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                         | Sirius XM Radio LLC                                                                                    | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     1756000 | PA      | $1633939.04   | 0.02%             | 2030-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: —       |
| Sirius XM Radio LLC                                                         | Sirius XM Radio LLC                                                                                    | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    21086000 | PA      | $20476770.64  | 0.23%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                         | Sirius XM Radio LLC                                                                                    | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       76000 | PA      | $68799.21     | 0.00%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                               | Six Flags Entertainment Corp.                                                                          | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     2522000 | PA      | $2486700.07   | 0.03%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| Six Flags Entertainment Corp.                                               | Six Flags Entertainment Corp.                                                                          | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9514000 | PA      | $9683235.03   | 0.11%             | 2032-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: —       |
| Six Flags Entertainment Corp.                                               | Six Flags Entertainment Corp.                                                                          | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2498000 | PA      | $2539594.20   | 0.03%             | 2032-01-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: —       |
| Skandinaviska Enskilda Banken AB                                            | Skandinaviska Enskilda Banken AB                                                                       | CUSIP: 830505BB8<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     1218000 | PA      | $1247117.89   | 0.01%             | 2029-03-05      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                                                     | Genesee & Wyoming, Inc., 1st Lien Term Loan                                                            | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |      693278 | PA      | $693694.28    | 0.01%             | 2031-04-10      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| SBA Small Business Investment Cos.                                          | SBA Small Business Investment Cos., Series 2023-10A, Class 1                                           | CUSIP: 83162CS79<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      995799 | PA      | $1012418.86   | 0.01%             | 2033-03-10      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| SBA Small Business Investment Cos.                                          | SBA Small Business Investment Cos., Series 2023-10B, Class 1                                           | CUSIP: 831641FW0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      398766 | PA      | $409699.28    | 0.00%             | 2033-09-10      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                                            | Modena Buyer LLC, 1st Lien Term Loan                                                                   | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |      459895 | PA      | $415313.01    | 0.00%             | 2031-07-01      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                               | Smyrna Ready Mix Concrete LLC                                                                          | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     4017000 | PA      | $4206048.05   | 0.05%             | 2031-11-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                               | Six Flags Entertainment Corp., 1st Lien Term Loan B                                                    | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |      466688 | PA      | $463089.34    | 0.01%             | 2031-05-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Snap, Inc.                                                                  | Snap, Inc.                                                                                             | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      981000 | PA      | $955039.99    | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                         | Societe Generale SA                                                                                    | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1091000 | PA      | $1076847.08   | 0.01%             | 2028-01-19      | Variable      | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                         | Societe Generale SA                                                                                    | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      897000 | PA      | $902867.52    | 0.01%             | 2028-01-19      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                         | Societe Generale SA                                                                                    | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     5432000 | PA      | $5212606.95   | 0.06%             | 2030-11-18      | Variable      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                         | Societe Generale SA                                                                                    | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     5786000 | PA      | $6101759.38   | 0.07%             | 2027-11-22      | Variable      | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                         | Societe Generale SA                                                                                    | CUSIP: 83370RAE8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     3320000 | PA      | $3503738.76   | 0.04%             | 2029-11-21      | Variable      | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Solstice Advanced Materials, Inc.                                           | Solstice Advanced Materials, Inc.                                                                      | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |     3605000 | PA      | $3585797.61   | 0.04%             | 2033-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Sonic Automotive, Inc.                                                      | Sonic Automotive, Inc.                                                                                 | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |     3872000 | PA      | $3787868.02   | 0.04%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Sonic Automotive, Inc.                                                      | Sonic Automotive, Inc.                                                                                 | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |     3309000 | PA      | $3181507.21   | 0.04%             | 2031-11-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: —       |
| Sotera Health Holdings LLC                                                  | Sotera Health Holdings LLC                                                                             | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |     2526000 | PA      | $2625629.41   | 0.03%             | 2031-06-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                                                    | Republic of South Africa                                                                               | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      700000 | PA      | $521500.00    | 0.01%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                    | Republic of South Africa                                                                               | CUSIP: 836205AZ7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     2700000 | PA      | $2342250.00   | 0.03%             | 2048-06-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                    | Republic of South Africa                                                                               | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1470000 | PA      | $1187760.00   | 0.01%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                    | Republic of South Africa                                                                               | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      600000 | PA      | $574980.00    | 0.01%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                    | Republic of South Africa                                                                               | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      625000 | PA      | $653750.00    | 0.01%             | 2036-11-19      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                                                    | Republic of South Africa                                                                               | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     2514000 | PA      | $2567548.20   | 0.03%             | 2054-11-19      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                                                    | Republic of South Africa                                                                               | CUSIP: 836205BH6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      515000 | PA      | $490280.00    | 0.01%             | 2037-12-11      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                                                    | Republic of South Africa                                                                               | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1034000 | PA      | $974028.00    | 0.01%             | 2055-12-11      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                     | SS&C Technologies, Inc., 1st Lien Term Loan B-8                                                        | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |      509845 | PA      | $509824.96    | 0.01%             | 2031-05-09      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Central Parent LLC                                                          | Central Parent LLC, 1st Lien Term Loan                                                                 | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      649597 | PA      | $290369.81    | 0.00%             | 2029-07-06      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                                               | Staples, Inc., 1st Lien Term Loan                                                                      | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |      950791 | PA      | $888400.52    | 0.01%             | 2029-09-04      | Variable      | 9.41%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                              | Southern California Edison Co.                                                                         | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      580000 | PA      | $593632.06    | 0.01%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Iridium Satellite LLC                                                       | Iridium Satellite LLC, 1st Lien Term Loan B                                                            | CUSIP: 46269KAT1<br>LEI: 254900615BJ7139TFM33 | Long             | LON              | CORP              | US        |      518570 | PA      | $508784.65    | 0.01%             | 2030-09-20      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                          | Southern Co. (The)                                                                                     | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |       47493 | NS      | $4592573.10   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co. (The)                                                          | Southern Co. (The)                                                                                     | CUSIP: 842587CV7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      250000 | PA      | $249682.59    | 0.00%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                          | Southern Co. (The), Series 21-A                                                                        | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     2065000 | PA      | $2056474.44   | 0.02%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp.                                                       | Southern Copper Corp.                                                                                  | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |        8492 | NS      | $1457991.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst Catalyst Technologies LLC                                           | Ecovyst Catalyst Technologies LLC, 1st Lien Term Loan                                                  | CUSIP: 27922JAC0<br>LEI: 254900NH3N3I82Z6Q744 | Long             | LON              | CORP              | US        |      258502 | PA      | $258731.93    | 0.00%             | 2031-06-12      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                              | 1011778 BC ULC, 1st Lien Term Loan B-5                                                                 | CUSIP: C6901LAM9<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |      375218 | PA      | $375333.82    | 0.00%             | 2030-09-20      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC                                               | White Cap Supply Holdings LLC, 1st Lien Term Loan C                                                    | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |     3725798 | PA      | $3702176.23   | 0.04%             | 2029-10-19      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                           | Clarios Global LP, 1st Lien Term Loan                                                                  | CUSIP: C8000CAM5<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |      345382 | PA      | $346569.73    | 0.00%             | 2030-05-06      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Virtusa Corp.                                                               | Virtusa Corp., 1st Lien Term Loan B-2                                                                  | CUSIP: 92828KAP7<br>LEI: C77OMXDER63WLJCSKT03 | Long             | LON              | CORP              | US        |      512564 | PA      | $470702.46    | 0.01%             | 2029-02-15      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                           | EMRLD Borrower LP, 1st Lien Term Loan                                                                  | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |     3016366 | PA      | $3018658.74   | 0.03%             | 2031-08-04      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Venator Materials LLC                                                       | Venator Materials LLC, 1st Lien Term Loan                                                              | CUSIP: L9632YAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      314130 | PA      | $25130.36     | 0.00%             | 2028-10-12      | Variable      | 8.25%                 | No            |                  3 | On Loan: No      |
| Venator Materials LLC                                                       | Venator Materials LLC, 1st Lien Term Loan                                                              | CUSIP: L9632YAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      184385 | PA      | $147508.26    | 0.00%             | 2028-10-12      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux SARL                                                     | Jazz Financing Lux SARL, 1st Lien Term Loan B-2                                                        | CUSIP: G5080AAJ1<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |      354787 | PA      | $356216.89    | 0.00%             | 2028-05-05      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                         | Expand Energy Corp.                                                                                    | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      930000 | PA      | $911833.58    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Griffon Corp.                                                               | Griffon Corp., 1st Lien Term Loan B                                                                    | CUSIP: 39843GAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      370595 | PA      | $372795.88    | 0.00%             | 2029-01-24      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Spectrum Brands, Inc.                                                       | Spectrum Brands, Inc.                                                                                  | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |      729000 | PA      | $637746.11    | 0.01%             | 2031-03-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Project Boost Purchaser LLC                                                 | Project Boost Purchaser LLC, 1st Lien Term Loan                                                        | CUSIP: 74339NAG1<br>LEI: 254900SVSL94NTLSDY26 | Long             | LON              | CORP              | US        |      702995 | PA      | $689251.11    | 0.01%             | 2031-07-16      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                       | OneMain Finance Corp.                                                                                  | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     3349000 | PA      | $3396468.73   | 0.04%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc.                                                                                            | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     1985000 | PA      | $1979716.72   | 0.02%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc.                                                                                            | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     6182000 | PA      | $6299789.60   | 0.07%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc.                                                                                            | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      989000 | PA      | $989997.90    | 0.01%             | 2030-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Block, Inc.                                                                 | Block, Inc.                                                                                            | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     1229000 | PA      | $1226628.03   | 0.01%             | 2033-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                           | Standard Building Solutions, Inc.                                                                      | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     4466000 | PA      | $4510124.08   | 0.05%             | 2032-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                           | Standard Building Solutions, Inc.                                                                      | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     4871000 | PA      | $4867878.18   | 0.06%             | 2033-08-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                           | Standard Building Solutions, Inc.                                                                      | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     1248000 | PA      | $1216646.75   | 0.01%             | 2034-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                                                      | Standard Chartered plc                                                                                 | CUSIP: 853254CM0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     3866000 | PA      | $3974827.90   | 0.05%             | 2027-08-15      | Variable      | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                                                      | Standard Chartered plc                                                                                 | CUSIP: 853254CW8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $508095.00    | 0.01%             | 2028-02-08      | Variable      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                                                      | Standard Chartered plc                                                                                 | CUSIP: 853254DA5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     2500000 | PA      | $2638600.00   | 0.03%             | 2030-03-08      | Variable      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                                                      | Standard Chartered plc                                                                                 | CUSIP: 853254DH0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     1714000 | PA      | $1740188.55   | 0.02%             | 2035-11-14      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                   | Standard Industries, Inc.                                                                              | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6711000 | PA      | $6672394.97   | 0.08%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                   | Standard Industries, Inc.                                                                              | CUSIP: 853496AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      191000 | PA      | $182362.01    | 0.00%             | 2030-07-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Ahead DB Holdings LLC                                                       | Ahead DB Holdings LLC, 1st Lien Term Loan B-3                                                          | CUSIP: 00866HAH8<br>LEI: 254900L07WFL833JX193 | Long             | LON              | CORP              | US        |     3696322 | PA      | $3661908.97   | 0.04%             | 2031-02-03      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Stanwich Mortgage Loan Co. LLC                                              | Stanwich Mortgage Loan Co. LLC, Series 2021-NPB1, Class A2                                             | CUSIP: 85501YAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      332144 | PA      | $332866.86    | 0.00%             | 2026-10-16      | Variable      | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Staples, Inc.                                                               | Staples, Inc.                                                                                          | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     8794000 | PA      | $8405741.38   | 0.10%             | 2029-09-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Staples, Inc.                                                               | Staples, Inc.                                                                                          | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     4892325 | PA      | $3673459.61   | 0.04%             | 2030-01-15      | Fixed         | 12.75%                | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                               | Starwood Property Trust, Inc.                                                                          | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     1162000 | PA      | $1204131.80   | 0.01%             | 2029-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                         | Starwood Mortgage Residential Trust, Series 2020-1, Class B1                                           | CUSIP: 85573AAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5410000 | PA      | $4728885.33   | 0.05%             | 2050-02-25      | Variable      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                         | Starwood Mortgage Residential Trust, Series 2020-INV1, Class B2                                        | CUSIP: 85573EAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1600000 | PA      | $1377917.76   | 0.02%             | 2055-11-25      | Fixed         | 4.26%                 | Yes           |                  2 | On Loan: No      |
| Navoiyuran State Enterprise                                                 | Navoiyuran State Enterprise                                                                            | CUSIP: 85679AAA6<br>LEI: 254900ACNT2MA4KNLL55 | Long             | DBT              | NUSS              | UZ        |     1400000 | PA      | $1426250.00   | 0.02%             | 2030-07-02      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| KBR, Inc.                                                                   | KBR, Inc., 1st Lien Term Loan B                                                                        | CUSIP: 48242YAW2<br>LEI: 254900OFQDXZRKRCV808 | Long             | LON              | CORP              | US        |      463107 | PA      | $463769.22    | 0.01%             | 2031-01-17      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                          | State Street Corp.                                                                                     | CUSIP: 857477BS1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      268000 | PA      | $263691.71    | 0.00%             | 2028-02-07      | Variable      | 2.20%                 | No            |                  2 | On Loan: —       |
| State Street Corp.                                                          | State Street Corp.                                                                                     | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      464000 | PA      | $461927.12    | 0.01%             | 2034-01-26      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                          | State Street Corp., Series I                                                                           | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     8012000 | PA      | $8256085.58   | 0.09%             | 2029-03-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                          | State Street Corp., Series J                                                                           | CUSIP: 857477CM3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     1240000 | PA      | $1285064.08   | 0.01%             | 2029-09-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                         | Station Casinos LLC                                                                                    | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     1015000 | PA      | $955369.77    | 0.01%             | 2031-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Station Casinos LLC                                                         | Station Casinos LLC                                                                                    | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |      255000 | PA      | $258178.83    | 0.00%             | 2032-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| CPPIB OVM Member US LLC                                                     | CPPIB OVM Member US LLC, 1st Lien Term Loan                                                            | CUSIP: 12673CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      817739 | PA      | $818032.89    | 0.01%             | 2031-08-20      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Stifel SBA IO Trust                                                         | Stifel SBA IO Trust, Series 2025-1A, Class A2                                                          | CUSIP: 86063CAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6300946 | PA      | $289449.70    | 0.00%             | 2051-01-15      | Variable      | 1.49%                 | Yes           |                  2 | On Loan: No      |
| Jetblue Airways Corp.                                                       | Jetblue Airways Corp., 1st Lien Term Loan                                                              | CUSIP: G5112TAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      526975 | PA      | $467252.92    | 0.01%             | 2029-08-27      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                              | Structured Adjustable Rate Mortgage Loan Trust, Series 2005-1, Class 1A1                               | CUSIP: 863579KY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      150383 | PA      | $143955.21    | 0.00%             | 2035-02-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corp. Pass-Through Certificates                 | Structured Asset Securities Corp. Pass-Through Certificates, Series 2002-AL1, Class A3                 | CUSIP: 86358RXZ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |           3 | PA      | $0.34         | 0.00%             | 2032-02-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                              | Structured Asset Mortgage Investments II Trust, Series 2005-AR3, Class 1A1                             | CUSIP: 86359LJZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1364374 | PA      | $1322382.43   | 0.02%             | 2035-08-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                              | Structured Asset Mortgage Investments II Trust, Series 2007-AR7, Class 1A1                             | CUSIP: 86364KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2468307 | PA      | $2046110.48   | 0.02%             | 2047-05-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                               | Stryker Corp.                                                                                          | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     1005000 | PA      | $1017902.14   | 0.01%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                       | Sumitomo Mitsui Financial Group, Inc.                                                                  | CUSIP: 86562MDK3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     2696000 | PA      | $2721172.55   | 0.03%             | 2034-06-05      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                       | Sumitomo Mitsui Financial Group, Inc.                                                                  | CUSIP: 86562MDM9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      377000 | PA      | $385210.01    | 0.00%             | 2029-07-09      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BCP VI Summit Holdings LP                                                   | BCP VI Summit Holdings LP, 1st Lien Term Loan                                                          | CUSIP: 05614GAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      610388 | PA      | $610772.04    | 0.01%             | 2032-01-30      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Sun Communities, Inc.                                                       | Sun Communities, Inc.                                                                                  | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |       34446 | NS      | $4403576.64   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BCPE Pequod Buyer, Inc.                                                     | BCPE Pequod Buyer, Inc., 1st Lien Term Loan                                                            | CUSIP: 05624AAB8<br>LEI: 254900HEEOS2IWC84V94 | Long             | LON              | CORP              | US        |     3976045 | PA      | $3931314.47   | 0.04%             | 2031-11-25      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                   | Sunoco LP                                                                                              | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     1114000 | PA      | $1150374.33   | 0.01%             | 2029-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                   | Sunoco LP                                                                                              | CUSIP: 86765KAM1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     1183000 | PA      | $1177458.12   | 0.01%             | 2031-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                   | Sunoco LP                                                                                              | CUSIP: 86765LAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      419000 | PA      | $419511.60    | 0.00%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                   | Sunoco LP                                                                                              | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2669000 | PA      | $2621062.62   | 0.03%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                   | Sunoco LP                                                                                              | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4064000 | PA      | $3948788.32   | 0.05%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Superior Plus LP                                                            | Superior Plus LP                                                                                       | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1639000 | PA      | $1589268.81   | 0.02%             | 2029-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                                               | Surgery Center Holdings, Inc.                                                                          | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     3770000 | PA      | $3759935.23   | 0.04%             | 2032-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| Suriname Government International Bond                                      | Suriname Government International Bond                                                                 | CUSIP: 86886PAE2<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     1975000 | PA      | $2051654.69   | 0.02%             | 2030-11-06      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| Suriname Government International Bond                                      | Suriname Government International Bond                                                                 | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     2625000 | PA      | $2871257.81   | 0.03%             | 2035-11-06      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                    | Svenska Handelsbanken AB                                                                               | CUSIP: 86959LAH6<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      351000 | PA      | $349805.75    | 0.00%             | 2027-06-11      | Variable      | 1.42%                 | Yes           |                  2 | On Loan: —       |
| Svenska Handelsbanken AB                                                    | Svenska Handelsbanken AB                                                                               | CUSIP: 86959LAP8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      856000 | PA      | $875388.53    | 0.01%             | 2028-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                    | Svenska Handelsbanken AB                                                                               | CUSIP: 86960KRD6<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | STIV             | CORP              | SE        |      336000 | PA      | $323351.11    | 0.00%             | 2027-04-13      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Swedbank AB                                                                 | Swedbank AB                                                                                            | CUSIP: 87020PAT4<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |      350000 | PA      | $354400.23    | 0.00%             | 2027-09-20      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Synaptics, Inc.                                                             | Synaptics, Inc.                                                                                        | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |     2107000 | PA      | $2003663.03   | 0.02%             | 2029-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Synopsys, Inc.                                                              | Synopsys, Inc.                                                                                         | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      875000 | PA      | $882547.51    | 0.01%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd.                                                           | Symphony CLO Ltd., Series 2018-19A, Class B                                                            | CUSIP: 87165YAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1400000 | PA      | $1400492.80   | 0.02%             | 2031-04-16      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO Ltd.                                                           | Symphony CLO Ltd., Series 2021-29A, Class BR                                                           | CUSIP: 87168GAQ2<br>LEI: 254900H6EAUOGL2U2U64 | Long             | ABS-CBDO         | CORP              | KY        |      940000 | PA      | $939505.56    | 0.01%             | 2035-10-15      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Sysco Corp.                                                                 | Sysco Corp.                                                                                            | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |        3099 | NS      | $231526.29    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US, Inc.                                                           | T-Mobile US, Inc.                                                                                      | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       20802 | NS      | $4066791.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA, Inc.                                                          | T-Mobile USA, Inc.                                                                                     | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      965000 | PA      | $847835.30    | 0.01%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                                         | Take-Two Interactive Software, Inc.                                                                    | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |        7000 | PA      | $6676.18      | 0.00%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                     | Talen Energy Supply LLC                                                                                | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     6622000 | PA      | $6572578.69   | 0.08%             | 2034-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                     | Talen Energy Supply LLC                                                                                | CUSIP: 87422VAP3<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     5485000 | PA      | $5492138.45   | 0.06%             | 2033-05-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                     | Talen Energy Supply LLC                                                                                | CUSIP: 87422VAQ1<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     3656000 | PA      | $3662519.60   | 0.04%             | 2031-05-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                                | Tallgrass Energy Partners LP                                                                           | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2474000 | PA      | $2468042.36   | 0.03%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                                | Tallgrass Energy Partners LP                                                                           | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3774000 | PA      | $3794017.30   | 0.04%             | 2030-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                                | Tallgrass Energy Partners LP                                                                           | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5396000 | PA      | $5425575.48   | 0.06%             | 2031-09-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                                | Tallgrass Energy Partners LP                                                                           | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1526000 | PA      | $1572134.03   | 0.02%             | 2029-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                                | Tallgrass Energy Partners LP                                                                           | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3261000 | PA      | $3332043.82   | 0.04%             | 2034-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                                                  | Trident TPI Holdings, Inc., 1st Lien Term Loan B-7                                                     | CUSIP: 00216EAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      458008 | PA      | $430838.57    | 0.00%             | 2028-09-15      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                              | Raven Acquisition Holdings LLC, 1st Lien Term Loan                                                     | CUSIP: 75419XAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2915439 | PA      | $2896197.01   | 0.03%             | 2031-11-19      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings LP                                                    | Endo Finance Holdings LP, 1st Lien Term Loan                                                           | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      592237 | PA      | $585278.65    | 0.01%             | 2031-04-23      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Moran Foods LLC                                                             | Moran Foods LLC, 1st Lien Term Loan A                                                                  | CUSIP: 61647DAX0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3445276 | PA      | $3273012.03   | 0.04%             | 2029-01-02      | Variable      | 6.13%                 | No            |                  3 | On Loan: No      |
| Moran Foods LLC                                                             | Moran Foods LLC, 1st Lien Term Loan                                                                    | CUSIP: 61647DAY8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3203443 | PA      | $3043270.92   | 0.03%             | 2029-01-02      | Variable      | 12.13%                | No            |                  3 | On Loan: No      |
| Target Corp.                                                                | Target Corp.                                                                                           | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       41841 | NS      | $5428869.75   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Telecom Italia Capital SA                                                   | Telecom Italia Capital SA                                                                              | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      147000 | PA      | $154265.77    | 0.00%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                                   | Telecom Italia Capital SA                                                                              | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      276000 | PA      | $283842.26    | 0.00%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Somnigroup International, Inc.                                              | Somnigroup International, Inc.                                                                         | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     7272000 | PA      | $7034741.55   | 0.08%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Somnigroup International, Inc.                                              | Somnigroup International, Inc.                                                                         | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     2875000 | PA      | $2659079.74   | 0.03%             | 2031-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                      | Tenet Healthcare Corp.                                                                                 | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     7416000 | PA      | $7409328.57   | 0.08%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                      | Tenet Healthcare Corp.                                                                                 | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      981000 | PA      | $955525.39    | 0.01%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                      | Tenet Healthcare Corp.                                                                                 | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     5926000 | PA      | $5961224.14   | 0.07%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                      | Tenet Healthcare Corp.                                                                                 | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     5139000 | PA      | $5280661.67   | 0.06%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems US Holdings, Inc.                                    | Axalta Coating Systems US Holdings, Inc., 1st Lien Term Loan B-7                                       | CUSIP: 90347BAP3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      366403 | PA      | $366783.79    | 0.00%             | 2029-12-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                                                 | Terex Corp.                                                                                            | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     6009000 | PA      | $5968140.60   | 0.07%             | 2029-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Terex Corp.                                                                 | Terex Corp.                                                                                            | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     1826000 | PA      | $1855886.14   | 0.02%             | 2032-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Trans Union LLC                                                             | Trans Union LLC, 1st Lien Term Loan B-9                                                                | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |      600788 | PA      | $600379.86    | 0.01%             | 2031-06-24      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                        | Charter Communications Operating LLC, 1st Lien Term Loan B-5                                           | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |      842365 | PA      | $841530.98    | 0.01%             | 2031-12-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                                        | Prime Security Services Borrower LLC, 1st Lien Term Loan B-1                                           | CUSIP: 03765VAP5<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |      808051 | PA      | $808560.19    | 0.01%             | 2030-10-15      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                     | Texas Instruments, Inc.                                                                                | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       22256 | NS      | $6255716.48   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Go Daddy Operating Co. LLC                                                  | Go Daddy Operating Co. LLC, 1st Lien Term Loan B-8                                                     | CUSIP: 38017BAX4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      488629 | PA      | $481553.28    | 0.01%             | 2029-11-09      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Goat Holdco LLC                                                             | Goat Holdco LLC, 1st Lien Term Loan B                                                                  | CUSIP: 38021CAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      452968 | PA      | $452873.02    | 0.01%             | 2032-01-27      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| VT Topco, Inc.                                                              | VT Topco, Inc., 1st Lien Term Loan                                                                     | CUSIP: 91838LAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      606127 | PA      | $596059.61    | 0.01%             | 2030-08-09      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                                | MH Sub I LLC, 1st Lien Term Loan                                                                       | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |      147111 | PA      | $115114.41    | 0.00%             | 2031-12-31      | Variable      | 7.90%                 | No            |                  2 | On Loan: No      |
| Whatabrands LLC                                                             | Whatabrands LLC, 1st Lien Term Loan B                                                                  | CUSIP: 96244UAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      527480 | PA      | $528203.10    | 0.01%             | 2028-08-03      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                      | 3M Co.                                                                                                 | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       68800 | NS      | $10080576.00  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| USI, Inc.                                                                   | USI, Inc., 1st Lien Term Loan D                                                                        | CUSIP: 90351NAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      316636 | PA      | $316917.32    | 0.00%             | 2029-11-21      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Skopima Consilio Parent LLC                                                 | Skopima Consilio Parent LLC, 1st Lien Term Loan                                                        | CUSIP: 36171NAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      430649 | PA      | $358696.01    | 0.00%             | 2028-05-12      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| Whitewater Whistler Holdings LLC                                            | Whitewater Whistler Holdings LLC, 1st Lien Term Loan B-3                                               | CUSIP: 96620EAF4<br>LEI: 549300FRGKJP12ZORL46 | Long             | LON              | CORP              | US        |      539183 | PA      | $540644.14    | 0.01%             | 2030-02-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                                                 | Grant Thornton Advisors LLC, 1st Lien Term Loan                                                        | CUSIP: 38821UAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      706559 | PA      | $683892.40    | 0.01%             | 2031-06-02      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp.                                                              | TopBuild Corp.                                                                                         | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |      415000 | PA      | $414855.21    | 0.00%             | 2032-02-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| TopBuild Corp.                                                              | TopBuild Corp.                                                                                         | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     1406000 | PA      | $1424251.29   | 0.02%             | 2034-01-31      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                 | Toronto-Dominion Bank (The)                                                                            | CUSIP: 89114TZD7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      261000 | PA      | $260332.18    | 0.00%             | 2026-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                 | Toronto-Dominion Bank (The)                                                                            | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     1093000 | PA      | $1075721.83   | 0.01%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                 | Toronto-Dominion Bank (The)                                                                            | CUSIP: 89115A2Y7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      854000 | PA      | $867134.14    | 0.01%             | 2029-04-05      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                 | Toronto-Dominion Bank (The)                                                                            | CUSIP: 89116C4H7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     7189000 | PA      | $7237331.65   | 0.08%             | 2085-10-31      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                 | Toronto-Dominion Bank (The)                                                                            | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     5676000 | PA      | $5903891.40   | 0.07%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                 | Toronto-Dominion Bank (The)                                                                            | CUSIP: 89119BRN8<br>LEI: PT3QB789TSUIDF371261 | Long             | STIV             | CORP              | CA        |      250000 | PA      | $240317.50    | 0.00%             | 2027-04-22      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                                  | iHeartCommunications, Inc., 1st Lien Term Loan B                                                       | CUSIP: 45174UAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     7974166 | PA      | $7762850.27   | 0.09%             | 2029-05-01      | Variable      | 9.54%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                                          | Wand NewCo 3, Inc., 1st Lien Term Loan                                                                 | CUSIP: 93369PAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      686084 | PA      | $686886.39    | 0.01%             | 2031-01-30      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                   | Toyota Motor Credit Corp.                                                                              | CUSIP: 89236TNR2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       78000 | PA      | $77801.54     | 0.00%             | 2028-09-05      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Toyota Credit de Puerto Rico Corp.                                          | Toyota Credit de Puerto Rico Corp.                                                                     | CUSIP: 8923A1F89<br>LEI: 549300C3PZBB11ZOEC65 | Long             | STIV             | CORP              | PR        |      129000 | PA      | $128472.87    | 0.00%             | 2026-06-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                           | Clarios Global LP, 1st Lien Term Loan                                                                  | CUSIP: C8000CAP8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |      223875 | PA      | $224808.56    | 0.00%             | 2032-01-28      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Venator Materials LLC                                                       | Venator Materials LLC, 1st Lien Term Loan B                                                            | CUSIP: L9632YAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      188415 | PA      | $150732.13    | 0.00%             | 2026-07-16      | Variable      | 13.75%                | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                                  | TransCanada PipeLines Ltd.                                                                             | CUSIP: 89352HBK4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      709000 | PA      | $712103.29    | 0.01%             | 2056-10-17      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                                  | TransCanada PipeLines Ltd.                                                                             | CUSIP: 89352HBL2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      778000 | PA      | $783970.37    | 0.01%             | 2056-10-17      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Transcanada Trust                                                           | Transcanada Trust, Series 16-A                                                                         | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     2598000 | PA      | $2601665.78   | 0.03%             | 2076-08-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Transcanada Trust                                                           | Transcanada Trust                                                                                      | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     7546000 | PA      | $7508471.48   | 0.09%             | 2079-09-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Group, Inc.                                                       | TransDigm Group, Inc.                                                                                  | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3749 | NS      | $4348765.02   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm, Inc.                                                             | TransDigm, Inc.                                                                                        | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     4819000 | PA      | $4915163.15   | 0.06%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                                             | TransDigm, Inc.                                                                                        | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     3012000 | PA      | $3095411.32   | 0.04%             | 2032-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                                             | TransDigm, Inc.                                                                                        | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      798000 | PA      | $816039.59    | 0.01%             | 2034-01-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Genesys Cloud Services, Inc.                                                | Genesys Cloud Services, Inc., 1st Lien Term Loan                                                       | CUSIP: 39479UAY9<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |     3192961 | PA      | $3083602.24   | 0.04%             | 2032-01-30      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Acuren Delaware Holdco, Inc.                                                | Acuren Delaware Holdco, Inc., 1st Lien Term Loan                                                       | CUSIP: 00036YAD5<br>LEI: 984500AF5AADE92B5332 | Long             | LON              | CORP              | US        |      470823 | PA      | $472522.67    | 0.01%             | 2031-07-30      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Transnet                                                                    | Transnet                                                                                               | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | NUSS              | ZA        |      600000 | PA      | $624222.00    | 0.01%             | 2028-02-06      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Transocean International Ltd.                                               | Transocean International Ltd.                                                                          | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      922600 | PA      | $966332.16    | 0.01%             | 2030-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| HUB International Ltd.                                                      | HUB International Ltd., 1st Lien Term Loan                                                             | CUSIP: 44332EAZ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      309974 | PA      | $310683.44    | 0.00%             | 2030-06-20      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Utz Quality Foods LLC                                                       | Utz Quality Foods LLC, 1st Lien Term Loan B                                                            | CUSIP: 91809EAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      323894 | PA      | $324130.37    | 0.00%             | 2032-01-29      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Co., Inc.                                                      | Boxer Parent Co., Inc., 1st Lien Term Loan                                                             | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |      717750 | PA      | $663021.56    | 0.01%             | 2031-07-30      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                     | Quikrete Holdings, Inc., 1st Lien Term Loan B-3                                                        | CUSIP: 74839XAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4675275 | PA      | $4677051.60   | 0.05%             | 2032-02-10      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| TriMas Corp.                                                                | TriMas Corp.                                                                                           | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |     4547000 | PA      | $4374463.58   | 0.05%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| TriNet Group, Inc.                                                          | TriNet Group, Inc.                                                                                     | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |     2113000 | PA      | $2097404.79   | 0.02%             | 2031-08-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Trinidad Generation UnLtd                                                   | Trinidad Generation UnLtd                                                                              | CUSIP: 89636DAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |      836000 | PA      | $881135.64    | 0.01%             | 2033-06-16      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Trinity Industries, Inc.                                                    | Trinity Industries, Inc.                                                                               | CUSIP: 896522AJ8<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | DBT              | CORP              | US        |     2572000 | PA      | $2640006.25   | 0.03%             | 2028-07-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Trinseo Luxco Finance SPV SARL                                              | Trinseo Luxco Finance SPV SARL                                                                         | CUSIP: 89668JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     2883704 | PA      | $57674.08     | 0.00%             | 2029-05-03      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp.                                                      | Truist Financial Corp.                                                                                 | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      979000 | PA      | $1007485.57   | 0.01%             | 2035-01-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                      | Truist Financial Corp.                                                                                 | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      395000 | PA      | $399886.88    | 0.00%             | 2031-05-20      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                      | Truist Financial Corp.                                                                                 | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |       95030 | NS      | $4894045.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp.                                                      | Truist Financial Corp., Series R                                                                       | CUSIP: 89832Q695<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |       99288 | NS      | $1864628.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp.                                                      | Truist Financial Corp., Series M                                                                       | CUSIP: 89832QAC3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     2018000 | PA      | $1998404.21   | 0.02%             | 2027-12-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Novelis, Inc.                                                               | Novelis, Inc., 1st Lien Term Loan                                                                      | CUSIP: 67000LAB8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      262350 | PA      | $263087.20    | 0.00%             | 2032-03-11      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                                                          | APi Group DE, Inc., 1st Lien Term Loan                                                                 | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |      640891 | PA      | $642627.55    | 0.01%             | 2029-01-03      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                   | Republic of Turkiye (The)                                                                              | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      470000 | PA      | $402320.00    | 0.00%             | 2041-01-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                   | Republic of Turkiye (The)                                                                              | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      610000 | PA      | $442777.65    | 0.01%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                   | Republic of Turkiye (The)                                                                              | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      620000 | PA      | $482050.00    | 0.01%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                   | Republic of Turkiye (The)                                                                              | CUSIP: 900123DG2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1618000 | PA      | $1832385.00   | 0.02%             | 2033-01-19      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                   | Republic of Turkiye (The)                                                                              | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      900000 | PA      | $993663.00    | 0.01%             | 2030-07-13      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                   | Republic of Turkiye (The)                                                                              | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1300000 | PA      | $1352812.50   | 0.02%             | 2034-05-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| TC Ziraat Bankasi A/S                                                       | TC Ziraat Bankasi A/S                                                                                  | CUSIP: 90014TAM3<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |     2095000 | PA      | $2130615.00   | 0.02%             | 2030-02-04      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Coherent Corp.                                                              | Coherent Corp.                                                                                         | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |     9190000 | PA      | $9090620.35   | 0.10%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                           | Tyson Foods, Inc., Class A                                                                             | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       72746 | NS      | $4660836.22   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                                | UBS Group AG                                                                                           | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    13592000 | PA      | $15862394.09  | 0.18%             | 2033-11-13      | Variable      | 9.25%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                | UBS Group AG                                                                                           | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      288000 | PA      | $296547.60    | 0.00%             | 2030-09-13      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                | UBS Group AG                                                                                           | CUSIP: 902613BW7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1346000 | PA      | $1366078.28   | 0.02%             | 2036-01-08      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| UDR, Inc.                                                                   | UDR, Inc.                                                                                              | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |       36000 | PA      | $34374.58     | 0.00%             | 2030-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                   | UDR, Inc.                                                                                              | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |        9000 | PA      | $8276.70      | 0.00%             | 2031-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                                      | TK Elevator Midco GmbH, 1st Lien Term Loan B-1                                                         | CUSIP: D9000BAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |      520697 | PA      | $524893.99    | 0.01%             | 2030-04-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                              | US Foods, Inc.                                                                                         | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     1140000 | PA      | $1164076.80   | 0.01%             | 2028-09-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                                                  | US Bancorp                                                                                             | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      192686 | NS      | $10917588.76  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                                                  | US Bancorp, Series J                                                                                   | CUSIP: 902973AZ9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     1216000 | PA      | $1212013.95   | 0.01%             | 2027-04-15      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                  | US Bancorp                                                                                             | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     8601000 | PA      | $8465216.87   | 0.10%             | 2027-01-15      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Ubiquiti, Inc.                                                              | Ubiquiti, Inc.                                                                                         | CUSIP: 90353W103<br>LEI: 5299007MITA4DMQCU747 | Long             | EC               | CORP              | US        |        5493 | NS      | $5558970.93   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ukraine                                                                     | Ukraine Government Bond                                                                                | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     2450000 | PA      | $1470000.00   | 0.02%             | 2035-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ukraine                                                                     | Ukraine Government Bond                                                                                | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     2700000 | PA      | $1271700.00   | 0.01%             | 2034-02-01      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ukraine                                                                     | Ukraine Government Bond                                                                                | CUSIP: 903724CH3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     2961400 | PA      | $2261028.90   | 0.03%             | 2032-02-01      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                                  | AAdvantage Loyalty IP Ltd., 1st Lien Term Loan                                                         | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |     2509349 | PA      | $2493314.21   | 0.03%             | 2028-04-20      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                       | Clydesdale Acquisition Holdings, Inc., 1st Lien Term Loan B                                            | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |      520505 | PA      | $481415.39    | 0.01%             | 2032-04-01      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Vista Management Holding, Inc.                                              | Vista Management Holding, Inc., 1st Lien Term Loan                                                     | CUSIP: 92842EAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      150849 | PA      | $149367.23    | 0.00%             | 2031-04-01      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                                             | 1261229 BC Ltd., 1st Lien Term Loan                                                                    | CUSIP: C6903HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     6835618 | PA      | $6645929.77   | 0.08%             | 2030-10-08      | Variable      | 9.90%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                                       | United Airlines, Inc.                                                                                  | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     3366000 | PA      | $3322663.09   | 0.04%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                                              | United Airlines Holdings, Inc.                                                                         | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |     1092000 | PA      | $1076290.36   | 0.01%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| United Airlines Holdings, Inc.                                              | United Airlines Holdings, Inc.                                                                         | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |     1733000 | PA      | $1707111.74   | 0.02%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                 | United Parcel Service, Inc., Class B                                                                   | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       47140 | NS      | $5128832.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals North America, Inc.                                          | United Rentals North America, Inc.                                                                     | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     2173000 | PA      | $2057773.42   | 0.02%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                          | United Rentals North America, Inc.                                                                     | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     5772000 | PA      | $5931145.58   | 0.07%             | 2034-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                          | United Rentals North America, Inc.                                                                     | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     4217000 | PA      | $4169696.01   | 0.05%             | 2033-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                                                  | US Bancorp                                                                                             | CUSIP: 91159HJD3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      915000 | PA      | $815822.88    | 0.01%             | 2033-01-27      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                  | US Bancorp                                                                                             | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      250000 | PA      | $252897.04    | 0.00%             | 2027-10-26      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                  | US Bancorp                                                                                             | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       82000 | PA      | $83854.07     | 0.00%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                  | US Bancorp                                                                                             | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      810000 | PA      | $837077.39    | 0.01%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| United States of America                                                    | U.S. Treasury Notes                                                                                    | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      300000 | PA      | $301414.75    | 0.00%             | 2026-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                    | U.S. Treasury Notes                                                                                    | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      515000 | PA      | $511720.90    | 0.01%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                    | U.S. Treasury Notes                                                                                    | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    79590700 | PA      | $79811440.03  | 0.91%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                    | U.S. Treasury Notes                                                                                    | CUSIP: 91282CQA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      200000 | PA      | $197843.75    | 0.00%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Steel Corp.                                                   | United States Steel Corp.                                                                              | CUSIP: 912909AU2<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |      211000 | PA      | $211279.58    | 0.00%             | 2029-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                    | UnitedHealth Group, Inc.                                                                               | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       35178 | NS      | $13032745.44  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EW Scripps Co. (The)                                                        | EW Scripps Co. (The), 1st Lien Term Loan B-2                                                           | CUSIP: 26928BAQ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      616170 | PA      | $618610.25    | 0.01%             | 2028-06-30      | Variable      | 9.53%                 | No            |                  2 | On Loan: No      |
| EW Scripps Co. (The)                                                        | EW Scripps Co. (The), 1st Lien Term Loan B-3                                                           | CUSIP: 26928BAR0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      229848 | PA      | $225728.84    | 0.00%             | 2029-11-30      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                              | Univision Communications, Inc.                                                                         | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     3267000 | PA      | $3263891.45   | 0.04%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications, Inc.                                              | Univision Communications, Inc.                                                                         | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      641000 | PA      | $650550.77    | 0.01%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications, Inc.                                              | Univision Communications, Inc.                                                                         | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     1886000 | PA      | $1951723.33   | 0.02%             | 2032-08-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications, Inc.                                              | Univision Communications, Inc.                                                                         | CUSIP: 914906BB7<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     1460000 | PA      | $1467957.67   | 0.02%             | 2033-04-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Upstart Pass-Through Trust                                                  | Upstart Pass-Through Trust, Series 2022-PT3, Class A                                                   | CUSIP: 91681DAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      161855 | PA      | $159885.06    | 0.00%             | 2030-04-20      | Variable      | 18.16%                | Yes           |                  3 | On Loan: No      |
| Upstart Pass-Through Trust                                                  | Upstart Pass-Through Trust, Series 2022-PT4, Class A                                                   | CUSIP: 91683RAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      349268 | PA      | $349268.43    | 0.00%             | 2030-05-20      | Variable      | 16.80%                | Yes           |                  3 | On Loan: No      |
| Uzbekneftegaz JSC                                                           | Uzbekneftegaz JSC                                                                                      | CUSIP: 91825MAB9<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | NUSS              | UZ        |     1350000 | PA      | $1312031.25   | 0.02%             | 2028-11-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                                          | Vail Resorts, Inc.                                                                                     | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     4483000 | PA      | $4573314.52   | 0.05%             | 2032-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                                          | Vail Resorts, Inc.                                                                                     | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     1319000 | PA      | $1311138.76   | 0.02%             | 2030-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Valaris Ltd.                                                                | Valaris Ltd.                                                                                           | CUSIP: 91889FAC5<br>LEI: 5299008BQ9IREYWBTS30 | Long             | DBT              | CORP              | BM        |      848000 | PA      | $884268.11    | 0.01%             | 2030-04-30      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                          | Vale Overseas Ltd.                                                                                     | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |       12000 | PA      | $11490.00     | 0.00%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                          | Vale Overseas Ltd.                                                                                     | CUSIP: 91911TAT0<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     1260000 | PA      | $1267434.00   | 0.01%             | 2056-02-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Americas, Inc.                                                | Bausch Health Americas, Inc.                                                                           | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |     3994000 | PA      | $3974030.00   | 0.05%             | 2027-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| VASA Trust                                                                  | VASA Trust, Series 2021-VASA, Class G                                                                  | CUSIP: 92230AAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1360000 | PA      | $1128231.25   | 0.01%             | 2039-07-15      | Floating      | 8.77%                 | Yes           |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                      | Velocity Commercial Capital Loan Trust, Series 2018-2, Class A                                         | CUSIP: 92259BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      868760 | PA      | $851267.34    | 0.01%             | 2048-10-26      | Variable      | 4.05%                 | Yes           |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                      | Velocity Commercial Capital Loan Trust, Series 2018-2, Class M2                                        | CUSIP: 92259BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100718 | PA      | $95512.19     | 0.00%             | 2048-10-26      | Variable      | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                      | Velocity Commercial Capital Loan Trust, Series 2018-2, Class M3                                        | CUSIP: 92259BAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      147352 | PA      | $136269.44    | 0.00%             | 2048-10-26      | Variable      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Ventas, Inc.                                                                | Ventas, Inc.                                                                                           | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      153323 | NS      | $13470958.78  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Realty LP                                                            | Ventas Realty LP                                                                                       | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |       22000 | PA      | $21801.12     | 0.00%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                          | Venture Global Plaquemines LNG LLC                                                                     | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      661000 | PA      | $743435.95    | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                          | Venture Global Plaquemines LNG LLC                                                                     | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     6676000 | PA      | $6993116.68   | 0.08%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                          | Venture Global Plaquemines LNG LLC                                                                     | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     2164000 | PA      | $2300418.56   | 0.03%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                          | Venture Global Plaquemines LNG LLC                                                                     | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     1915000 | PA      | $1974897.37   | 0.02%             | 2030-12-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                          | Venture Global Plaquemines LNG LLC                                                                     | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1412684.55   | 0.02%             | 2034-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                           | Venture Global Calcasieu Pass LLC                                                                      | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      501000 | PA      | $446480.23    | 0.01%             | 2033-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                           | Venture Global Calcasieu Pass LLC                                                                      | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     1137000 | PA      | $1170199.26   | 0.01%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                           | Venture Global Calcasieu Pass LLC                                                                      | CUSIP: 92328MAF0<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      439000 | PA      | $442416.80    | 0.01%             | 2036-05-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                    | Venture Global LNG, Inc.                                                                               | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     2544000 | PA      | $2603074.22   | 0.03%             | 2028-06-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                    | Venture Global LNG, Inc.                                                                               | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     2003000 | PA      | $2088395.90   | 0.02%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                    | Venture Global LNG, Inc.                                                                               | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     3123000 | PA      | $3408339.14   | 0.04%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                    | Venture Global LNG, Inc.                                                                               | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     6510000 | PA      | $6984286.05   | 0.08%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                | Verizon Communications, Inc.                                                                           | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      325525 | NS      | $15634965.75  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Asurion LLC                                                                 | Asurion LLC, 1st Lien Term Loan B-13                                                                   | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     2213445 | PA      | $2213445.41   | 0.03%             | 2030-09-19      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| Insulet Corp.                                                               | Insulet Corp., 1st Lien Term Loan                                                                      | CUSIP: 45784QAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      678569 | PA      | $683658.40    | 0.01%             | 2031-08-04      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                  | Verus Securitization Trust, Series 2021-R1, Class B1                                                   | CUSIP: 92538BAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1804647.60   | 0.02%             | 2063-10-25      | Variable      | 3.19%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                                  | Verus Securitization Trust, Series 2021-R1, Class B2                                                   | CUSIP: 92538BAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1322000 | PA      | $1170241.94   | 0.01%             | 2063-10-25      | Variable      | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                                  | Verus Securitization Trust, Series 2021-R3, Class B1                                                   | CUSIP: 92538EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2238783.00   | 0.03%             | 2064-04-25      | Variable      | 3.07%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                                  | Verus Securitization Trust, Series 2021-R3, Class B2                                                   | CUSIP: 92538EAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1776000 | PA      | $1469937.66   | 0.02%             | 2064-04-25      | Variable      | 4.07%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                                  | Verus Securitization Trust, Series 2021-5, Class B1                                                    | CUSIP: 92538KAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3826000 | PA      | $2788622.19   | 0.03%             | 2066-09-25      | Variable      | 3.04%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                                  | Verus Securitization Trust, Series 2021-5, Class B2                                                    | CUSIP: 92538KAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3750000 | PA      | $2875849.13   | 0.03%             | 2066-09-25      | Variable      | 3.94%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                                  | Verus Securitization Trust, Series 2023-4, Class A1                                                    | CUSIP: 92539TAA1<br>LEI: 2138008DC17PCNG48R87 | Long             | ABS-MBS          | CORP              | US        |      196855 | PA      | $196274.85    | 0.00%             | 2068-05-25      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                                  | Verus Securitization Trust, Series 2023-6, Class B1                                                    | CUSIP: 92539XAE4<br>LEI: 984500915DDB7T2ACA27 | Long             | ABS-MBS          | CORP              | US        |     3500000 | PA      | $3513407.80   | 0.04%             | 2068-09-25      | Variable      | 7.76%                 | Yes           |                  2 | On Loan: No      |
| Colossus Acquireco LLC                                                      | Colossus Acquireco LLC, 1st Lien Term Loan                                                             | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |      641138 | PA      | $641003.46    | 0.01%             | 2032-07-30      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                            | Paramount Global                                                                                       | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     1171000 | PA      | $836588.61    | 0.01%             | 2057-02-28      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                          | VICI Properties LP                                                                                     | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3619000 | PA      | $3560323.13   | 0.04%             | 2029-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| VICI Properties, Inc.                                                       | VICI Properties, Inc., Class A                                                                         | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      475675 | NS      | $13889710.00  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Cruises Ltd.                                                         | Viking Cruises Ltd.                                                                                    | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     2937000 | PA      | $2944462.92   | 0.03%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Proofpoint, Inc.                                                            | Proofpoint, Inc., 1st Lien Term Loan                                                                   | CUSIP: 74345HAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      644044 | PA      | $624452.15    | 0.01%             | 2028-08-31      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                            | Virgin Media Secured Finance plc                                                                       | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     4295000 | PA      | $4144096.94   | 0.05%             | 2029-05-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Radiology Partners, Inc.                                                    | Radiology Partners, Inc., 1st Lien Term Loan B                                                         | CUSIP: 75041EAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      497500 | PA      | $489107.18    | 0.01%             | 2032-06-30      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                                | Vistra Corp.                                                                                           | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     1472000 | PA      | $1476299.71   | 0.02%             | 2026-12-15      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                   | Vistra Operations Co. LLC                                                                              | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       81000 | PA      | $80985.50     | 0.00%             | 2027-07-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                   | Vistra Operations Co. LLC                                                                              | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      872000 | PA      | $856829.03    | 0.01%             | 2029-05-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                   | Vistra Operations Co. LLC                                                                              | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     5464000 | PA      | $5730260.72   | 0.07%             | 2031-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                   | Vistra Operations Co. LLC                                                                              | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     3877000 | PA      | $4047483.32   | 0.05%             | 2032-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| VistaJet Malta Finance plc                                                  | VistaJet Malta Finance plc                                                                             | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2124000 | PA      | $2147102.09   | 0.02%             | 2028-06-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: —       |
| VMware LLC                                                                  | VMware LLC                                                                                             | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |      823000 | PA      | $728445.00    | 0.01%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                          | Vodafone Group plc                                                                                     | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     6106000 | PA      | $5687986.90   | 0.07%             | 2081-06-04      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Crown Finance US, Inc.                                                      | Crown Finance US, Inc., 1st Lien Term Loan                                                             | CUSIP: 22834KAV3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4734741 | PA      | $4728159.66   | 0.05%             | 2031-12-02      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| VoltaGrid LLC                                                               | VoltaGrid LLC                                                                                          | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |     4016000 | PA      | $4168294.75   | 0.05%             | 2030-11-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                             | WFRBS Commercial Mortgage Trust, Series 2014-C22, Class D                                              | CUSIP: 92890KAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5505000 | PA      | $1796425.18   | 0.02%             | 2057-09-15      | Variable      | 3.89%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                               | Voya CLO Ltd., Series 2022-1A, Class BR                                                                | CUSIP: 92918UAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1180000 | PA      | $1180375.24   | 0.01%             | 2035-04-20      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                               | WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR14, Class 1A3                             | CUSIP: 92922F4C9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      571754 | PA      | $542773.26    | 0.01%             | 2035-12-25      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                               | WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR14, Class 1A4                             | CUSIP: 92922F4D7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      381346 | PA      | $362016.26    | 0.00%             | 2035-12-25      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                               | WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR15, Class A1A1                            | CUSIP: 92922F5T1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       18139 | PA      | $17162.38     | 0.00%             | 2045-11-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                               | WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR16, Class 1A1                             | CUSIP: 92922F6W3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      221331 | PA      | $208101.51    | 0.00%             | 2035-12-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                               | WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR18, Class 1A3A                            | CUSIP: 92922F8M3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       23188 | PA      | $22554.35     | 0.00%             | 2036-01-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                               | WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR5, Class A6                               | CUSIP: 92922FM21<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      651661 | PA      | $646837.33    | 0.01%             | 2035-05-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                               | WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR10, Class A1B                             | CUSIP: 92922FWU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      283952 | PA      | $275568.65    | 0.00%             | 2044-07-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                               | WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR11, Class A                               | CUSIP: 92922FYA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      264379 | PA      | $247921.98    | 0.00%             | 2034-10-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                               | WaMu Mortgage Pass-Through Certificates Trust, Series 2006-AR2, Class 1A1                              | CUSIP: 92925CDQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      122362 | PA      | $111852.79    | 0.00%             | 2036-03-25      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                       | WMG Acquisition Corp.                                                                                  | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |      126000 | PA      | $119613.29    | 0.00%             | 2029-12-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| WP Carey, Inc.                                                              | WP Carey, Inc.                                                                                         | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |       65471 | NS      | $4774800.03   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey, Inc.                                                              | WP Carey, Inc.                                                                                         | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |       33000 | PA      | $29567.23     | 0.00%             | 2031-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                                              | WP Carey, Inc.                                                                                         | CUSIP: 92936UAJ8<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |        7000 | PA      | $6143.14      | 0.00%             | 2032-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                             | WFRBS Commercial Mortgage Trust, Series 2014-C21, Class D                                              | CUSIP: 92939FAE9<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |     1700000 | PA      | $1449437.00   | 0.02%             | 2047-08-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                                      | WEC Energy Group, Inc.                                                                                 | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       36494 | NS      | $4304102.36   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WR Grace Holdings LLC                                                       | WR Grace Holdings LLC                                                                                  | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     3155000 | PA      | $3010180.20   | 0.03%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                       | WR Grace Holdings LLC                                                                                  | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     1745000 | PA      | $1732043.90   | 0.02%             | 2032-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                       | WR Grace Holdings LLC                                                                                  | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      712000 | PA      | $707258.08    | 0.01%             | 2033-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| WBI Operating LLC                                                           | WBI Operating LLC                                                                                      | CUSIP: 92944BAA9<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |     2548000 | PA      | $2583442.68   | 0.03%             | 2030-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Wabash National Corp.                                                       | Wabash National Corp.                                                                                  | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |     3530000 | PA      | $3115431.86   | 0.04%             | 2028-10-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| DaVita, Inc.                                                                | DaVita, Inc., 1st Lien Term Loan B-2                                                                   | CUSIP: 23918VBC7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | LON              | CORP              | US        |      607013 | PA      | $609162.11    | 0.01%             | 2031-05-09      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC                                                           | Chariot Buyer LLC, 1st Lien Term Loan                                                                  | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |      632274 | PA      | $631022.19    | 0.01%             | 2032-09-08      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Creative Artists Agency LLC                                                 | Creative Artists Agency LLC, 1st Lien Term Loan                                                        | CUSIP: 22526WAU2<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |      638456 | PA      | $639873.32    | 0.01%             | 2031-10-01      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                                          | Wand NewCo 3, Inc.                                                                                     | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |     3606000 | PA      | $3753961.39   | 0.04%             | 2032-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Resonetics LLC                                                              | Resonetics LLC, 1st Lien Term Loan                                                                     | CUSIP: 76118EAL2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      360290 | PA      | $361248.28    | 0.00%             | 2031-06-18      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| First Advantage Holdings LLC                                                | First Advantage Holdings LLC, 1st Lien Term Loan B-3                                                   | CUSIP: 78477MAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3362101 | PA      | $3315871.67   | 0.04%             | 2031-10-31      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Neon Maple US Debt Mergersub, Inc.                                          | Neon Maple US Debt Mergersub, Inc., 1st Lien Term Loan B-1                                             | CUSIP: 69425BAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4970994 | PA      | $4900803.71   | 0.06%             | 2031-11-17      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Sanmina Corp.                                                               | Sanmina Corp., 1st Lien Term Loan B-1                                                                  | CUSIP: 80105GAP5<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | LON              | CORP              | US        |     3140594 | PA      | $3152370.89   | 0.04%             | 2032-10-27      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                           | Alliant Holdings Intermediate LLC, 1st Lien Term Loan                                                  | CUSIP: 01881UAN5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      314072 | PA      | $313449.92    | 0.00%             | 2031-09-19      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                 | Allied Universal Holdco LLC, 1st Lien Term Loan                                                        | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |      998980 | PA      | $1001407.52   | 0.01%             | 2032-08-20      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Indy US Holdco LLC                                                          | Indy US Holdco LLC, 1st Lien Term Loan                                                                 | CUSIP: 45674PAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      370729 | PA      | $370265.46    | 0.00%             | 2030-10-31      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust            | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-1, Class 1A3             | CUSIP: 9393362F9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      284346 | PA      | $277862.50    | 0.00%             | 2035-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust            | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-4, Class CB7             | CUSIP: 9393366B4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      216095 | PA      | $200972.13    | 0.00%             | 2035-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust            | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-10, Class 2A5            | CUSIP: 93934FGD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1288746 | PA      | $1229490.96   | 0.01%             | 2035-11-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust            | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-10, Class 4CB1           | CUSIP: 93934FGL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      356313 | PA      | $335015.57    | 0.00%             | 2035-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust            | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2006-5, Class 2CB5            | CUSIP: 93934NAU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      122128 | PA      | $90606.30     | 0.00%             | 2036-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust            | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2007-1, Class 1A7             | CUSIP: 93935PAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2128368 | PA      | $1654025.89   | 0.02%             | 2037-02-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                                                 | Terex Corp., 1st Lien Term Loan                                                                        | CUSIP: 88078FBQ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      668387 | PA      | $671521.45    | 0.01%             | 2031-10-08      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC                                                                | PetSmart LLC, 1st Lien Term Loan                                                                       | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |     4871058 | PA      | $4886304.58   | 0.06%             | 2032-08-18      | Variable      | 7.65%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                                               | Surgery Center Holdings, Inc., 1st Lien Term Loan                                                      | CUSIP: 86880NBD4<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |      486879 | PA      | $488027.94    | 0.01%             | 2030-12-19      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Knowlton Development Corp., Inc.                                            | Knowlton Development Corp., Inc., 1st Lien Term Loan                                                   | CUSIP: C4953EAH8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      556083 | PA      | $550872.31    | 0.01%             | 2028-08-15      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                             | TransDigm, Inc., 1st Lien Term Loan M                                                                  | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     5492400 | PA      | $5500254.13   | 0.06%             | 2032-08-19      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Icon Parent I, Inc.                                                         | Icon Parent I, Inc., 1st Lien Term Loan                                                                | CUSIP: 45115DAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     5176590 | PA      | $5015908.92   | 0.06%             | 2031-11-13      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                 | Wayfair LLC                                                                                            | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     1869000 | PA      | $1915300.74   | 0.02%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Wayfair LLC                                                                 | Wayfair LLC                                                                                            | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     4258000 | PA      | $4418033.06   | 0.05%             | 2030-09-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Wayfair LLC                                                                 | Wayfair LLC                                                                                            | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     1498000 | PA      | $1514488.49   | 0.02%             | 2032-11-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                     | Level 3 Financing, Inc., 1st Lien Term Loan B-4                                                        | CUSIP: 52729KAU0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      425000 | PA      | $425909.50    | 0.00%             | 2032-03-29      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Global Medical Response, Inc.                                               | Global Medical Response, Inc., 1st Lien Term Loan                                                      | CUSIP: 00169QAH2<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |      399000 | PA      | $400372.56    | 0.00%             | 2032-10-01      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Altafiber Virginia LLC                                                      | Altafiber Virginia LLC, 1st Lien Term Loan B-5                                                         | CUSIP: 17187MAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      336552 | PA      | $336313.42    | 0.00%             | 2028-11-23      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                                                  | TKO Worldwide Holdings LLC, 1st Lien Term Loan B-5                                                     | CUSIP: 90266UAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      603716 | PA      | $605092.29    | 0.01%             | 2031-11-21      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                             | TransDigm, Inc., 1st Lien Term Loan K                                                                  | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      478999 | PA      | $479636.29    | 0.01%             | 2030-03-22      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| NCR Atleos LLC                                                              | NCR Atleos LLC, 1st Lien Term Loan B                                                                   | CUSIP: 63001PAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      153940 | PA      | $153410.71    | 0.00%             | 2029-04-16      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| AHP Health Partners, Inc.                                                   | AHP Health Partners, Inc., 1st Lien Term Loan B                                                        | CUSIP: 00130MAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      518257 | PA      | $519770.40    | 0.01%             | 2032-09-20      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Varsity Brands, Inc.                                                        | Varsity Brands, Inc., 1st Lien Term Loan                                                               | CUSIP: 92227QAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     6166728 | PA      | $6155936.10   | 0.07%             | 2031-08-26      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Four Seasons Hotels Ltd.                                                    | Four Seasons Hotels Ltd., 1st Lien Term Loan                                                           | CUSIP: 35100DAW6<br>LEI: 5493009FUVX8LHYY2202 | Long             | LON              | CORP              | CA        |      440972 | PA      | $444058.32    | 0.01%             | 2032-09-22      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Coherent Corp.                                                              | Coherent Corp., 1st Lien Term Loan B-3                                                                 | CUSIP: 45173JAT1<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |      322143 | PA      | $322142.72    | 0.00%             | 2029-07-02      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Option Care Health, Inc.                                                    | Option Care Health, Inc., 1st Lien Term Loan                                                           | CUSIP: 68404YAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      585707 | PA      | $587610.29    | 0.01%             | 2032-09-22      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Madison Safety & Flow LLC                                                   | Madison Safety & Flow LLC, 1st Lien Term Loan B                                                        | CUSIP: 55822DAN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      433883 | PA      | $434347.45    | 0.00%             | 2031-09-26      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| BIFM CA Buyer, Inc.                                                         | BIFM CA Buyer, Inc., 1st Lien Term Loan                                                                | CUSIP: G0757GAH5<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      250553 | PA      | $251179.82    | 0.00%             | 2028-05-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                         | Buckeye Partners LP, 1st Lien Term Loan B-7                                                            | CUSIP: 11823LAR6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | LON              | CORP              | US        |      483717 | PA      | $485932.54    | 0.01%             | 2032-11-22      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Chemours Co. LLC                                                            | Chemours Co. LLC, 1st Lien Term Loan B-4                                                               | CUSIP: 16384YAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      498750 | PA      | $496879.69    | 0.01%             | 2032-10-15      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Blackfin Pipeline LLC                                                       | Blackfin Pipeline LLC, 1st Lien Term Loan                                                              | CUSIP: 09231PAB2<br>LEI: 254900F4BUS186SK8A51 | Long             | LON              | CORP              | US        |      547250 | PA      | $550785.24    | 0.01%             | 2032-09-29      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                           | Wells Fargo & Co.                                                                                      | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      146759 | NS      | $12067992.57  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Mortgage-Backed Securities Trust                                | Wells Fargo Mortgage-Backed Securities Trust, Series 2006-AR19, Class A3                               | CUSIP: 949789AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       58199 | PA      | $53319.50     | 0.00%             | 2036-12-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage-Backed Securities Trust                                | Wells Fargo Mortgage-Backed Securities Trust, Series 2007-15, Class A1                                 | CUSIP: 949797AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       48982 | PA      | $48161.15     | 0.00%             | 2037-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Home Equity Asset-Backed Securities Trust                       | Wells Fargo Home Equity Asset-Backed Securities Trust, Series 2004-2, Class M8A                        | CUSIP: 94980GAV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      289567 | PA      | $305519.33    | 0.00%             | 2034-10-25      | Floating      | 8.27%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Home Equity Asset-Backed Securities Trust                       | Wells Fargo Home Equity Asset-Backed Securities Trust, Series 2004-2, Class M8B                        | CUSIP: 94980GBJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      289567 | PA      | $273613.57    | 0.00%             | 2034-10-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                           | Wells Fargo & Co., Series Z                                                                            | CUSIP: 94988U151<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      331938 | NS      | $6323418.90   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                       | Wells Fargo Commercial Mortgage Trust, Series 2015-NXS1, Class E                                       | CUSIP: 94989HBR0<br>LEI: 5493002S7XBI8CVRR075 | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1250625.00   | 0.01%             | 2048-05-15      | Variable      | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                       | Wells Fargo Commercial Mortgage Trust, Series 2015-C28, Class D                                        | CUSIP: 94989JBH8<br>LEI: 549300S7ENI2U7O0XH56 | Long             | ABS-MBS          | CORP              | US        |     3346485 | PA      | $3262789.32   | 0.04%             | 2048-05-15      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                       | Wells Fargo Commercial Mortgage Trust, Series 2016-C35, Class D                                        | CUSIP: 95000FAC0<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4774893.00   | 0.05%             | 2048-07-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                           | Wells Fargo & Co.                                                                                      | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      250000 | PA      | $249657.53    | 0.00%             | 2027-06-17      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                           | Wells Fargo & Co.                                                                                      | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      983000 | PA      | $975530.03    | 0.01%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                           | Wells Fargo & Co.                                                                                      | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      464000 | PA      | $463059.09    | 0.01%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                           | Wells Fargo & Co.                                                                                      | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      556000 | PA      | $565389.71    | 0.01%             | 2030-01-23      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                           | Wells Fargo & Co.                                                                                      | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      464000 | PA      | $473141.58    | 0.01%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                       | Wells Fargo Commercial Mortgage Trust, Series 2018-C44, Class D                                        | CUSIP: 95001JAC1<br>LEI: 549300AGZIS1CJS4RM30 | Long             | ABS-MBS          | CORP              | US        |     1517000 | PA      | $1179834.92   | 0.01%             | 2051-05-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                       | Wells Fargo Commercial Mortgage Trust, Series 2018-C43, Class D                                        | CUSIP: 95001LAC6<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |     1250000 | PA      | $1062852.50   | 0.01%             | 2051-03-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                       | Wells Fargo Commercial Mortgage Trust, Series 2017-C38, Class D                                        | CUSIP: 95001MAP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1700000 | PA      | $1384122.32   | 0.02%             | 2050-07-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                       | Wells Fargo Commercial Mortgage Trust, Series 2019-C52, Class XA                                       | CUSIP: 95002MAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5699349 | PA      | $224672.88    | 0.00%             | 2052-08-15      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                           | Wells Fargo & Co.                                                                                      | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2541000 | PA      | $2668098.28   | 0.03%             | 2028-09-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                           | Wells Fargo & Co.                                                                                      | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     5226000 | PA      | $5436074.75   | 0.06%             | 2029-09-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                           | Wells Fargo & Co., Series GG                                                                           | CUSIP: 95002YAE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     8720000 | PA      | $8750223.52   | 0.10%             | 2031-06-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Dayforce Bidco LLC                                                          | Dayforce Bidco LLC, 1st Lien Term Loan                                                                 | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3972477 | PA      | $3743066.51   | 0.04%             | 2033-02-04      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                    | WESCO Distribution, Inc.                                                                               | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     3085000 | PA      | $3092724.84   | 0.04%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                    | WESCO Distribution, Inc.                                                                               | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     5938000 | PA      | $6054889.53   | 0.07%             | 2029-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                    | WESCO Distribution, Inc.                                                                               | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     3143000 | PA      | $3255095.10   | 0.04%             | 2032-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                    | WESCO Distribution, Inc.                                                                               | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     1167000 | PA      | $1205386.13   | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                    | WESCO Distribution, Inc.                                                                               | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     1028000 | PA      | $1027359.75   | 0.01%             | 2031-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Altice France SA                                                            | Altice France SA, 1st Lien Term Loan B-14                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      152178 | PA      | $154869.65    | 0.00%             | 2031-05-30      | Variable      | 10.55%                | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                     | Talen Energy Supply LLC, 1st Lien Term Loan B                                                          | CUSIP: 87422LBA7<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |      381544 | PA      | $381784.12    | 0.00%             | 2032-11-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| CPI Holdco B LLC                                                            | CPI Holdco B LLC, 1st Lien Term Loan                                                                   | CUSIP: 1261MAAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      478383 | PA      | $478192.01    | 0.01%             | 2031-05-19      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health, Inc.                                                  | Elanco Animal Health, Inc., 1st Lien Term Loan B                                                       | CUSIP: 28414BAJ5<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |      147524 | PA      | $147893.12    | 0.00%             | 2032-10-29      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| QXO Building Products, Inc.                                                 | QXO Building Products, Inc., 1st Lien Term Loan B                                                      | CUSIP: 07368RAM3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1066737 | PA      | $1066779.45   | 0.01%             | 2032-04-30      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                              | Western Midstream Operating LP                                                                         | CUSIP: 958667AH0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      405000 | PA      | $402306.55    | 0.00%             | 2031-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Mirion Technologies, Inc.                                                   | Mirion Technologies, Inc., 1st Lien Term Loan                                                          | CUSIP: 60470HAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      396631 | PA      | $397623.05    | 0.00%             | 2032-06-04      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Calpine Construction Finance Co. LP                                         | Calpine Construction Finance Co. LP, 1st Lien Term Loan                                                | CUSIP: 13134NAK7<br>LEI: V0Q3DOB0FIB2XI1KWU77 | Long             | LON              | CORP              | US        |      562247 | PA      | $563849.38    | 0.01%             | 2030-07-31      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                      | Mauser Packaging Solutions Holding Co., 1st Lien Term Loan                                             | CUSIP: 57763TAF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2309268 | PA      | $2265483.84   | 0.03%             | 2030-04-15      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| AWS Claire's LLC                                                            | AWS Claire's LLC, 1st Lien Term Loan                                                                   | CUSIP: 05455VAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      159650 | PA      | $159649.90    | 0.00%             | 2030-09-18      | Variable      | 10.00%                | No            |                  3 | On Loan: No      |
| Westpac Banking Corp.                                                       | Westpac Banking Corp.                                                                                  | CUSIP: 9612C1QK6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | STIV             | CORP              | AU        |      250000 | PA      | $241240.05    | 0.00%             | 2027-03-19      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                                            | Weyerhaeuser Co.                                                                                       | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      108283 | NS      | $2655099.16   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments LLC                                                         | Shift4 Payments LLC, 1st Lien Term Loan                                                                | CUSIP: 82453JAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      374062 | PA      | $375233.32    | 0.00%             | 2032-07-06      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| MED ParentCo LP                                                             | MED ParentCo LP, 1st Lien Term Loan B                                                                  | CUSIP: 58401DAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      437355 | PA      | $438207.74    | 0.01%             | 2031-04-15      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| PAREXEL International Corp.                                                 | PAREXEL International Corp., 1st Lien Term Loan                                                        | CUSIP: 71911KAF1<br>LEI: 549300GCZVUYB6P2OA17 | Long             | LON              | CORP              | US        |     1846756 | PA      | $1846756.37   | 0.02%             | 2031-12-12      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                         | Bausch + Lomb Corp., 1st Lien Term Loan                                                                | CUSIP: C0787FAL6<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |      503187 | PA      | $505546.97    | 0.01%             | 2031-01-15      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                   | Williams Cos., Inc. (The)                                                                              | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |       69700 | NS      | $5318807.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos., Inc. (The)                                                   | Williams Cos., Inc. (The)                                                                              | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       19000 | PA      | $17249.42     | 0.00%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                                     | Williams Scotsman, Inc.                                                                                | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     2601000 | PA      | $2708892.08   | 0.03%             | 2031-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                                     | Williams Scotsman, Inc.                                                                                | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     1073000 | PA      | $1101350.81   | 0.01%             | 2029-06-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                                     | Williams Scotsman, Inc.                                                                                | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |      624000 | PA      | $642670.70    | 0.01%             | 2030-04-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC                                         | LSF12 Crown US Commercial Bidco LLC, 1st Lien Term Loan                                                | CUSIP: 50221UAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4741003 | PA      | $4766699.13   | 0.05%             | 2031-12-02      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Co., Inc.                                                  | Graham Packaging Co., Inc., 1st Lien Term Loan                                                         | CUSIP: 38469EAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1677333 | PA      | $1673978.66   | 0.02%             | 2033-01-26      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| LSF12 Helix Parent LLC                                                      | LSF12 Helix Parent LLC, 1st Lien Term Loan B                                                           | CUSIP: 54913EAB8<br>LEI: 254900H70V4IL22BHL88 | Long             | LON              | CORP              | US        |     1646593 | PA      | $1646807.39   | 0.02%             | 2033-02-10      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Dycom Industries, Inc.                                                      | Dycom Industries, Inc., 1st Lien Term Loan B                                                           | CUSIP: 26747FAV1<br>LEI: 549300F56EKTHQI3WT60 | Long             | LON              | CORP              | US        |      325000 | PA      | $327236.00    | 0.00%             | 2033-01-27      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Belron Finance 2019 LLC                                                     | Belron Finance 2019 LLC, 1st Lien Term Loan B                                                          | CUSIP: 08078UAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     2073160 | PA      | $2081805.57   | 0.02%             | 2031-10-16      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Petco Health & Wellness Co., Inc.                                           | Petco Health & Wellness Co., Inc., 1st Lien Term Loan                                                  | CUSIP: 71601HAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3322488 | PA      | $3296739.13   | 0.04%             | 2031-01-31      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Orion Advisor Solutions, Inc.                                               | Orion Advisor Solutions, Inc., 1st Lien Term Loan                                                      | CUSIP: 68627BAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      527997 | PA      | $527009.45    | 0.01%             | 2030-09-24      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                  | Garda World Security Corp., 1st Lien Term Loan                                                         | CUSIP: C4000KAH7<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      906258 | PA      | $904273.32    | 0.01%             | 2029-02-01      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Resilience Parent LLC                                                       | Resilience Parent LLC, 1st Lien Term Loan                                                              | CUSIP: 75908HAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      298182 | PA      | $298778.18    | 0.00%             | 2033-02-28      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                                      | Neptune Bidco US, Inc., 1st Lien Term Loan B                                                           | CUSIP: 64069JAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      265000 | PA      | $259236.25    | 0.00%             | 2033-02-03      | Variable      | 8.77%                 | No            |                  2 | On Loan: No      |
| Karman Holdings, Inc.                                                       | Karman Holdings, Inc., 1st Lien Term Loan                                                              | CUSIP: 48571CAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      464718 | PA      | $466265.16    | 0.01%             | 2032-04-01      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| First Student Bidco, Inc.                                                   | First Student Bidco, Inc., 1st Lien Term Loan B                                                        | CUSIP: 33718FAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     5833765 | PA      | $5833765.39   | 0.07%             | 2030-08-15      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| First Student Bidco, Inc.                                                   | First Student Bidco, Inc., 1st Lien Term Loan C                                                        | CUSIP: 33718FAR1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1067434 | PA      | $1067433.81   | 0.01%             | 2030-08-15      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Prairie Acquiror LP                                                         | Prairie Acquiror LP, 1st Lien Term Loan B-5                                                            | CUSIP: 73955HAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      416561 | PA      | $418123.01    | 0.00%             | 2029-08-01      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                 | Asurion LLC, 1st Lien Term Loan B-14                                                                   | CUSIP: 04649VBF6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      876498 | PA      | $861527.35    | 0.01%             | 2033-02-23      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                                            | WULF Compute LLC                                                                                       | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5177000 | PA      | $5441002.00   | 0.06%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                                    | Wynn Resorts Finance LLC                                                                               | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6271000 | PA      | $6229386.96   | 0.07%             | 2029-10-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                                    | Wynn Resorts Finance LLC                                                                               | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      892000 | PA      | $944094.58    | 0.01%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                                    | Wynn Resorts Finance LLC                                                                               | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2933000 | PA      | $2947386.37   | 0.03%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| XPO, Inc.                                                                   | XPO, Inc.                                                                                              | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     1578000 | PA      | $1645573.12   | 0.02%             | 2032-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| XPO, Inc.                                                                   | XPO, Inc.                                                                                              | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     1863000 | PA      | $1886492.43   | 0.02%             | 2028-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                           | Xcel Energy, Inc.                                                                                      | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       55887 | NS      | $4635826.65   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy, Inc.                                                           | Xcel Energy, Inc.                                                                                      | CUSIP: 98389B878<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EP               | CORP              | US        |      113300 | NS      | $2766786.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Corp.                                                                 | Xerox Corp.                                                                                            | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |     1285000 | PA      | $1072975.00   | 0.01%             | 2030-10-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: —       |
| Xerox Holdings Corp.                                                        | Xerox Holdings Corp.                                                                                   | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |      100000 | PA      | $48000.00     | 0.00%             | 2028-08-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Xerox Holdings Corp.                                                        | Xerox Holdings Corp.                                                                                   | CUSIP: 98421MAC0<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |     2419000 | PA      | $882935.00    | 0.01%             | 2029-11-30      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: —       |
| YPF SA                                                                      | YPF SA                                                                                                 | CUSIP: 984245BB5<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | NUSS              | AR        |     1000000 | PA      | $1045500.00   | 0.01%             | 2034-01-17      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: —       |
| VSE Corp.                                                                   | VSE Corp., 1st Lien Term Loan B                                                                        | CUSIP: 92921UAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       75802 | PA      | $76102.51     | 0.00%             | 2033-03-17      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Pelican Pipeline LLC                                                        | Pelican Pipeline LLC, 1st Lien Term Loan                                                               | CUSIP: 70583RAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      295000 | PA      | $296475.00    | 0.00%             | 2033-03-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Yinson Boronia Production BV                                                | Yinson Boronia Production BV                                                                           | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |     1396959 | PA      | $1548138.43   | 0.02%             | 2042-07-31      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| Yinson Bergenia Production BV                                               | Yinson Bergenia Production BV                                                                          | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |     1337965 | PA      | $1431488.97   | 0.02%             | 2045-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                         | Nexstar Media, Inc., 1st Lien Term Loan B-7                                                            | CUSIP: 65336RBF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      550000 | PA      | $549142.00    | 0.01%             | 2033-03-18      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Grifols International Services USA, Inc.                                    | Grifols International Services USA, Inc., 1st Lien Term Loan B                                         | CUSIP: G4124RAC0<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |      600000 | PA      | $601176.00    | 0.01%             | 2033-04-14      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                                           | Yum! Brands, Inc.                                                                                      | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      125677 | NS      | $20064333.05  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands, Inc.                                                           | Yum! Brands, Inc.                                                                                      | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     3027000 | PA      | $2912147.39   | 0.03%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                                           | Yum! Brands, Inc.                                                                                      | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |       59000 | PA      | $59041.24     | 0.00%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republic of Zambia                                                          | Republic of Zambia                                                                                     | CUSIP: 988895AQ1<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     1141356 | PA      | $1125947.74   | 0.01%             | 2033-06-30      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                                | Zimmer Biomet Holdings, Inc.                                                                           | CUSIP: 98956PAV4<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |      720000 | PA      | $643636.68    | 0.01%             | 2031-11-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FGI Operating Co. LLC                                                       | FGI Operating Co. LLC, 1st Lien Term Loan                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      125860 | PA      | $1258.60      | 0.00%             | 2026-12-31      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Moran Foods LLC                                                             | Moran Foods LLC, 1st Lien Super Senior Delayed Draw Term Loan                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     9387497 | PA      | $8918121.79   | 0.10%             | 2026-06-30      | Variable      | 15.23%                | No            |                  3 | On Loan: No      |
| Medline Borrower LP                                                         | Medline Borrower LP, 1st Lien Term Loan                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      513799 | PA      | $515499.58    | 0.01%             | 2028-10-23      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| GB AIT Buyer, Inc.                                                          | GB AIT Buyer, Inc., 1st Lien Term Loan B                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1451085 | PA      | $1452289.13   | 0.02%             | 2033-04-22      | Variable      | 7.98%                 | No            |                  2 | On Loan: No      |
| Moran Foods LLC                                                             | Moran Foods LLC, 1st Lien Term Loan                                                                    | CUSIP: 61647DAZ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    24563029 | PA      | $5229468.98   | 0.06%             | 2028-12-29      | Variable      | 11.02%                | No            |                  3 | On Loan: No      |
| Moran Foods LLC                                                             | Moran Foods LLC, 1st Lien Term Loan                                                                    | CUSIP: 61647DBA9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     7557809 | PA      | $0.08         | 0.00%             | 2028-12-29      | Variable      | 11.02%                | No            |                  3 | On Loan: No      |
| ICITII                                                                      | ICITII                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      891624 | PA      | $408042.63    | 0.00%             | 2033-01-31      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| New Evhc Physical Equity                                                    | New Evhc Physical Equity                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        6493 | NS      | $124665.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nmg Escrow                                                                  | Neiman Marcus Group, Inc.                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        4386 | NS      | $2193.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| New Par Health                                                              | New Par Health                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       66036 | NS      | $266224.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Par Health                                                              | New Par Health                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       39494 | NS      | $159220.06    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Keenova                                                                 | New Keenova                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       66036 | NS      | $5929471.49   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| New Keenova                                                                 | New Keenova                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       39494 | NS      | $3546225.50   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Escrow Rite Aid                                                             | Escrow Rite Aid                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      967547 | PA      | $0.01         | 0.00%             | 2049-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Incora Intermediate LLC                                                     | Incora Intermediate LLC                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       39990 | NS      | $457085.70    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Multi-Color Corp.                                                           | Multi-Color Corp.                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      365524 | PA      | $363391.90    | 0.00%             | 2026-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Australian Dollar                                                           | Australian Dollar                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AU        |      656961 | OU      | $472979.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Invincible Investment Corp.                                                 | Invincible Investment Corp.                                                                            | CUSIP: N/A<br>LEI: 353800JY6M2692VAV685       | Long             | EC               | CORP              | JP        |        1937 | NS      | $762108.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Magellan Financial Group Ltd.                                               | Magellan Financial Group Ltd.                                                                          | CUSIP: N/A<br>LEI: 549300X5WFW6USQQ9U26       | Long             | EC               | CORP              | AU        |       74858 | NS      | $555018.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| J Sainsbury plc                                                             | J Sainsbury plc                                                                                        | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | EC               | CORP              | GB        |      569241 | NS      | $2546867.35   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Azimut Holding SpA                                                          | Azimut Holding SpA                                                                                     | CUSIP: N/A<br>LEI: 81560025690EF8540635       | Long             | EC               | CORP              | IT        |       32346 | NS      | $1373571.15   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Central Asia Tbk. PT                                                   | Bank Central Asia Tbk. PT                                                                              | CUSIP: N/A<br>LEI: 254900BR956G2OHVOM21       | Long             | EC               | CORP              | ID        |     8567300 | NS      | $2904659.52   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA                              | ACS Actividades de Construccion y Servicios SA                                                         | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |       18855 | NS      | $2717661.79   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ping An Insurance Group Co. of China Ltd.                                   | Ping An Insurance Group Co. of China Ltd., Class H                                                     | CUSIP: N/A<br>LEI: 529900M9MC28JLN35U89       | Long             | EC               | CORP              | CN        |      924861 | NS      | $7517365.24   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Consultancy Services Ltd.                                              | Tata Consultancy Services Ltd.                                                                         | CUSIP: N/A<br>LEI: 335800ZJKU9GPQRE2U66       | Long             | EC               | CORP              | IN        |       51372 | NS      | $1348120.01   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Emaar Properties PJSC                                                       | Emaar Properties PJSC                                                                                  | CUSIP: N/A<br>LEI: 254900YWYEXYXK1BMP81       | Long             | EC               | CORP              | AE        |      979533 | NS      | $3154096.23   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Real Estate Investment Corp.                                       | Frontier Real Estate Investment Corp.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         674 | NS      | $368524.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Telecommunications Ltd.                                           | Singapore Telecommunications Ltd.                                                                      | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        |      844900 | NS      | $3060057.54   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Electric Power Development Co. Ltd.                                         | Electric Power Development Co. Ltd.                                                                    | CUSIP: N/A<br>LEI: 549300KMHPUAQI8VEH90       | Long             | EC               | CORP              | JP        |       82100 | NS      | $2009226.76   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Centrica plc                                                                | Centrica plc                                                                                           | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |      890712 | NS      | $2603454.09   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexus                                                                       | Dexus                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       57176 | NS      | $257929.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding SA                                                    | Itau Unibanco Holding SA (Preference)                                                                  | CUSIP: N/A<br>LEI: 5493002W2IVG62O3ZJ94       | Long             | EC               | CORP              | BR        |      599810 | NS      | $5246126.88   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                                                   | Safran SA                                                                                              | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |       95148 | NS      | $30553242.40  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| AL Sydbank                                                                  | AL Sydbank                                                                                             | CUSIP: N/A<br>LEI: GP5DT10VX1QRQUKVBK64       | Long             | EC               | CORP              | DK        |       15271 | NS      | $1302427.67   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IG Group Holdings plc                                                       | IG Group Holdings plc                                                                                  | CUSIP: N/A<br>LEI: 2138003A5Q1M7ANOUD76       | Long             | EC               | CORP              | GB        |       41644 | NS      | $851706.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Raiffeisen Bank International AG                                            | Raiffeisen Bank International AG                                                                       | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | EC               | CORP              | AT        |       26013 | NS      | $1418896.17   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Metcash Ltd.                                                                | Metcash Ltd.                                                                                           | CUSIP: N/A<br>LEI: 25490065W4SN3LZMX216       | Long             | EC               | CORP              | AU        |      329100 | NS      | $648052.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bolivarian Republic of Venezuela                                            | Bolivarian Republic of Venezuela                                                                       | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |     6930000 | PA      | $3272692.50   | 0.04%             | 2027-04-21      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| Kone OYJ                                                                    | Kone OYJ, Class B                                                                                      | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |       40600 | NS      | $2582640.30   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NOS SGPS SA                                                                 | NOS SGPS SA                                                                                            | CUSIP: N/A<br>LEI: 5493004DM8FGIY6QKF37       | Long             | EC               | CORP              | PT        |      360433 | NS      | $2380102.53   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                                    | Engie SA                                                                                               | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |      948208 | NS      | $31255372.96  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| KDX Realty Investment Corp.                                                 | KDX Realty Investment Corp.                                                                            | CUSIP: N/A<br>LEI: 353800FFT483NCIHFY42       | Long             | EC               | CORP              | JP        |         741 | NS      | $773981.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Energy Group Ltd.                                                    | United Energy Group Ltd.                                                                               | CUSIP: N/A<br>LEI: 254900I49QKOOISW8F62       | Long             | EC               | CORP              | BM        |     3740000 | NS      | $229198.85    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Chemical Group Corp.                                             | Mitsubishi Chemical Group Corp.                                                                        | CUSIP: N/A<br>LEI: 353800YNKX4RQUGAR072       | Long             | EC               | CORP              | JP        |      174600 | NS      | $1023582.59   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shenzhou International Group Holdings Ltd.                                  | Shenzhou International Group Holdings Ltd.                                                             | CUSIP: N/A<br>LEI: 529900B4W41TCUKJFM73       | Long             | EC               | CORP              | KY        |      808400 | NS      | $4927540.60   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Link REIT                                                                   | Link                                                                                                   | CUSIP: N/A<br>LEI: 529900XUE70U36QX5M62       | Long             | EC               | CORP              | HK        |       48700 | NS      | $245218.79    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lancashire Holdings Ltd.                                                    | Lancashire Holdings Ltd.                                                                               | CUSIP: N/A<br>LEI: 5493002UNUYXLHOWF752       | Long             | EC               | CORP              | BM        |      153139 | NS      | $1196123.55   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hana Financial Group, Inc.                                                  | Hana Financial Group, Inc.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       83008 | NS      | $7211863.77   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Iraq                                                            | Republic of Iraq                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IQ        |     1243750 | PA      | $1217320.31   | 0.01%             | 2028-01-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Arkema SA                                                                   | Arkema SA                                                                                              | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | EC               | CORP              | FR        |       20305 | NS      | $1481939.13   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa House REIT Investment Corp.                                           | Daiwa House REIT Investment Corp.                                                                      | CUSIP: N/A<br>LEI: 3538001FWU534P8JMO05       | Long             | EC               | CORP              | JP        |         390 | NS      | $313654.86    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corp.                                                                 | Inpex Corp.                                                                                            | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |        5900 | NS      | $153814.07    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                                             | Norsk Hydro ASA                                                                                        | CUSIP: N/A<br>LEI: 549300N1SDN71ZZ8BO45       | Long             | EC               | CORP              | NO        |      334366 | NS      | $3690235.36   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Al Rajhi Bank                                                               | Al Rajhi Bank                                                                                          | CUSIP: N/A<br>LEI: 558600BQZS4Y1DTU8589       | Long             | EC               | CORP              | SA        |      170922 | NS      | $3133672.78   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke BAM Groep NV                                                    | Koninklijke BAM Groep NV                                                                               | CUSIP: N/A<br>LEI: 724500V38C5KTDY5BS93       | Long             | EC               | CORP              | NL        |      218440 | NS      | $2402760.95   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Eiffage SA                                                                  | Eiffage SA                                                                                             | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |       12265 | NS      | $1977467.46   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SBM Offshore NV                                                             | SBM Offshore NV                                                                                        | CUSIP: N/A<br>LEI: 549300RDGCRYZ5QE6513       | Long             | EC               | CORP              | NL        |       30963 | NS      | $1324640.94   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                            | TotalEnergies SE                                                                                       | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |      188299 | NS      | $17506830.07  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Investec plc                                                                | Investec plc                                                                                           | CUSIP: N/A<br>LEI: 2138007Z3U5GWDN3MY22       | Long             | EC               | CORP              | GB        |      165809 | NS      | $1419178.71   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SSAB AB                                                                     | SSAB AB, Class B                                                                                       | CUSIP: N/A<br>LEI: 529900329VS14ZIML164       | Long             | EC               | CORP              | SE        |      269851 | NS      | $2456938.00   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wilmar International Ltd.                                                   | Wilmar International Ltd.                                                                              | CUSIP: N/A<br>LEI: 549300H2EAI4YRLWBB20       | Long             | EC               | CORP              | SG        |      162700 | NS      | $464081.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion OYJ                                                                   | Orion OYJ, Class B                                                                                     | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               | CORP              | FI        |       17155 | NS      | $1385924.34   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BCE, Inc.                                                                   | BCE, Inc.                                                                                              | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |      173258 | NS      | $4117324.87   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amot Investments Ltd.                                                       | Amot Investments Ltd.                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |       27244 | NS      | $186220.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dunelm Group plc                                                            | Dunelm Group plc                                                                                       | CUSIP: N/A<br>LEI: 213800WCOWEI3T5DUV19       | Long             | EC               | CORP              | GB        |      100441 | NS      | $1027796.68   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| China Merchants Bank Co. Ltd.                                               | China Merchants Bank Co. Ltd., Class H                                                                 | CUSIP: N/A<br>LEI: 549300MKO5B60FFIHF58       | Long             | EC               | CORP              | CN        |      903000 | NS      | $5465443.91   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Idemitsu Kosan Co. Ltd.                                                     | Idemitsu Kosan Co. Ltd.                                                                                | CUSIP: N/A<br>LEI: 549300P0R46FF6DUA630       | Long             | EC               | CORP              | JP        |      240100 | NS      | $2054376.92   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aozora Bank Ltd.                                                            | Aozora Bank Ltd.                                                                                       | CUSIP: N/A<br>LEI: X0XUGKC9FD2CYUQNC010       | Long             | EC               | CORP              | JP        |      129000 | NS      | $2081361.90   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mapfre SA                                                                   | Mapfre SA                                                                                              | CUSIP: N/A<br>LEI: 95980020140005693107       | Long             | EC               | CORP              | ES        |      279722 | NS      | $1369330.92   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Severstal PAO                                                               | Severstal PAO                                                                                          | CUSIP: 818150302<br>LEI: 213800OKDPTV6K4ONO53 | Long             | EC               | CORP              | RU        |      131758 | NS      | $0.13         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Banca Generali SpA                                                          | Banca Generali SpA                                                                                     | CUSIP: N/A<br>LEI: 815600903231FA2E7698       | Long             | EC               | CORP              | IT        |       21549 | NS      | $1413427.76   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                 | Aker BP ASA                                                                                            | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | EC               | CORP              | NO        |       83748 | NS      | $3273903.77   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Volvo AB                                                                    | Volvo AB, Class B                                                                                      | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |      771268 | NS      | $26883905.48  | 0.31%             |  |  |  | No            |                  2 | On Loan: —       |
| Freenet AG                                                                  | Freenet AG                                                                                             | CUSIP: N/A<br>LEI: 5299003GLDODCVP8DO20       | Long             | EC               | CORP              | DE        |       53975 | NS      | $1719094.67   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Drax Group plc                                                              | Drax Group plc                                                                                         | CUSIP: N/A<br>LEI: 549300YPSNTXR4ZHSR98       | Long             | EC               | CORP              | GB        |      150809 | NS      | $1813265.13   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Orkla ASA                                                                   | Orkla ASA                                                                                              | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               | CORP              | NO        |       64900 | NS      | $800478.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                                   | Petroleos de Venezuela SA                                                                              | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | NUSS              | VE        |    17960000 | PA      | $6788880.00   | 0.08%             | 2027-04-12      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                                   | Petroleos de Venezuela SA                                                                              | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | NUSS              | VE        |     4450000 | PA      | $1682100.00   | 0.02%             | 2037-04-12      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Salmar ASA                                                                  | Salmar ASA                                                                                             | CUSIP: N/A<br>LEI: 5967007LIEEXZXGDBK67       | Long             | EC               | CORP              | NO        |       12216 | NS      | $737071.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco de Sabadell SA                                                        | Banco de Sabadell SA                                                                                   | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |      333440 | NS      | $1292747.39   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                                                    | Vinci SA                                                                                               | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |       28861 | NS      | $4364429.23   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Danone SA                                                                   | Danone SA                                                                                              | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |        4355 | NS      | $341205.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTA Sports Products Ltd.                                                   | ANTA Sports Products Ltd.                                                                              | CUSIP: N/A<br>LEI: 529900291XG0CTK4LF95       | Long             | EC               | CORP              | KY        |      383596 | NS      | $4018560.96   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Grid Corp. of India Ltd.                                              | Power Grid Corp. of India Ltd.                                                                         | CUSIP: N/A<br>LEI: 3358009SHWZ3DZEQ4Z56       | Long             | EC               | CORP              | IN        |     1415952 | NS      | $4768226.58   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial & Infrastructure Fund Investment Corp.                           | Industrial & Infrastructure Fund Investment Corp.                                                      | CUSIP: N/A<br>LEI: 353800WCHFY04YKYCI19       | Long             | EC               | CORP              | JP        |         867 | NS      | $811499.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                | CaixaBank SA                                                                                           | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |      243343 | NS      | $3097355.95   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                                                | Iberdrola SA                                                                                           | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |      224013 | NS      | $5251812.13   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Strabag SE                                                                  | Strabag SE                                                                                             | CUSIP: N/A<br>LEI: 529900TYYSRJH2VJSP60       | Long             | EC               | CORP              | AT        |        7560 | NS      | $797664.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX plc                                                                    | RELX plc                                                                                               | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |      576305 | NS      | $21015743.28  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Bajaj Auto Ltd.                                                             | Bajaj Auto Ltd.                                                                                        | CUSIP: N/A<br>LEI: 335800DLAO5NCNN8G863       | Long             | EC               | CORP              | IN        |       31559 | NS      | $3334359.25   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bolivarian Republic of Venezuela                                            | Bolivarian Republic of Venezuela                                                                       | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |      700000 | PA      | $358750.00    | 0.00%             | 2028-05-07      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Suncor Energy, Inc.                                                         | Suncor Energy, Inc.                                                                                    | CUSIP: 867224107<br>LEI: 894500XO86FKXQGPYV71 | Long             | EC               | CORP              | CA        |       76919 | NS      | $5270821.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tourmaline Oil Corp.                                                        | Tourmaline Oil Corp.                                                                                   | CUSIP: 89156V106<br>LEI: 894500I7AXG91VB3PM28 | Long             | EC               | CORP              | CA        |       89150 | NS      | $4318526.15   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Keyera Corp.                                                                | Keyera Corp.                                                                                           | CUSIP: 493271100<br>LEI: 254900LXI62FUHZGH122 | Long             | EC               | CORP              | CA        |       34983 | NS      | $1351572.01   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gjensidige Forsikring ASA                                                   | Gjensidige Forsikring ASA                                                                              | CUSIP: N/A<br>LEI: 5967007LIEEXZX6FAO47       | Long             | EC               | CORP              | NO        |       37828 | NS      | $1062629.20   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp.                                                      | Pembina Pipeline Corp.                                                                                 | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |      105168 | NS      | $4895478.07   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore plc                                                                | Glencore plc                                                                                           | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |      502090 | NS      | $3902162.21   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Wallenius Wilhelmsen ASA                                                    | Wallenius Wilhelmsen ASA                                                                               | CUSIP: N/A<br>LEI: 549300NBN0URT3RA3Y54       | Long             | EC               | CORP              | NO        |       83739 | NS      | $1071966.22   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Man Wah Holdings Ltd.                                                       | Man Wah Holdings Ltd.                                                                                  | CUSIP: N/A<br>LEI: 52990005BW6K71UPKX41       | Long             | EC               | CORP              | BM        |      315200 | NS      | $171594.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| International Consolidated Airlines Group SA                                | International Consolidated Airlines Group SA                                                           | CUSIP: N/A<br>LEI: 959800TZHQRUSH1ESL13       | Long             | EC               | CORP              | ES        |      362681 | NS      | $1834867.97   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pola Orbis Holdings, Inc.                                                   | Pola Orbis Holdings, Inc.                                                                              | CUSIP: N/A<br>LEI: 353800E8OIV0XYBABS79       | Long             | EC               | CORP              | JP        |       52900 | NS      | $436905.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evonik Industries AG                                                        | Evonik Industries AG                                                                                   | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |       17743 | NS      | $366982.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Life Group, Inc.                                                    | Daiichi Life Group, Inc.                                                                               | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |      109400 | NS      | $1001632.21   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Treasury Wine Estates Ltd.                                                  | Treasury Wine Estates Ltd.                                                                             | CUSIP: N/A<br>LEI: 529900LVOPJGAX6ILK66       | Long             | EC               | CORP              | AU        |       69742 | NS      | $219202.65    | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| SITC International Holdings Co. Ltd.                                        | SITC International Holdings Co. Ltd.                                                                   | CUSIP: N/A<br>LEI: 529900JUV4MOM9CE3V12       | Long             | EC               | CORP              | KY        |       32000 | NS      | $133983.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Powszechny Zaklad Ubezpieczen SA                                            | Powszechny Zaklad Ubezpieczen SA                                                                       | CUSIP: N/A<br>LEI: QLPCKOOKVX32FUELX240       | Long             | EC               | CORP              | PL        |       87694 | NS      | $1542789.69   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings plc                                                    | Rolls-Royce Holdings plc                                                                               | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |      271658 | NS      | $4371401.05   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodacom Group Ltd.                                                          | Vodacom Group Ltd.                                                                                     | CUSIP: N/A<br>LEI: 37890012A8DC24B8D663       | Long             | EC               | CORP              | ZA        |      192753 | NS      | $1635174.93   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Turkiye (The)                                                   | Republic of Turkiye (The)                                                                              | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      570000 | PA      | $487920.00    | 0.01%             | 2041-01-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Swire Properties Ltd.                                                       | Swire Properties Ltd.                                                                                  | CUSIP: N/A<br>LEI: 5299001L12PHYVQ92465       | Long             | EC               | CORP              | HK        |      106000 | NS      | $338333.87    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bolivarian Republic of Venezuela                                            | Bolivarian Republic of Venezuela                                                                       | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |     3660000 | PA      | $2085285.00   | 0.02%             | 2031-08-05      | Fixed         | 11.95%                | Yes           |                  2 | On Loan: No      |
| Bolivarian Republic of Venezuela                                            | Bolivarian Republic of Venezuela                                                                       | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |     6920000 | PA      | $3934020.00   | 0.05%             | 2026-10-21      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                                                           | Lebanese Republic                                                                                      | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     6004000 | PA      | $1522014.00   | 0.02%             | 2026-11-27      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                                                    | Unipol Assicurazioni SpA                                                                               | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | EC               | CORP              | IT        |       71237 | NS      | $1861324.68   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yancoal Australia Ltd.                                                      | Yancoal Australia Ltd.                                                                                 | CUSIP: N/A<br>LEI: 3003003IC6G39HKQAD13       | Long             | EC               | CORP              | AU        |       20732 | NS      | $114034.67    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ageas SA                                                                    | Ageas SA                                                                                               | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               | CORP              | BE        |       24357 | NS      | $1908729.15   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Activia Properties, Inc.                                                    | Activia Properties, Inc.                                                                               | CUSIP: N/A<br>LEI: 353800RPGYN3ML8CXV54       | Long             | EC               | CORP              | JP        |         410 | NS      | $367691.87    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Group plc (The)                                                        | Sage Group plc (The)                                                                                   | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | EC               | CORP              | GB        |       62544 | NS      | $745940.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Severstal PAO                                                               | Severstal PAO                                                                                          | CUSIP: 818150302<br>LEI: 213800OKDPTV6K4ONO53 | Long             | EC               | CORP              | RU        |       10260 | NS      | $0.01         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Moscow Exchange MICEX-RTS PJSC                                              | Moscow Exchange MICEX-RTS PJSC                                                                         | CUSIP: N/A<br>LEI: 253400M5M1222KPNWE87       | Long             | EC               | CORP              | RU        |     2552458 | NS      | $2.55         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Eaton Corp. plc                                                             | Eaton Corp. plc                                                                                        | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |        1656 | NS      | $717064.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLP J-REIT                                                                  | GLP J-REIT                                                                                             | CUSIP: N/A<br>LEI: 353800E27V9KA51K2I90       | Long             | EC               | CORP              | JP        |         433 | NS      | $374766.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Turkiye (The)                                                   | Republic of Turkiye (The)                                                                              | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      510000 | PA      | $370191.15    | 0.00%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                              | Commerzbank AG                                                                                         | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |       59099 | NS      | $2442791.84   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                             | ASML Holding NV                                                                                        | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |       22535 | NS      | $32575385.37  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele2 AB                                                                    | Tele2 AB, Class B                                                                                      | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | EC               | CORP              | SE        |      323278 | NS      | $6633453.42   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Maire SpA                                                                   | Maire SpA                                                                                              | CUSIP: N/A<br>LEI: 815600D85A61200A1B83       | Long             | EC               | CORP              | IT        |      130706 | NS      | $2417147.62   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                  | Vonovia SE                                                                                             | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |       76145 | NS      | $2051590.62   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Plus500 Ltd.                                                                | Plus500 Ltd.                                                                                           | CUSIP: N/A<br>LEI: 549300X8NGW9C5OJZU13       | Long             | EC               | CORP              | IL        |       25273 | NS      | $1535173.92   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                | Ecopetrol SA                                                                                           | CUSIP: 279158AE9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |      250000 | PA      | $233125.00    | 0.00%             | 2043-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                               | Koninklijke Ahold Delhaize NV                                                                          | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |       76504 | NS      | $3593352.56   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Republic of Nigeria                                                 | Federal Republic of Nigeria                                                                            | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     1200000 | PA      | $1170000.00   | 0.01%             | 2047-11-28      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Bank of Ireland Group plc                                                   | Bank of Ireland Group plc                                                                              | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | EC               | CORP              | IE        |       95807 | NS      | $1887149.12   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyushu Railway Co.                                                          | Kyushu Railway Co.                                                                                     | CUSIP: N/A<br>LEI: 5299002CCI6HLWAN3K50       | Long             | EC               | CORP              | JP        |       75500 | NS      | $1733025.48   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                           | Lebanese Republic                                                                                      | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     6465000 | PA      | $1638877.50   | 0.02%             | 2024-04-22      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Telkom Indonesia Persero Tbk. PT                                            | Telkom Indonesia Persero Tbk. PT                                                                       | CUSIP: N/A<br>LEI: 529900M5SQZAOKV1PC81       | Long             | EC               | CORP              | ID        |    35262700 | NS      | $5768377.88   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Midea Group Co. Ltd.                                                        | Midea Group Co. Ltd., Class A                                                                          | CUSIP: N/A<br>LEI: 3003003TRPHLHZD2IF61       | Long             | EC               | CORP              | CN        |      438099 | NS      | $5211603.98   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                                            | ASR Nederland NV                                                                                       | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | EC               | CORP              | NL        |       32033 | NS      | $2433210.12   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Technogym SpA                                                               | Technogym SpA                                                                                          | CUSIP: N/A<br>LEI: 815600B9149F66E77F76       | Long             | EC               | CORP              | IT        |      112164 | NS      | $2642570.70   | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| National Grid plc                                                           | National Grid plc                                                                                      | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |      793550 | NS      | $14205007.67  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                | Nutrien Ltd.                                                                                           | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |       67330 | NS      | $5117843.34   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rubis SCA                                                                   | Rubis SCA                                                                                              | CUSIP: N/A<br>LEI: 969500MGFIKUGLTC9742       | Long             | EC               | CORP              | FR        |       41720 | NS      | $1719468.72   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                | Ecopetrol SA                                                                                           | CUSIP: 279158AE9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |      132000 | PA      | $123090.00    | 0.00%             | 2043-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                                 | Hashemite Kingdom of Jordan                                                                            | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |     2770000 | PA      | $2675820.00   | 0.03%             | 2047-10-10      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Ayvens SA                                                                   | Ayvens SA                                                                                              | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | EC               | CORP              | FR        |      128895 | NS      | $1744240.81   | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AIB Group plc                                                               | AIB Group plc                                                                                          | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |      200149 | NS      | $2307028.35   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Senegal                                                         | Republic of Senegal                                                                                    | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |     2600000 | PA      | $1458600.00   | 0.02%             | 2033-05-23      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Eskom Holdings                                                              | Eskom Holdings                                                                                         | CUSIP: N/A<br>LEI: 3789001900ED06F65111       | Long             | DBT              | CORP              | ZA        |     2200000 | PA      | $2314180.00   | 0.03%             | 2028-08-10      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                          | Dominican Republic Government Bond                                                                     | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |     1950000 | PA      | $1885650.00   | 0.02%             | 2048-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Bapco Energies BSC Closed                                                   | Bapco Energies BSC Closed                                                                              | CUSIP: 67778NAA6<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |     1400000 | PA      | $1411606.00   | 0.02%             | 2027-10-25      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Cairn Homes plc                                                             | Cairn Homes plc                                                                                        | CUSIP: N/A<br>LEI: 635400DPX6WP2KKDOA83       | Long             | EC               | CORP              | IE        |      636828 | NS      | $1629360.74   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Unibail-Rodamco-Westfield                                                   | Unibail-Rodamco-Westfield                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |       15409 | NS      | $1870768.39   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                          | Kingdom of Bahrain                                                                                     | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |     1590000 | PA      | $1552237.50   | 0.02%             | 2047-09-20      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Umicore SA                                                                  | Umicore SA                                                                                             | CUSIP: N/A<br>LEI: 529900F3AIQECS8ZSV61       | Long             | EC               | CORP              | BE        |       42417 | NS      | $857894.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NetLink NBN Trust                                                           | NetLink NBN Trust                                                                                      | CUSIP: N/A<br>LEI: 25490032IBVZHHXJIM98       | Long             | EC               | CORP              | SG        |      165700 | NS      | $131487.27    | 0.00%             |  |  |  | Yes           |                  1 | On Loan: No      |
| SoftBank Corp.                                                              | SoftBank Corp.                                                                                         | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               | CORP              | JP        |     2746300 | NS      | $3865333.13   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                          | Kingdom of Bahrain                                                                                     | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |      200000 | PA      | $200626.00    | 0.00%             | 2029-09-20      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Nordea Bank Abp                                                             | Nordea Bank Abp                                                                                        | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |      756732 | NS      | $14230264.33  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| DWS Group GmbH & Co. KGaA                                                   | DWS Group GmbH & Co. KGaA                                                                              | CUSIP: N/A<br>LEI: 529900VM3464806ERS69       | Long             | EC               | CORP              | DE        |       14092 | NS      | $976155.40    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AEON REIT Investment Corp.                                                  | AEON REIT Investment Corp.                                                                             | CUSIP: N/A<br>LEI: 353800P59F8MJB4FE788       | Long             | EC               | CORP              | JP        |         612 | NS      | $490711.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASE Technology Holding Co. Ltd.                                             | ASE Technology Holding Co. Ltd.                                                                        | CUSIP: N/A<br>LEI: 300300GO8QHPMV87NZ73       | Long             | EC               | CORP              | TW        |      860614 | NS      | $13489829.35  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                                                  | National Bank of Greece SA                                                                             | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | EC               | CORP              | GR        |      486979 | NS      | $7717735.21   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| FDJ United                                                                  | FDJ UNITED                                                                                             | CUSIP: N/A<br>LEI: 969500R4CLSQFTYYI535       | Long             | EC               | CORP              | FR        |       14709 | NS      | $399600.98    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BE Semiconductor Industries NV                                              | BE Semiconductor Industries NV                                                                         | CUSIP: N/A<br>LEI: 7245007A1YFLI2GNYX06       | Long             | EC               | CORP              | NL        |       11716 | NS      | $3427101.39   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Angola                                                          | Republic of Angola                                                                                     | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |      662000 | PA      | $678662.54    | 0.01%             | 2028-05-09      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| B3 SA - Brasil Bolsa Balcao                                                 | B3 SA - Brasil Bolsa Balcao                                                                            | CUSIP: N/A<br>LEI: 4GTK5S46E6H318LMDS44       | Long             | EC               | CORP              | BR        |     1380276 | NS      | $5036872.92   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Colombia                                                        | Republic of Colombia                                                                                   | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      230000 | PA      | $175605.00    | 0.00%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Woori Financial Group, Inc.                                                 | Woori Financial Group, Inc.                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       21099 | NS      | $481144.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic                                                          | Dominican Republic Government Bond                                                                     | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |     1050000 | PA      | $1005900.00   | 0.01%             | 2049-06-05      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                      | Arab Republic of Egypt                                                                                 | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     5470000 | PA      | $5044707.50   | 0.06%             | 2049-03-01      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                      | Arab Republic of Egypt                                                                                 | CUSIP: 03846JW89<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      200000 | PA      | $184450.00    | 0.00%             | 2049-03-01      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| Standard Life plc                                                           | Standard Life plc                                                                                      | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | EC               | CORP              | GB        |       86329 | NS      | $888160.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Unicaja Banco SA                                                            | Unicaja Banco SA                                                                                       | CUSIP: N/A<br>LEI: 5493007SJLLCTM6J6M37       | Long             | EC               | CORP              | ES        |      358600 | NS      | $1164136.17   | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Vodafone Group plc                                                          | Vodafone Group plc                                                                                     | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |     4988483 | NS      | $7937408.98   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                                   | Petroleos de Venezuela SA                                                                              | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | NUSS              | VE        |    11300000 | PA      | $4407000.00   | 0.05%             | 2026-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co. Ltd.                                    | Contemporary Amperex Technology Co. Ltd., Class A                                                      | CUSIP: N/A<br>LEI: 300300KINDY1K0E9I032       | Long             | EC               | CORP              | CN        |      101300 | NS      | $6504863.68   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Mozambique International Bond                                               | Republic of Mozambique                                                                                 | CUSIP: N/A<br>LEI: 213800759WLKYIKPER73       | Long             | DBT              | NUSS              | MZ        |      700000 | PA      | $571599.00    | 0.01%             | 2031-09-15      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Man Group plc                                                               | Man Group plc                                                                                          | CUSIP: N/A<br>LEI: 2549003YWC1DW6LALB09       | Long             | EC               | CORP              | JE        |      504748 | NS      | $1744082.39   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                      | Republic of Paraguay                                                                                   | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |     1700000 | PA      | $1541050.00   | 0.02%             | 2050-03-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                 | Federal Republic of Nigeria                                                                            | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     1300000 | PA      | $1390129.00   | 0.02%             | 2029-03-24      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                          | Dominican Republic Government Bond                                                                     | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |      800000 | PA      | $756000.00    | 0.01%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                       | Saudi Arabian Oil Co.                                                                                  | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | EC               | CORP              | SA        |      668844 | NS      | $4960960.35   | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                          | Dominican Republic Government Bond                                                                     | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |      620000 | PA      | $538780.00    | 0.01%             | 2060-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                      | Arab Republic of Egypt                                                                                 | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     4450000 | PA      | $4367363.50   | 0.05%             | 2032-01-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Gaztransport Et Technigaz SA                                                | Gaztransport Et Technigaz SA                                                                           | CUSIP: N/A<br>LEI: 969500BVOHVZUUFWDT54       | Long             | EC               | CORP              | FR        |        4755 | NS      | $1156864.62   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd.                                                              | HDFC Bank Ltd.                                                                                         | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | EC               | CORP              | IN        |      800608 | NS      | $6548232.09   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                  | Alibaba Group Holding Ltd.                                                                             | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |      315733 | NS      | $5203599.98   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                                         | Banca Monte dei Paschi di Siena SpA                                                                    | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | EC               | CORP              | IT        |      464894 | NS      | $4955639.12   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| M&G plc                                                                     | M&G plc                                                                                                | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | EC               | CORP              | GB        |      618621 | NS      | $2542504.11   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP SA                                                                      | OCP SA                                                                                                 | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |     1000000 | PA      | $799320.00    | 0.01%             | 2051-06-23      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Georgian Railway JSC                                                        | Georgian Railway JSC                                                                                   | CUSIP: N/A<br>LEI: 2138005UZV4ZT2B2ZO19       | Long             | DBT              | CORP              | GE        |      700000 | PA      | $672875.00    | 0.01%             | 2028-06-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                                                    | Republic of South Africa                                                                               | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      700000 | PA      | $565600.00    | 0.01%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                     | Ukraine Government Bond                                                                                | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     1945000 | PA      | $1507375.00   | 0.02%             | 2029-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ukraine                                                                     | Ukraine Government Bond                                                                                | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     4530000 | PA      | $2763300.00   | 0.03%             | 2034-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ukraine                                                                     | Ukraine Government Bond                                                                                | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     3385000 | PA      | $1997150.00   | 0.02%             | 2036-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ukraine                                                                     | Ukraine Government Bond                                                                                | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     5570000 | PA      | $2835130.00   | 0.03%             | 2035-02-01      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ukraine                                                                     | Ukraine Government Bond                                                                                | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     8340000 | PA      | $4232550.00   | 0.05%             | 2036-02-01      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of Angola                                                          | Republic of Angola                                                                                     | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |      380000 | PA      | $386868.50    | 0.00%             | 2029-11-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of Angola                                                          | Republic of Angola                                                                                     | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |     2090000 | PA      | $1993860.00   | 0.02%             | 2049-11-26      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                         | Petroleos Mexicanos                                                                                    | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      910000 | PA      | $890662.50    | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Endeavour Mining plc                                                        | Endeavour Mining plc                                                                                   | CUSIP: N/A<br>LEI: 529900NI5MXQ91GHXR07       | Long             | EC               | CORP              | GB        |       50600 | NS      | $3054052.92   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Gabonese Republic                                                           | Gabonese Republic                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GA        |     2035000 | PA      | $1715952.70   | 0.02%             | 2031-02-06      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Haier Smart Home Co. Ltd.                                                   | Haier Smart Home Co. Ltd., Class H                                                                     | CUSIP: N/A<br>LEI: 3003002BYTNGNJTWSH07       | Long             | EC               | CORP              | CN        |     1675400 | NS      | $4732091.27   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                    | Svenska Handelsbanken AB                                                                               | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |     2800000 | PA      | $2664476.81   | 0.03%             | 2031-03-01      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Vallourec SACA                                                              | Vallourec SACA                                                                                         | CUSIP: N/A<br>LEI: 969500P2Q1B47H4MCJ34       | Long             | EC               | CORP              | FR        |       47194 | NS      | $1422034.07   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesco plc                                                                   | Tesco plc                                                                                              | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |     1014707 | NS      | $6655965.87   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Arab Republic of Egypt                                                      | Arab Republic of Egypt                                                                                 | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     5950000 | PA      | $5654285.00   | 0.06%             | 2031-02-16      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| WH Group Ltd.                                                               | WH Group Ltd.                                                                                          | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |      277500 | NS      | $337286.95    | 0.00%             |  |  |  | Yes           |                  1 | On Loan: No      |
| OCP SA                                                                      | OCP SA                                                                                                 | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |     1030000 | PA      | $1042885.30   | 0.01%             | 2044-04-25      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                          | Dominican Republic Government Bond                                                                     | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |       93000 | PA      | $99593.70     | 0.00%             | 2044-04-30      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| Pakistan Water & Power Development Authority                                | Pakistan Water & Power Development Authority                                                           | CUSIP: N/A<br>LEI: 213800UA74QOTK6IES10       | Long             | DBT              | NUSS              | PK        |      634000 | PA      | $594375.00    | 0.01%             | 2031-06-04      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group plc                                                           | NatWest Group plc                                                                                      | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |     1738543 | NS      | $13866405.20  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                      | Arab Republic of Egypt                                                                                 | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     2230000 | PA      | $2156120.10   | 0.02%             | 2033-09-30      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                      | Arab Republic of Egypt                                                                                 | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     1200000 | PA      | $1107048.00   | 0.01%             | 2051-09-30      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| NetEase, Inc.                                                               | NetEase, Inc.                                                                                          | CUSIP: N/A<br>LEI: 5299004AF4DSJDB0PA32       | Long             | EC               | CORP              | KY        |      408733 | NS      | $9568106.27   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| TPG Telecom Ltd.                                                            | TPG Telecom Ltd.                                                                                       | CUSIP: N/A<br>LEI: 9845008F2E58CD6F7984       | Long             | EC               | CORP              | AU        |       55637 | NS      | $168278.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government of Mongolia                                                      | State of Mongolia                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MN        |      800000 | PA      | $748000.00    | 0.01%             | 2031-07-07      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| ING Groep NV                                                                | ING Groep NV                                                                                           | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |    12939000 | PA      | $13824144.96  | 0.16%             | 2030-05-16      | Variable      | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Stellantis NV                                                               | Stellantis NV                                                                                          | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |      329687 | NS      | $2419237.64   | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| TP ICAP Group plc                                                           | TP ICAP Group plc                                                                                      | CUSIP: N/A<br>LEI: 2138006YAA7IRVKKGE63       | Long             | EC               | CORP              | JE        |      335513 | NS      | $1443608.94   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Ecuador                                                         | Republic of Ecuador                                                                                    | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |     1350000 | PA      | $1352025.00   | 0.02%             | 2030-07-31      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ecuador                                                         | Republic of Ecuador                                                                                    | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |     2665880 | PA      | $2471270.76   | 0.03%             | 2035-07-31      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ecuador                                                         | Republic of Ecuador                                                                                    | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |     9411818 | PA      | $7863573.94   | 0.09%             | 2040-07-31      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Woodside Energy Group Ltd.                                                  | Woodside Energy Group Ltd.                                                                             | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |       55029 | NS      | $1315614.01   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontline plc                                                               | Frontline plc                                                                                          | CUSIP: N/A<br>LEI: 5493004BCIKYU1YL3H63       | Long             | EC               | CORP              | CY        |       33660 | NS      | $1224369.92   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hashemite Kingdom of Jordan                                                 | Hashemite Kingdom of Jordan                                                                            | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |      400000 | PA      | $398692.00    | 0.00%             | 2030-07-07      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Tenaris SA                                                                  | Tenaris SA                                                                                             | CUSIP: N/A<br>LEI: 549300Y7C05BKC4HZB40       | Long             | EC               | CORP              | LU        |       45809 | NS      | $1462285.87   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                      | Arab Republic of Egypt                                                                                 | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     2600000 | PA      | $2587416.00   | 0.03%             | 2032-05-29      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Tencent Holdings Ltd.                                                       | Tencent Holdings Ltd.                                                                                  | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |      288652 | NS      | $17530489.94  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                      | Arab Republic of Egypt                                                                                 | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     6450000 | PA      | $6029653.50   | 0.07%             | 2050-05-29      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Ecopetrol SA                                                                | Ecopetrol SA                                                                                           | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |      350000 | PA      | $269027.50    | 0.00%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                                           | Siemens Energy AG                                                                                      | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |       12693 | NS      | $2689925.30   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyoto Financial Group, Inc.                                                 | Kyoto Financial Group, Inc.                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       21500 | NS      | $594284.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Rwanda                                                          | Republic of Rwanda                                                                                     | CUSIP: N/A<br>LEI: 213800DQC28OBRZDYJ87       | Long             | DBT              | NUSS              | RW        |     1000000 | PA      | $930760.00    | 0.01%             | 2031-08-09      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Haleon plc                                                                  | Haleon plc                                                                                             | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |     1054524 | NS      | $4869656.34   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Lottomatica Group Spa                                                       | Lottomatica Group Spa                                                                                  | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | EC               | CORP              | IT        |       58177 | NS      | $1710508.22   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                                 | Hashemite Kingdom of Jordan                                                                            | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |      900000 | PA      | $926325.00    | 0.01%             | 2028-01-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                         | Petroleos Mexicanos                                                                                    | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     2875000 | PA      | $2640687.50   | 0.03%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                     | Republic of El Salvador                                                                                | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |     1250000 | PA      | $1397984.38   | 0.02%             | 2052-07-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                 | Federal Republic of Nigeria                                                                            | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     1620000 | PA      | $1656223.20   | 0.02%             | 2033-09-28      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                 | Federal Republic of Nigeria                                                                            | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     2000000 | PA      | $2026280.00   | 0.02%             | 2051-09-28      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| GQG Partners, Inc.                                                          | GQG Partners, Inc.                                                                                     | CUSIP: N/A<br>LEI: 254900I3AQSQQQA75U50       | Long             | EC               | CORP              | US        |      375273 | NS      | $443091.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| EnfraGen Energia Sur SA                                                     | EnfraGen Energia Sur SA                                                                                | CUSIP: N/A<br>LEI: 2549002TO75PYMY3VY07       | Long             | DBT              | CORP              | ES        |      940837 | PA      | $872061.60    | 0.01%             | 2030-12-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| TIM SA                                                                      | TIM SA                                                                                                 | CUSIP: N/A<br>LEI: 529900QI0CH1DN5ZCS77       | Long             | EC               | CORP              | BR        |     1018100 | NS      | $5302475.67   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Cote d'Ivoire                                                   | Republic of Cote d'Ivoire                                                                              | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |      820000 | PA      | $861246.00    | 0.01%             | 2033-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| GSK plc                                                                     | GSK plc                                                                                                | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |      346698 | NS      | $9089546.12   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                    | Argentine Republic                                                                                     | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      800000 | PA      | $596800.00    | 0.01%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                                | Islamic Republic of Pakistan                                                                           | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |     4797000 | PA      | $4509180.00   | 0.05%             | 2051-04-08      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| DNB Bank ASA                                                                | DNB Bank ASA                                                                                           | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |       68193 | NS      | $2065112.54   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                                                 | NN Group NV                                                                                            | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |       27139 | NS      | $2375580.47   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                                                 | FinecoBank Banca Fineco SpA                                                                            | CUSIP: N/A<br>LEI: 549300L7YCATGO57ZE10       | Long             | EC               | CORP              | IT        |       56866 | NS      | $1411733.97   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barrick Mining Corp.                                                        | Barrick Mining Corp.                                                                                   | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |      107145 | NS      | $4209760.85   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Endeavour Group Ltd.                                                        | Endeavour Group Ltd.                                                                                   | CUSIP: N/A<br>LEI: 254900JAN9FOLMWAD533       | Long             | EC               | CORP              | AU        |      166808 | NS      | $403842.19    | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Republic of Angola                                                          | Republic of Angola                                                                                     | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |      693000 | PA      | $741981.24    | 0.01%             | 2035-10-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                                | Islamic Republic of Pakistan                                                                           | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |     1350000 | PA      | $1302777.00   | 0.01%             | 2031-04-08      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Republic of Angola                                                          | Republic of Angola                                                                                     | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |     1670000 | PA      | $1736315.70   | 0.02%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Logista Integral SA                                                         | Logista Integral SA                                                                                    | CUSIP: N/A<br>LEI: 9598000ANNAL42UJ7X28       | Long             | EC               | CORP              | ES        |       50067 | NS      | $1956027.38   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kweichow Moutai Co. Ltd.                                                    | Kweichow Moutai Co. Ltd., Class A                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       27000 | NS      | $5473277.95   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| China Yangtze Power Co. Ltd.                                                | China Yangtze Power Co. Ltd., Class A                                                                  | CUSIP: N/A<br>LEI: 3003008VX8JFJXA6QP74       | Long             | EC               | CORP              | CN        |      624700 | NS      | $2498342.76   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Inner Mongolia Yili Industrial Group Co. Ltd.                               | Inner Mongolia Yili Industrial Group Co. Ltd., Class A                                                 | CUSIP: N/A<br>LEI: 3003002Q2A863JPQFH06       | Long             | EC               | CORP              | CN        |      544706 | NS      | $2192142.26   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuyao Glass Industry Group Co. Ltd.                                         | Fuyao Glass Industry Group Co. Ltd., Class A                                                           | CUSIP: N/A<br>LEI: 549300AS5CSLWETN0P64       | Long             | EC               | CORP              | CN        |      160656 | NS      | $1390807.67   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                            | Novo Nordisk A/S, Class B                                                                              | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |      114867 | NS      | $4885978.47   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell plc                                                                   | Shell plc                                                                                              | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |      492758 | NS      | $22404132.74  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Daimler Truck Holding AG                                                    | Daimler Truck Holding AG                                                                               | CUSIP: N/A<br>LEI: 529900PW78JIYOUBSR24       | Long             | EC               | CORP              | DE        |       45231 | NS      | $2281358.09   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                              | Commerzbank AG                                                                                         | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |     1400000 | PA      | $1460844.13   | 0.02%             | 2030-10-09      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                                               | Industria de Diseno Textil SA                                                                          | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |       51330 | NS      | $3072135.91   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Congolese International Bond                                                | Republic of Congo (The)                                                                                | CUSIP: N/A<br>LEI: 529900BXT90HR4QTB688       | Long             | DBT              | NUSS              | CG        |     1600000 | PA      | $1596816.00   | 0.02%             | 2032-11-07      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                 | Federal Republic of Nigeria                                                                            | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     1500000 | PA      | $1641000.00   | 0.02%             | 2036-01-13      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Region Group                                                                | Region Group                                                                                           | CUSIP: N/A<br>LEI: 549300MS6NZV0B7K7D28       | Long             | EC               | CORP              | AU        |       94393 | NS      | $157846.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                                | Cie Generale des Etablissements Michelin SCA                                                           | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |       48724 | NS      | $1765078.00   | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Republic of El Salvador                                                     | Republic of El Salvador                                                                                | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |      620000 | PA      | $664330.00    | 0.01%             | 2030-04-17      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Federative Republic of Brazil                                               | Federative Republic of Brazil                                                                          | CUSIP: 105756BW9<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1230000 | PA      | $990150.00    | 0.01%             | 2045-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                 | Federal Republic of Nigeria                                                                            | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |      400000 | PA      | $450580.00    | 0.01%             | 2031-06-09      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                 | Federal Republic of Nigeria                                                                            | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     1300000 | PA      | $1553825.00   | 0.02%             | 2034-12-09      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| Republic of Cameroon International Bond                                     | Republic of Cameroon                                                                                   | CUSIP: N/A<br>LEI: 54930021BO6NHYGBBV24       | Long             | DBT              | NUSS              | CM        |     2300000 | PA      | $2322655.00   | 0.03%             | 2031-07-31      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| SCB X PCL                                                                   | SCB X PCL                                                                                              | CUSIP: N/A<br>LEI: 254900TG41KIWX7VDO42       | Long             | EC               | CORP              | TH        |     1115100 | NS      | $4485378.08   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                                 | Hashemite Kingdom of Jordan                                                                            | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |      800000 | PA      | $830016.00    | 0.01%             | 2029-01-13      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Var Energi ASA                                                              | Var Energi ASA                                                                                         | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | EC               | CORP              | NO        |      337216 | NS      | $1713543.04   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                  | Democratic Socialist Republic of Sri Lanka                                                             | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |     2100000 | PA      | $1617000.00   | 0.02%             | 2035-06-15      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Republic of Paraguay                                                        | Republic of Paraguay                                                                                   | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |      350000 | PA      | $352275.00    | 0.00%             | 2044-08-11      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Republic of Montenegro                                                      | Republic of Montenegro                                                                                 | CUSIP: N/A<br>LEI: 747800V014106FYLL014       | Long             | DBT              | NUSS              | ME        |      700000 | PA      | $734002.50    | 0.01%             | 2031-03-12      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ghana                                                           | Republic of Ghana                                                                                      | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |     3600000 | PA      | $3295584.00   | 0.04%             | 2035-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Aker Solutions ASA                                                          | Aker Solutions ASA                                                                                     | CUSIP: N/A<br>LEI: 5967007LIEEXZXG42836       | Long             | EC               | CORP              | NO        |      330590 | NS      | $1504384.86   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Transnet                                                                    | Transnet                                                                                               | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | NUSS              | ZA        |     1000000 | PA      | $1040370.00   | 0.01%             | 2028-02-06      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| DOF Group ASA                                                               | DOF Group ASA                                                                                          | CUSIP: N/A<br>LEI: 213800GIV9N2A714T434       | Long             | EC               | CORP              | NO        |       85015 | NS      | $1260813.73   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominican Republic                                                          | Dominican Republic Government Bond                                                                     | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |     2000000 | PA      | $2088000.00   | 0.02%             | 2055-02-24      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| Republic of Senegal                                                         | Republic of Senegal                                                                                    | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |     4750000 | PA      | $2850356.25   | 0.03%             | 2031-06-10      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Honduras                                                        | Republic of Honduras                                                                                   | CUSIP: N/A<br>LEI: 5493002DW1JNBNG17615       | Long             | DBT              | NUSS              | HN        |     1600000 | PA      | $1831000.00   | 0.02%             | 2034-11-27      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Benin Government International Bond                                         | Benin Government Bond                                                                                  | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |     1000000 | PA      | $1028125.00   | 0.01%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| Anglogold Ashanti plc                                                       | Anglogold Ashanti plc                                                                                  | CUSIP: N/A<br>LEI: 2138005YDSA7A82RNU96       | Long             | EC               | CORP              | GB        |       26519 | NS      | $2464389.69   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TC Ziraat Bankasi A/S                                                       | TC Ziraat Bankasi A/S                                                                                  | CUSIP: N/A<br>LEI: 213800K5KTZFSUS8MR51       | Long             | DBT              | CORP              | TR        |     1400000 | PA      | $1466094.00   | 0.02%             | 2029-01-16      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                | UBS Group AG (Registered)                                                                              | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |      104320 | NS      | $4616347.91   | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Brazilian Real                                                              | Brazilian Real                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | BR        |          -2 | OU      | $-0.32        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Mandatum OYJ                                                                | Mandatum OYJ                                                                                           | CUSIP: N/A<br>LEI: 743700OAJK6L28Y2NN56       | Long             | EC               | CORP              | FI        |      135077 | NS      | $1080326.66   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FS Luxembourg Sarl                                                          | FS Luxembourg SARL                                                                                     | CUSIP: N/A<br>LEI: 222100EKR3JUJPGGOY81       | Long             | DBT              | CORP              | LU        |      700000 | PA      | $719950.00    | 0.01%             | 2031-02-12      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Republic of Zambia                                                          | Republic of Zambia                                                                                     | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |     1900000 | PA      | $1298004.00   | 0.01%             | 2053-12-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Grupo Nutresa SA                                                            | Grupo Nutresa SA                                                                                       | CUSIP: N/A<br>LEI: 254900KKAX7B7RJUE255       | Long             | DBT              | CORP              | CO        |     1000000 | PA      | $1115500.00   | 0.01%             | 2035-05-12      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Saudi National Bank (The)                                                   | Saudi National Bank (The)                                                                              | CUSIP: N/A<br>LEI: 5586006ZEFQ542K7CY16       | Long             | EC               | CORP              | SA        |      545367 | NS      | $5711775.97   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui House REIT, Inc.                                                    | Sekisui House REIT, Inc.                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        1192 | NS      | $647184.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gabonese Republic                                                           | Gabonese Republic                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GA        |      900000 | PA      | $846000.00    | 0.01%             | 2029-02-18      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| AGL Energy Ltd.                                                             | AGL Energy Ltd.                                                                                        | CUSIP: N/A<br>LEI: 549300QAZ8A74DEDXO80       | Long             | EC               | CORP              | AU        |      320849 | NS      | $2223150.83   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group plc                                                 | Reckitt Benckiser Group plc                                                                            | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |        3429 | NS      | $218182.56    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Congolese International Bond                                                | Republic of Congo                                                                                      | CUSIP: N/A<br>LEI: 529900BXT90HR4QTB688       | Long             | DBT              | NUSS              | CG        |     1200000 | PA      | $1158160.08   | 0.01%             | 2035-02-17      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Kenya                                                           | Republic of Kenya                                                                                      | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |     1100000 | PA      | $1047574.00   | 0.01%             | 2038-10-09      | Fixed         | 8.80%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                                                    | Republic of South Africa                                                                               | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     3600000 | PA      | $3765600.00   | 0.04%             | 2036-11-19      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| Restaurant Brands International, Inc.                                       | Restaurant Brands International, Inc.                                                                  | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |       61592 | NS      | $4970073.34   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lundin Gold, Inc.                                                           | Lundin Gold, Inc.                                                                                      | CUSIP: 550371108<br>LEI: 549300ZOV16K515FC525 | Long             | EC               | CORP              | CA        |       24435 | NS      | $1642191.74   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                                            | Roche Holding AG                                                                                       | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |       28065 | NS      | $11436487.58  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                | UBS Group AG                                                                                           | CUSIP: 902613BW7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1150000 | PA      | $1167154.55   | 0.01%             | 2036-01-08      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                          | Dominican Republic Government Bond                                                                     | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |      500000 | PA      | $502500.00    | 0.01%             | 2045-01-27      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| QIAGEN NV                                                                   | QIAGEN NV                                                                                              | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |        5502 | NS      | $187681.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Axia Energia SA                                                             | Axia Energia SA                                                                                        | CUSIP: N/A<br>LEI: 254900I8KYDELP4B4Z08       | Long             | EC               | CORP              | BR        |      392626 | NS      | $4930224.30   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Colombia                                                        | Republic of Colombia                                                                                   | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1370000 | PA      | $1047022.50   | 0.01%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Axia Energia SA                                                             | Axia Energia SA (Preference)                                                                           | CUSIP: N/A<br>LEI: 254900I8KYDELP4B4Z08       | Long             | EC               | CORP              | BR        |      103196 | NS      | $1234150.64   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever plc                                                                | Unilever plc                                                                                           | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |       46646 | NS      | $2720167.99   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                           | Lebanese Republic                                                                                      | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     5340000 | PA      | $1364370.00   | 0.02%             | 2030-02-26      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Wal-Mart de Mexico SAB de CV                                                | Wal-Mart de Mexico SAB de CV                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |     1018151 | NS      | $3219078.90   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Kenya                                                           | Republic of Kenya                                                                                      | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |     1300000 | PA      | $1221746.50   | 0.01%             | 2039-02-26      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ecuador                                                         | Republic of Ecuador                                                                                    | CUSIP: 27927WAR3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      244000 | PA      | $252296.00    | 0.00%             | 2039-01-29      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Fuyao Glass Industry Group Co. Ltd.                                         | Fuyao Glass Industry Group Co. Ltd., Class H                                                           | CUSIP: N/A<br>LEI: 549300AS5CSLWETN0P64       | Long             | EC               | CORP              | CN        |      589287 | NS      | $4476549.82   | 0.05%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Svenska Handelsbanken AB                                                    | Svenska Handelsbanken AB, Class A                                                                      | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | EC               | CORP              | SE        |      135009 | NS      | $1918468.83   | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Banco BPM SpA                                                               | Banco BPM SpA                                                                                          | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |      122133 | NS      | $1779605.46   | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| UniCredit SpA                                                               | UniCredit SpA                                                                                          | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |       60939 | NS      | $4709511.30   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                            | ArcelorMittal SA                                                                                       | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |       48901 | NS      | $2838959.35   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Itoham Yonekyu Holdings, Inc.                                               | Itoham Yonekyu Holdings, Inc.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        8500 | NS      | $283414.77    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank NV                                                            | ABN AMRO Bank NV                                                                                       | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | EC               | CORP              | NL        |       13635 | NS      | $474727.70    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Cosmo Energy Holdings Co. Ltd.                                              | Cosmo Energy Holdings Co. Ltd.                                                                         | CUSIP: N/A<br>LEI: 353800Y4GZ7KR5X7L150       | Long             | EC               | CORP              | JP        |       25700 | NS      | $657000.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Holdings Co. Ltd.                                                | Japan Post Holdings Co. Ltd.                                                                           | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               | CORP              | JP        |       89100 | NS      | $1033298.11   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryanair Holdings plc                                                        | Ryanair Holdings plc                                                                                   | CUSIP: N/A<br>LEI: 635400BR2ROC1FVEBQ56       | Long             | EC               | CORP              | IE        |      383353 | NS      | $10058103.62  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Land Securities Group plc                                                   | Land Securities Group plc                                                                              | CUSIP: N/A<br>LEI: 213800V8IAVKS37D6B88       | Long             | EC               | CORP              | GB        |      364876 | NS      | $2935897.80   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                   | Republic of Cote d'Ivoire                                                                              | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |     5240000 | PA      | $5114502.00   | 0.06%             | 2033-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Banca Mediolanum SpA                                                        | Banca Mediolanum SpA                                                                                   | CUSIP: N/A<br>LEI: 7LVZJ6XRIE7VNZ4UBX81       | Long             | EC               | CORP              | IT        |      189477 | NS      | $4153033.10   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                                   | Petroleos de Venezuela SA                                                                              | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | NUSS              | VE        |      619500 | PA      | $639633.75    | 0.01%             | 2020-10-27      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                                                           | Lebanese Republic                                                                                      | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |    10414000 | PA      | $2639949.00   | 0.03%             | 2027-03-23      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                 | Petrobras Global Finance BV                                                                            | CUSIP: 71647NAN9<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $284700.00    | 0.00%             | 2115-06-05      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                                                          | Poste Italiane SpA                                                                                     | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |       68455 | NS      | $1817066.17   | 0.02%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Hydro One Ltd.                                                              | Hydro One Ltd.                                                                                         | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        |        9011 | NS      | $387147.61    | 0.00%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Nordea Bank Abp                                                             | Nordea Bank Abp                                                                                        | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |      247202 | NS      | $4634318.27   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Amundi SA                                                                   | Amundi SA                                                                                              | CUSIP: N/A<br>LEI: 96950010FL2T1TJKR531       | Long             | EC               | CORP              | FR        |       14890 | NS      | $1439213.01   | 0.02%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Mitsui Fudosan Logistics Park, Inc.                                         | Mitsui Fudosan Logistics Park, Inc.                                                                    | CUSIP: N/A<br>LEI: 353800DN63EIYS760S59       | Long             | EC               | CORP              | JP        |         364 | NS      | $261236.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                           | Lebanese Republic                                                                                      | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     4239000 | PA      | $1074586.50   | 0.01%             | 2028-11-03      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Petroleos del Peru SA                                                       | Petroleos del Peru SA                                                                                  | CUSIP: 716564AA7<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | NUSS              | PE        |      900000 | PA      | $733500.00    | 0.01%             | 2032-06-19      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Atlas Arteria Ltd.                                                          | Atlas Arteria Ltd.                                                                                     | CUSIP: N/A<br>LEI: 254900SGF4ZQDBH2YC59       | Long             | EC               | CORP              | AU        |      161234 | NS      | $558708.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BAWAG Group AG                                                              | BAWAG Group AG                                                                                         | CUSIP: N/A<br>LEI: 529900S9YO2JHTIIDG38       | Long             | EC               | CORP              | AT        |        9429 | NS      | $1614724.36   | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Petroleos del Peru SA                                                       | Petroleos del Peru SA                                                                                  | CUSIP: N/A<br>LEI: 549300ZMGDLC9JT2OR80       | Long             | DBT              | NUSS              | PE        |     2600000 | PA      | $1831700.00   | 0.02%             | 2047-06-19      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Johnson Matthey plc                                                         | Johnson Matthey plc                                                                                    | CUSIP: N/A<br>LEI: 2138001AVBSD1HSC6Z10       | Long             | EC               | CORP              | GB        |       69559 | NS      | $1966877.06   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                                                | ING Groep NV                                                                                           | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |      127313 | NS      | $3684615.55   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Comercial Portugues SA                                                | Banco Comercial Portugues SA, Class R                                                                  | CUSIP: N/A<br>LEI: JU1U6S0DG9YLT7N8ZV32       | Long             | EC               | CORP              | PT        |     1439598 | NS      | $1538759.63   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Dollar                                                             | Canadian Dollar                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |           0 | OU      | $0.30         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Franc                                                                 | Swiss Franc                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CH        |           0 | OU      | $0.05         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice France SA                                                            | Altice France SA                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |        3398 | NS      | $56662.39     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Danish Krone                                                                | Danish Krone                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | DK        |           0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                        | EURO                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |      330484 | OU      | $387872.19    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | U.S. Treasury 5 Year Note                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       12143 | NC      | $-24303850.21 | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Amcor plc                                                                   | Amcor plc                                                                                              | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |       20915 | NS      | $795606.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture plc                                                               | Accenture plc, Class A                                                                                 | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |       51704 | NS      | $9240021.84   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Credicorp Ltd.                                                              | Credicorp Ltd.                                                                                         | CUSIP: N/A<br>LEI: 529900UYAEYQCQ2BKB17       | Long             | EC               | CORP              | BM        |        4203 | NS      | $1362486.51   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp. plc                                                             | Eaton Corp. plc                                                                                        | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |       26990 | NS      | $11686939.90  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic plc                                                               | Medtronic plc                                                                                          | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |      137915 | NS      | $11166977.55  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings plc                                             | Seagate Technology Holdings plc                                                                        | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |       12964 | NS      | $8733068.96   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit Westrock plc                                                        | Smurfit Westrock plc                                                                                   | CUSIP: N/A<br>LEI: 635400EGSEOPDW2EXS14       | Long             | EC               | CORP              | IE        |       22959 | NS      | $881396.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies plc                                                      | Trane Technologies plc                                                                                 | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |       62179 | NS      | $30625644.66  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Venator Materials plc                                                       | Venator Materials plc                                                                                  | CUSIP: N/A<br>LEI: 549300WFXC4YL5IHX316       | Long             | EC               | CORP              | GB        |        4415 | NS      | $33112.50     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| British Pound                                                               | British Pound                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | GB        |     -193422 | OU      | $-263199.16   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Dollar                                                            | Hong Kong Dollar                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HK        |           0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hungarian Forint                                                            | Hungarian Forint                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HU        |         509 | OU      | $1.64         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Israeli Shekel                                                              | Israeli Shekel                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IL        |           5 | OU      | $1.79         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Indian Rupee                                                                | Indian Rupee                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IN        |        3372 | OU      | $35.53        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                                 | Goldman Sachs International, ELN, 15.50%, 05/08/2026                                                   | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |      180807 | PA      | $4652640.59   | 0.05%             | 2026-05-08      | Fixed         | 15.50%                | No            |                  2 | On Loan: No      |
| Nomura America Finance LLC                                                  | Nomura America Finance LLC, ELN, 08.80%, 05/08/2026                                                    | CUSIP: 65543G853<br>LEI: 549300U646RSSKIVOJ29 | Long             | SN               | CORP              | US        |       40957 | PA      | $4763442.47   | 0.05%             | 2026-05-08      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 12.00%, 05/08/2026                                                    | CUSIP: 61780M869<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       14789 | PA      | $12258600.39  | 0.14%             | 2026-05-08      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                     | BNP Paribas Issuance BV, ELN, 12.20%, 05/08/2026                                                       | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       12585 | PA      | $4845409.56   | 0.06%             | 2026-05-08      | Fixed         | 12.20%                | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 18.30%, 05/08/2026                                                    | CUSIP: 61780M885<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       29732 | PA      | $4342724.73   | 0.05%             | 2026-05-08      | Fixed         | 18.30%                | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                 | Toronto-Dominion Bank (The), ELN, 16.30%, 05/08/2026                                                   | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |       40947 | PA      | $6710278.47   | 0.08%             | 2026-05-08      | Fixed         | 16.30%                | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                 | Toronto-Dominion Bank (The), ELN, 17.20%, 05/08/2026                                                   | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |       17975 | PA      | $3993814.05   | 0.05%             | 2026-05-08      | Fixed         | 17.20%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                           | Barclays Bank plc, ELN, 13.80%, 05/08/2026                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       39492 | PA      | $5088792.02   | 0.06%             | 2026-05-08      | Fixed         | 13.80%                | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                     | Citigroup Global Markets Holdings, Inc., ELN, 10.10%, 05/08/2026                                       | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |       14559 | PA      | $4783057.63   | 0.05%             | 2026-05-08      | Fixed         | 10.10%                | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                         | Wells Fargo Bank NA, ELN, 09.00%, 05/08/2026                                                           | CUSIP: 95005A490<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | SN               | CORP              | US        |       60476 | PA      | $4573240.12   | 0.05%             | 2026-05-08      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 11.90%, 05/08/2026                                                    | CUSIP: 61780M836<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |      226592 | PA      | $4504009.37   | 0.05%             | 2026-05-08      | Fixed         | 11.90%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 17.60%, 05/08/2026                                                    | CUSIP: 61780M810<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       11164 | PA      | $5872406.72   | 0.07%             | 2026-05-08      | Fixed         | 17.60%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 12.50%, 05/08/2026                                                    | CUSIP: 61780L101<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       48242 | PA      | $4532761.92   | 0.05%             | 2026-05-08      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                           | Barclays Bank plc, ELN, 15.20%, 05/08/2026                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       22213 | PA      | $4317844.81   | 0.05%             | 2026-05-08      | Fixed         | 15.20%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                           | Barclays Bank plc, ELN, 12.00%, 05/08/2026                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       44441 | PA      | $5917615.21   | 0.07%             | 2026-05-08      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 13.60%, 05/08/2026                                                    | CUSIP: 61780M844<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       14221 | PA      | $6287170.22   | 0.07%             | 2026-05-08      | Fixed         | 13.60%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                     | BNP Paribas Issuance BV, ELN, 09.90%, 05/08/2026                                                       | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       48670 | PA      | $12773330.37  | 0.15%             | 2026-05-08      | Fixed         | 9.90%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                         | Wells Fargo Bank NA, ELN, 13.10%, 05/08/2026                                                           | CUSIP: 95005A516<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | SN               | CORP              | US        |       24206 | PA      | $4960464.48   | 0.06%             | 2026-05-08      | Fixed         | 13.10%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 09.50%, 05/08/2026                                                    | CUSIP: 61780M851<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |      125153 | PA      | $11735395.74  | 0.13%             | 2026-05-08      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                           | Barclays Bank plc, ELN, 10.80%, 05/08/2026                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       20410 | PA      | $3519431.18   | 0.04%             | 2026-05-08      | Fixed         | 10.80%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 10.30%, 05/08/2026                                                    | CUSIP: 61780M828<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       14738 | PA      | $4568260.39   | 0.05%             | 2026-05-08      | Fixed         | 10.30%                | No            |                  2 | On Loan: No      |
| Nomura America Finance LLC                                                  | Nomura America Finance LLC, ELN, 08.50%, 05/08/2026                                                    | CUSIP: 65543G861<br>LEI: 549300U646RSSKIVOJ29 | Long             | SN               | CORP              | US        |       12665 | PA      | $2446705.22   | 0.03%             | 2026-05-08      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 18.10%, 05/08/2026                                                    | CUSIP: 61780M877<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       14985 | PA      | $5149479.41   | 0.06%             | 2026-05-08      | Fixed         | 18.10%                | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                 | Toronto-Dominion Bank (The), ELN, 10.00%, 05/15/2026                                                   | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |       15384 | PA      | $6727265.03   | 0.08%             | 2026-05-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                 | Goldman Sachs International, ELN, 20.70%, 05/15/2026                                                   | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |       15674 | PA      | $4976057.94   | 0.06%             | 2026-05-15      | Fixed         | 20.70%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                 | Goldman Sachs International, ELN, 10.50%, 05/15/2026                                                   | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |       50432 | PA      | $3229171.42   | 0.04%             | 2026-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 14.00%, 05/15/2026                                                    | CUSIP: 61780L226<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       36172 | PA      | $9371939.74   | 0.11%             | 2026-05-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 12.50%, 05/15/2026                                                    | CUSIP: 61780L234<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       37836 | PA      | $5167929.75   | 0.06%             | 2026-05-15      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 12.20%, 05/15/2026                                                    | CUSIP: 61780L168<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       19584 | PA      | $5186623.09   | 0.06%             | 2026-05-15      | Fixed         | 12.20%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                           | Barclays Bank plc, ELN, 14.70%, 05/15/2026                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       15764 | PA      | $4462526.00   | 0.05%             | 2026-05-15      | Fixed         | 14.70%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                        | Royal Bank of Canada, ELN, 17.70%, 05/15/2026                                                          | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       83321 | PA      | $3850211.51   | 0.04%             | 2026-05-15      | Fixed         | 17.70%                | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 10.90%, 05/15/2026                                                    | CUSIP: 61780L176<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       11070 | PA      | $4023815.86   | 0.05%             | 2026-05-15      | Fixed         | 10.90%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 11.30%, 05/15/2026                                                    | CUSIP: 61780L119<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       28273 | PA      | $4072225.76   | 0.05%             | 2026-05-15      | Fixed         | 11.30%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 12.20%, 05/15/2026                                                    | CUSIP: 61780L150<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       63954 | PA      | $8177748.50   | 0.09%             | 2026-05-15      | Fixed         | 12.20%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 11.30%, 05/15/2026                                                    | CUSIP: 61780L184<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |        4586 | PA      | $8051348.59   | 0.09%             | 2026-05-15      | Fixed         | 11.30%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 10.80%, 05/15/2026                                                    | CUSIP: 61780L143<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       27118 | PA      | $4237124.59   | 0.05%             | 2026-05-15      | Fixed         | 10.80%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 14.70%, 05/15/2026                                                    | CUSIP: 61780L192<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       18914 | PA      | $4720756.13   | 0.05%             | 2026-05-15      | Fixed         | 14.70%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 18.20%, 05/15/2026                                                    | CUSIP: 61780L135<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       42762 | PA      | $2960942.70   | 0.03%             | 2026-05-15      | Fixed         | 18.20%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 06.20%, 05/15/2026                                                    | CUSIP: 61780L218<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       10346 | PA      | $9556203.85   | 0.11%             | 2026-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                        | Royal Bank of Canada, ELN, 12.00%, 05/15/2026                                                          | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       53823 | PA      | $20529139.58  | 0.23%             | 2026-05-15      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 12.00%, 05/15/2026                                                    | CUSIP: 61780L200<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       25039 | PA      | $9881056.89   | 0.11%             | 2026-05-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 14.40%, 05/15/2026                                                    | CUSIP: 61780L127<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |        4507 | PA      | $4626112.52   | 0.05%             | 2026-05-15      | Fixed         | 14.40%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                 | Goldman Sachs International, ELN, 12.20%, 05/15/2026                                                   | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |       11049 | PA      | $4958716.02   | 0.06%             | 2026-05-15      | Fixed         | 12.20%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 13.60%, 05/22/2026                                                    | CUSIP: 61780L325<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |        3445 | PA      | $5480191.37   | 0.06%             | 2026-05-22      | Fixed         | 13.60%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                 | Goldman Sachs International, ELN, 19.80%, 05/22/2026                                                   | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |       79658 | PA      | $4428607.25   | 0.05%             | 2026-05-22      | Fixed         | 19.80%                | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                                    | Mizuho Markets Cayman LP, ELN, 08.70%, 05/22/2026                                                      | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |       26325 | PA      | $6287121.69   | 0.07%             | 2026-05-22      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                     | Citigroup Global Markets Holdings, Inc., ELN, 12.40%, 05/22/2026                                       | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |       38371 | PA      | $4506911.99   | 0.05%             | 2026-05-22      | Fixed         | 12.40%                | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                 | Toronto-Dominion Bank (The), ELN, 14.10%, 05/22/2026                                                   | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |      153619 | PA      | $4363858.85   | 0.05%             | 2026-05-22      | Fixed         | 14.10%                | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                         | Wells Fargo Bank NA, ELN, 07.00%, 05/22/2026                                                           | CUSIP: 95005A474<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | SN               | CORP              | US        |        7777 | PA      | $6350839.25   | 0.07%             | 2026-05-22      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                                     | BNP Paribas Issuance BV, ELN, 06.30%, 05/22/2026                                                       | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       42136 | PA      | $4049006.71   | 0.05%             | 2026-05-22      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 14.80%, 05/22/2026                                                    | CUSIP: 61780L283<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |        3116 | PA      | $5718847.94   | 0.07%             | 2026-05-22      | Fixed         | 14.80%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 15.50%, 05/22/2026                                                    | CUSIP: 61780L317<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       14987 | PA      | $4411935.19   | 0.05%             | 2026-05-22      | Fixed         | 15.50%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                         | Societe Generale SA, ELN, 13.50%, 05/22/2026                                                           | CUSIP: 83370U390<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |       20453 | PA      | $5156489.42   | 0.06%             | 2026-05-22      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                 | Goldman Sachs International, ELN, 11.60%, 05/22/2026                                                   | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |       18946 | PA      | $2752183.07   | 0.03%             | 2026-05-22      | Fixed         | 11.60%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 09.40%, 05/22/2026                                                    | CUSIP: 61780L333<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       53915 | PA      | $4431001.79   | 0.05%             | 2026-05-22      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 14.80%, 05/22/2026                                                    | CUSIP: 61780L291<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       30770 | PA      | $4382678.07   | 0.05%             | 2026-05-22      | Fixed         | 14.80%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                 | Goldman Sachs International, ELN, 19.50%, 05/22/2026                                                   | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |       47022 | PA      | $5911223.75   | 0.07%             | 2026-05-22      | Fixed         | 19.50%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                         | Societe Generale SA, ELN, 14.90%, 05/22/2026                                                           | CUSIP: 83370U374<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |       37628 | PA      | $4547958.08   | 0.05%             | 2026-05-22      | Fixed         | 14.90%                | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                         | Wells Fargo Bank NA, ELN, 09.80%, 05/22/2026                                                           | CUSIP: 95005A466<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | SN               | CORP              | US        |       25085 | PA      | $6094408.25   | 0.07%             | 2026-05-22      | Fixed         | 9.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 13.50%, 05/22/2026                                                    | CUSIP: 61780L309<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       31839 | PA      | $4184435.17   | 0.05%             | 2026-05-22      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                                    | Mizuho Markets Cayman LP, ELN, 10.70%, 05/22/2026                                                      | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |       35037 | PA      | $7538504.35   | 0.09%             | 2026-05-22      | Fixed         | 10.70%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                         | Societe Generale SA, ELN, 15.80%, 05/22/2026                                                           | CUSIP: 83370U382<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |       28160 | PA      | $14354701.39  | 0.16%             | 2026-05-22      | Fixed         | 15.80%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 09.50%, 05/22/2026                                                    | CUSIP: 61780L341<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       22350 | PA      | $20911273.71  | 0.24%             | 2026-05-22      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                 | Goldman Sachs International, ELN, 18.10%, 05/22/2026                                                   | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |       16127 | PA      | $6851482.18   | 0.08%             | 2026-05-22      | Fixed         | 18.10%                | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                 | Toronto-Dominion Bank (The), ELN, 23.50%, 05/22/2026                                                   | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |       61486 | PA      | $4227537.29   | 0.05%             | 2026-05-22      | Fixed         | 23.50%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 12.80%, 05/29/2026                                                    | CUSIP: 61780L424<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       32898 | PA      | $4670108.48   | 0.05%             | 2026-05-29      | Fixed         | 12.80%                | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                                    | Mizuho Markets Cayman LP, ELN, 16.20%, 05/29/2026                                                      | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |       39933 | PA      | $6139627.12   | 0.07%             | 2026-05-29      | Fixed         | 16.20%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                        | Royal Bank of Canada, ELN, 04.10%, 05/29/2026                                                          | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       16148 | PA      | $3594124.97   | 0.04%             | 2026-05-29      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                                    | Mizuho Markets Cayman LP, ELN, 17.10%, 05/29/2026                                                      | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |       24184 | PA      | $6053412.70   | 0.07%             | 2026-05-29      | Fixed         | 17.10%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                           | Barclays Bank plc, ELN, 04.70%, 05/29/2026                                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       32237 | PA      | $4925950.19   | 0.06%             | 2026-05-29      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                                    | Mizuho Markets Cayman LP, ELN, 04.40%, 05/29/2026                                                      | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |       26568 | PA      | $6175266.38   | 0.07%             | 2026-05-29      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 08.30%, 05/29/2026                                                    | CUSIP: 61780L358<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       18913 | PA      | $4445313.17   | 0.05%             | 2026-05-29      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                 | Goldman Sachs International, ELN, 09.80%, 05/29/2026                                                   | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |       98335 | PA      | $19736303.44  | 0.23%             | 2026-05-29      | Fixed         | 9.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 23.90%, 05/29/2026                                                    | CUSIP: 61780L408<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |        6594 | PA      | $5849160.43   | 0.07%             | 2026-05-29      | Fixed         | 23.90%                | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                                    | Mizuho Markets Cayman LP, ELN, 13.30%, 05/29/2026                                                      | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |       30831 | PA      | $4797874.31   | 0.05%             | 2026-05-29      | Fixed         | 13.30%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 18.00%, 05/29/2026                                                    | CUSIP: 61780L366<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       24385 | PA      | $4034785.72   | 0.05%             | 2026-05-29      | Fixed         | 18.00%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 08.10%, 05/29/2026                                                    | CUSIP: 61780L416<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       68120 | PA      | $5245657.40   | 0.06%             | 2026-05-29      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                 | Goldman Sachs International, ELN, 05.20%, 05/29/2026                                                   | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |       16695 | PA      | $7653282.68   | 0.09%             | 2026-05-29      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                        | Royal Bank of Canada, ELN, 15.70%, 05/29/2026                                                          | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       67392 | PA      | $4994583.51   | 0.06%             | 2026-05-29      | Fixed         | 15.70%                | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 13.60%, 05/29/2026                                                    | CUSIP: 61780L440<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       72575 | PA      | $6429074.58   | 0.07%             | 2026-05-29      | Fixed         | 13.60%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 13.10%, 05/29/2026                                                    | CUSIP: 61780L432<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       66891 | PA      | $4319701.94   | 0.05%             | 2026-05-29      | Fixed         | 13.10%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 10.90%, 05/29/2026                                                    | CUSIP: 61780L382<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       52666 | PA      | $7780018.98   | 0.09%             | 2026-05-29      | Fixed         | 10.90%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 07.40%, 05/29/2026                                                    | CUSIP: 61780L374<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |        6645 | PA      | $4782694.21   | 0.05%             | 2026-05-29      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                                     | Citigroup Global Markets Holdings, Inc., ELN, 12.00%, 05/29/2026                                       | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |       43740 | PA      | $8366170.83   | 0.10%             | 2026-05-29      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 08.70%, 05/29/2026                                                    | CUSIP: 61780L390<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |        9380 | PA      | $6637191.68   | 0.08%             | 2026-05-29      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                                  | Morgan Stanley Finance LLC, ELN, 12.20%, 05/29/2026                                                    | CUSIP: 61780L457<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       20521 | PA      | $6691137.09   | 0.08%             | 2026-05-29      | Fixed         | 12.20%                | No            |                  2 | On Loan: No      |
| Japanese Yen                                                                | Japanese Yen                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | JP        |        2093 | OU      | $13.37        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| South Korea Won                                                             | South Korea Won                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | KR        |      118954 | OU      | $80.20        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SES SA                                                                      | SES SA                                                                                                 | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | EC               | CORP              | LU        |      270380 | NS      | $3886712.50   | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                         | MSCI Emerging Markets Index                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         593 | NC      | $4233296.54   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| New Mexican Pesos                                                           | New Mexican Pesos                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | MX        |          89 | OU      | $5.07         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                                                | LyondellBasell Industries NV, Class A                                                                  | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |       54109 | NS      | $4036531.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                                                       | NXP Semiconductors NV                                                                                  | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |       74185 | NS      | $21779974.15  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Krone                                                             | Norwegian Krone                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | NO        |     -279189 | OU      | $-30134.72    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | NASDAQ 100 E-Mini Index                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         624 | NC      | $25140588.75  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| New Zealand Dollar                                                          | New Zealand Dollar                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | NZ        |          -0 | OU      | $-0.01        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citi Asset Receivables Trust I                                              | Citi Asset Receivables Trust I, Series 2025-3, Class CERT                                              | CUSIP: 17302FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      176973 | PA      | $172548.38    | 0.00%             | 2031-06-20      | Fixed         | 25.33%                | Yes           |                  3 | On Loan: No      |
| Citi Asset Receivables Trust I                                              | Citi Asset Receivables Trust I, Series 2025-4, Class CERT                                              | CUSIP: 17302GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       62532 | PA      | $60649.33     | 0.00%             | 2031-07-20      | Fixed         | 25.10%                | Yes           |                  3 | On Loan: No      |
| Citi Asset Receivables Trust I                                              | Citi Asset Receivables Trust I, Series 2025-5, Class CERT                                              | CUSIP: 17302HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       80700 | PA      | $78077.47     | 0.00%             | 2031-08-20      | Fixed         | 25.83%                | Yes           |                  3 | On Loan: No      |
| Citi Asset Receivables Trust I                                              | Citi Asset Receivables Trust, Series 2025-6, Class CERT                                                | CUSIP: 17291VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       57660 | PA      | $55664.69     | 0.00%             | 2031-09-20      | Fixed         | 25.60%                | Yes           |                  3 | On Loan: No      |
| Dominican Republic                                                          | Dominican Republic Government Bond                                                                     | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |     1487000 | PA      | $1592428.30   | 0.02%             | 2044-04-30      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| Citi Asset Receivables Trust I                                              | Citi Asset Receivables Trust, Series 2025-7, Class CERT                                                | CUSIP: 17292DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       89116 | PA      | $86745.87     | 0.00%             | 2031-10-20      | Fixed         | 25.54%                | Yes           |                  3 | On Loan: No      |
| Republic of Paraguay                                                        | Republic of Paraguay                                                                                   | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |     1380000 | PA      | $1388970.00   | 0.02%             | 2044-08-11      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Citi Asset Receivables Trust I                                              | Citi Asset Receivables Trust I, Series 2026-2, Class CERT                                              | CUSIP: 17332QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      164201 | PA      | $163889.16    | 0.00%             | 2032-03-20      | Fixed         | 25.72%                | Yes           |                  3 | On Loan: No      |
| Citi Asset Receivables Trust I                                              | Citi Asset Receivables Trust I, Series 2026-3, Class CERT                                              | CUSIP: 17292KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      369840 | PA      | $373205.05    | 0.00%             | 2032-04-20      | Fixed         | 25.95%                | Yes           |                  3 | On Loan: No      |
| Polish Zloty - New                                                          | Polish Zloty - New                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | PL        |           0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Russian Roubles                                                             | Russian Roubles                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | RU        |           0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Arabian Ryal                                                          | Saudi Arabian Ryal                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SA        |      189439 | OU      | $50510.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedish Krona                                                               | Swedish Krona                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SE        |           0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Dollar                                                            | Singapore Dollar                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SG        |        2582 | OU      | $2028.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Turkish Lira                                                                | Turkish Lira                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TR        |          71 | OU      | $1.56         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Taiwan Dollar                                                           | New Taiwan Dollar                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TW        |       17705 | OU      | $558.78       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | U.S. Treasury 10 Year Note                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       10828 | NC      | $-24888103.86 | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal Republic of Nigeria                                                 | Federal Republic of Nigeria                                                                            | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |      780000 | PA      | $845130.00    | 0.01%             | 2031-01-21      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                         | EURO STOXX 50 Index                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |       -3968 | NC      | $-8674801.21  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Petroleos Mexicanos                                                         | Petroleos Mexicanos                                                                                    | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      600000 | PA      | $703800.00    | 0.01%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                           | Republic of Ghana                                                                                      | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       45054 | PA      | $44547.14     | 0.00%             | 2026-07-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ghana                                                           | Republic of Ghana                                                                                      | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     1959852 | PA      | $1794126.91   | 0.02%             | 2035-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                  | Democratic Socialist Republic of Sri Lanka                                                             | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |     1800063 | PA      | $1386048.51   | 0.02%             | 2035-06-15      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                  | Democratic Socialist Republic of Sri Lanka                                                             | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |      898314 | PA      | $856992.02    | 0.01%             | 2028-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                  | Democratic Socialist Republic of Sri Lanka                                                             | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |     1365850 | PA      | $1217074.79   | 0.01%             | 2033-03-15      | Variable      | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Citi Asset Receivables Trust I                                              | Citi Asset Receivables Trust I, Series 2025-8, Class CERT                                              | CUSIP: 17302KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      113690 | PA      | $111495.81    | 0.00%             | 2031-11-20      | Fixed         | 25.80%                | Yes           |                  3 | On Loan: No      |
| Ardagh Holdings SA                                                          | Ardagh Holdings SA                                                                                     | CUSIP: 985923101<br>LEI: 6354006L1NWUUOPYX274 | Long             | EC               | CORP              | LU        |      354165 | NS      | $2571931.84   | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| Argentine Republic (The)                                                    | Argentine Republic                                                                                     | CUSIP: N/A<br>LEI: 549300KPBYGYF7HCHO27       | Long             | DBT              | NUSS              | AR        |     3980000 | PA      | $2427322.40   | 0.03%             | 2030-07-09      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| CITI ASSET RECEIVABLES TRUST I SERIES                                       | Citi Asset Receivables Trust I, Series 2025-9, Class CERT                                              | CUSIP: 17292FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      141870 | PA      | $139316.25    | 0.00%             | 2031-12-20      | Fixed         | 25.14%                | Yes           |                  3 | On Loan: No      |
| Citi Asset Receivables Trust I                                              | Citi Asset Receivables Trust I, Series 2025-10, Class CERT                                             | CUSIP: 17292HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      148693 | PA      | $154548.82    | 0.00%             | 2032-01-20      | Fixed         | 24.78%                | Yes           |                  3 | On Loan: No      |
| Sonangol Finance Ltd.                                                       | Sonangol Finance Ltd.                                                                                  | CUSIP: 83540CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | AO        |     3530000 | PA      | $3618250.00   | 0.04%             | 2031-01-29      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Republic of Ecuador                                                         | Republic of Ecuador                                                                                    | CUSIP: 27927WAR3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     3378000 | PA      | $3492852.00   | 0.04%             | 2039-01-29      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Citi Asset Receivables Trust I                                              | Citi Asset Receivables Trust I, Series 2026-1, Class CERT                                              | CUSIP: 17302LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      186649 | PA      | $187824.98    | 0.00%             | 2032-02-20      | Fixed         | 25.47%                | Yes           |                  3 | On Loan: No      |
| South African Rand                                                          | South African Rand                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ZA        |         422 | OU      | $25.33        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | MSCI Europe Equity Index                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         265 | NC      | $341608.63    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-01

**Name of Applicant:** JPMorgan Trust I

**Signature:** Timothy J. Clemens

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

**Title:** Treasurer and Principal Financial Officer