# EDGAR Filing Document

**Accession Number:** 0001285650
**File Stem:** 0001410368-26-034362
**Filing Date:** 2026-3
**Character Count:** 295573
**Document Hash:** 83d7f86e07e5969f58372938b6926d36
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-034362.hdr.sgml**: 20260331

**ACCESSION NUMBER**: 0001410368-26-034362

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260331

**DATE AS OF CHANGE**: 20260331

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** CALAMOS GLOBAL TOTAL RETURN FUND
- **CENTRAL INDEX KEY:** 0001285650

**ORGANIZATION NAME:**
- **EIN:** 203377281
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21547
- **FILM NUMBER:** 26820675

**BUSINESS ADDRESS:**
- **STREET 1:** 2020 CALAMOS COURT
- **STREET 2:** C/O CALAMOS ADVISORS LLC
- **CITY:** NAPERVILLE
- **STATE:** IL
- **ZIP:** 60563
- **BUSINESS PHONE:** 6302451046

**MAIL ADDRESS:**
- **STREET 1:** 2020 CALAMOS COURT
- **STREET 2:** C/O CALAMOS ADVISORS LLC
- **CITY:** NAPERVILLE
- **STATE:** IL
- **ZIP:** 60563

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** CALAMOS GLOBAL TOTAL RETURN FUND

- **b. Investment Company Act file number:** 811-21547

- **c. CIK number of Registrant:** 0001285650

- **d. LEI of Registrant:** 549300K2D63KU54WRP95

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

  - **Street Address 1:** 2020 CALAMOS COURT

  - **City:** NAPERVILLE

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60563

  - **Telephone number:** 630-245-7200

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

- **a. Name of Series:** CALAMOS GLOBAL TOTAL RETURN FUND

- **c. LEI of Series:** 549300K2D63KU54WRP95

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

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

- **b. Date as of which information is reported:** 2026-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $217138319.33

**Total Liabilities:** $84894644.73

**Net Assets:** $132243674.60

**Delayed Delivery Securities:** $169944.50

**Cash Not Reported:** $8235640.49

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -62.87000000 | **1-Year:** -691.89000000 | **5-Year:** -1433.74000000 | **10-Year:** -241.04000000 | **30-Year:** -25.62000000

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

- **3-Month:** -164.80000000 | **1-Year:** -2790.99000000 | **5-Year:** -9274.11000000 | **10-Year:** -1547.23000000 | **30-Year:** -138.87000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -4.84%               | 2.18%                | 8.17%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3692281.43              | $-9274032.38                               |
| Month 2  | $-368167.55              | $2441119.22                                |
| Month 3  | $3016183.12              | $7770180.15                                |

### Schedule of Portfolio Investments

| Name                                             | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACCO BRANDS CORP                                 | ACCO Brands Corp                                                                 | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46336.50     | 0.04%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                 | APi Group DE Inc                                                                 | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54078.75     | 0.04%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AST SPACEMOBILE INC                              | AST SpaceMobile Inc                                                              | CUSIP: 00217DAC4<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |    997000 | PA      | $1817421.33   | 1.37%             | 2032-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                            | AAR Escrow Issuer LLC                                                            | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51786.00     | 0.04%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                         | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     64000 | PA      | $63264.00     | 0.05%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| ACRISURE LLC / FIN INC                           | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $35299.48     | 0.03%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ADAMS HOMES INC                                  | Adams Homes Inc                                                                  | CUSIP: 00623PAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $67900.95     | 0.05%             | 2028-10-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                           | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     35000 | PA      | $36698.90     | 0.03%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                           | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     22000 | PA      | $22870.10     | 0.02%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                               | Advance Auto Parts Inc                                                           | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20328.60     | 0.02%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                               | Advance Auto Parts Inc                                                           | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11156.97     | 0.01%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                       | Advanced Micro Devices Inc                                                       | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      2400 | NS      | $568152.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAIC HOLDINGS INC                               | Osaic Holdings Inc                                                               | CUSIP: 00791GAE7<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20767.20     | 0.02%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AEROVIRONMENT INC                                | AeroVironment Inc                                                                | CUSIP: 008073AA6<br>LEI: 529900PGHVI29YLZ6221 | Long             | DBT              | CORP              | US        |    643000 | PA      | $760302.49    | 0.57%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Alamos Gold Inc                                  | Alamos Gold Inc                                                                  | CUSIP: 011532108<br>LEI: 894500GIHFJZW7YS9660 | Long             | EC               | CORP              | CA        |     38367 | NS      | $1421803.56   | 1.08%             |  |  |  | No            |                  1 | On Loan: —       |
| ALASKA AIRLINES 2020 TR                          | Alaska Airlines 2020-1 Class A Pass Through Trust                                | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33443 | PA      | $33593.72     | 0.03%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AB7<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30062.70     | 0.02%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AC5<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75009.00     | 0.06%             | 2027-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6026.70      | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5903.52      | 0.00%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEW ALBERTSONS LP                                | New Albertsons LP                                                                | CUSIP: 013104AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $33372.24     | 0.03%             | 2026-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                        | Alibaba Group Holding Ltd                                                        | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |      2555 | NS      | $433225.80    | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| BREAD FINANCIAL HLDGS                            | Bread Financial Holdings Inc                                                     | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60621.32     | 0.05%             | 2035-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| ALLIANT HOLD / CO-ISSUER                         | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $46326.60     | 0.04%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                         | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $46652.40     | 0.04%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                               | Ally Financial Inc                                                               | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58747.48     | 0.04%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                               | Ally Financial Inc                                                               | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19200.80     | 0.01%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                     | Alphabet Inc                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     14360 | NS      | $4853680.00   | 3.67%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE FRANCE SA                                 | Altice France SA                                                                 | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     59538 | PA      | $58169.22     | 0.04%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Optimum Communications Inc                       | Optimum Communications Inc                                                       | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |       925 | NS      | $1415.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Amazon.com Inc                                   | Amazon.com Inc                                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      8925 | NS      | $2135752.50   | 1.62%             |  |  |  | No            |                  1 | On Loan: —       |
| AMER AIRLINE 21-1B PTT                           | American Airlines 2021-1 Class B Pass Through Trust                              | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37675 | PA      | $36304.38     | 0.03%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE AND MANUFAC INC                    | AMERICAN AXLE AND MANUFAC INC 2025 INCREMENTAL TERM LOAN C                       | CUSIP: 02406MBB2<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | LON              | CORP              | US        |     45000 | PA      | $45168.75     | 0.03%             | 2032-02-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                          | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32927.04     | 0.02%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE INC                             | Global Net Lease Inc                                                             | CUSIP: 02608AAA7<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              |  | US        |     30000 | PA      | $29392.80     | 0.02%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                       | Amneal Pharmaceuticals LLC 2025 Term Loan B                                      | CUSIP: 03167DAR5<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |     47082 | PA      | $47317.41     | 0.04%             | 2032-08-01      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS L                         | Amneal Pharmaceuticals LLC                                                       | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |     43000 | PA      | $45330.17     | 0.03%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                 | AmWINS Group Inc                                                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45399.24     | 0.03%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMYNTA AGENCY/WARRANTY                           | Amynta Agency Borrower Inc and Amynta Warranty Borrower Inc                      | CUSIP: 03238AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20400.60     | 0.02%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                    | AppLovin Corp                                                                    | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |      1770 | NS      | $837404.70    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHROCK SERVICES/PARTNE                         | Archrock Services LP / Archrock Partners Finance Corp                            | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $33990.14     | 0.03%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                       | Arcosa Inc                                                                       | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24565.50     | 0.02%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                       | Arcosa Inc                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     22000 | PA      | $23214.40     | 0.02%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARROWHEAD RESEARCH CORP                          | Arrowhead Pharmaceuticals Inc                                                    | CUSIP: 04280AAC4<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | DBT              | CORP              | US        |    185000 | PA      | $208485.75    | 0.16%             | 2032-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ascendis Pharma A/S                              | Ascendis Pharma A/S                                                              | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |       310 | NS      | $70091.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                         | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAX1<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46709.10     | 0.04%             | 2032-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                         | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VBA0<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36258.60     | 0.03%             | 2033-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                         | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $36438.96     | 0.03%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                         | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $22208.34     | 0.02%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                           | Asurion LLC and Asurion Co-Issuer Inc                                            | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $34518.33     | 0.03%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                           | Asurion LLC and Asurion Co-Issuer Inc                                            | CUSIP: 045941AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20234.40     | 0.02%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ASTRONICS CORP                                   | Astronics Corp                                                                   | CUSIP: 046433AE8<br>LEI: 549300NNXCF8H4MSMK17 | Long             | DBT              | CORP              | US        |    360000 | PA      | $552981.60    | 0.42%             | 2031-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AUDACY INC                                       | AUDACY INC                                                                       | CUSIP: 05070N301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       553 | NS      | $2765.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Audacy Capital Corp                              | Audacy Capital Corp 2024 Term Loan B                                             | CUSIP: 05070XAB7<br>LEI: 549300S5JUSXRHNCHD80 | Long             | LON              | CORP              | US        |     11239 | PA      | $8525.09      | 0.01%             | 2029-10-01      | Floating      | 9.79%                 | No            |                  2 | On Loan: No      |
| Audacy Capital Corp                              | Audacy Capital Corp 2024 Term Loan A                                             | CUSIP: 05070XAC5<br>LEI: 549300S5JUSXRHNCHD80 | Long             | LON              | CORP              | US        |      1261 | PA      | $1253.06      | 0.00%             | 2028-10-02      | Floating      | 10.79%                | No            |                  2 | On Loan: No      |
| AVIENT CORP                                      | Avient Corp                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46287.45     | 0.04%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                          | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $44262.91     | 0.03%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                   | Azorra Finance Ltd                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     45000 | PA      | $47171.70     | 0.04%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| B&G Foods, Inc.                                  | B&G Foods Inc 2024 Term Loan B                                                   | CUSIP: 05508TAV4<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | LON              | CORP              | US        |     34562 | PA      | $32978.50     | 0.02%             | 2029-10-10      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                             | BWX Technologies Inc                                                             | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43203.16     | 0.03%             | 2029-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                             | BWX Technologies Inc                                                             | CUSIP: 05605HAD2<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |   1046000 | PA      | $1084566.02   | 0.82%             | 2030-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                        | Baidu Inc                                                                        | CUSIP: 056752108<br>LEI: 254900AL64IANZYI1E02 | Long             | EC               | CORP              | KY        |      1050 | NS      | $160839.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| BALDWIN INSUR GRP/FIN                            | Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance  | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $46473.30     | 0.04%             | 2031-05-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Banco Bradesco SA                                | Banco Bradesco SA                                                                | CUSIP: 059460303<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EC               | CORP              | BR        |     67390 | NS      | $272929.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Boxer Parent Company Inc                         | Boxer Parent Company Inc 2025 USD Term Loan B                                    | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |     45273 | PA      | $43688.83     | 0.03%             | 2031-07-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                      | Beach Acquisition Bidco LLC USD Term Loan B                                      | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |     45000 | PA      | $45140.63     | 0.03%             | 2032-09-12      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                      | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15727.50     | 0.01%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BP PLC                                           | BP PLC                                                                           | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |     11650 | NS      | $73867.48     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Blackfin Pipeline LLC                            | Blackfin Pipeline LLC Term Loan B                                                | CUSIP: 09231PAB2<br>LEI: 254900F4BUS186SK8A51 | Long             | LON              | CORP              | US        |     44888 | PA      | $45242.78     | 0.03%             | 2032-09-29      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                           | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |     45000 | PA      | $48307.50     | 0.04%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BLOOM ENERGY CORP                                | Bloom Energy Corp                                                                | CUSIP: 093712AN7<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |   1098000 | PA      | $1239609.06   | 0.94%             | 2030-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                    | Boeing Co/The                                                                    | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |     54190 | NS      | $4049076.80   | 3.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BOMBARDIER INC                                   | Bombardier Inc                                                                   | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $26786.25     | 0.02%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                   | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     13000 | PA      | $13820.30     | 0.01%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                   | Bombardier Inc                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15775.50     | 0.01%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                   | Bombardier Inc                                                                   | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     11000 | PA      | $11570.90     | 0.01%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                  | AstraZeneca PLC                                                                  | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      6890 | NS      | $1283704.29   | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                         | Brandywine Operating Partnership LP                                              | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |     23000 | PA      | $24724.54     | 0.02%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                         | Brandywine Operating Partnership LP                                              | CUSIP: 105340AT0<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |     42000 | PA      | $40729.92     | 0.03%             | 2031-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                             | Bridgebio Pharma Inc                                                             | CUSIP: 10806XAK8<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |    516000 | PA      | $527094.00    | 0.40%             | 2033-02-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                   | Brink's Co/The                                                                   | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25815.00     | 0.02%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                   | Brink's Co/The                                                                   | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23965.31     | 0.02%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 21-1 B PTT                           | British Airways 2021-1 Class B Pass Through Trust                                | CUSIP: 11042CAB6<br>LEI: 635400GSHSFIWYIDXC76 | Long             | DBT              | CORP              | US        |     31473 | PA      | $30362.86     | 0.02%             | 2031-09-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Inc                         | Broadstreet Partners Inc 2024 Term Loan B4                                       | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |     29791 | PA      | $29667.00     | 0.02%             | 2031-06-13      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                     | Broadcom Inc                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      4048 | NS      | $1341102.40   | 1.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BROADSTREET PARTNERS GRP                         | Broadstreet Partners Group LLC                                                   | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |     78000 | PA      | $77689.56     | 0.06%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                         | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              |  | US        |     33000 | PA      | $32578.59     | 0.02%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                              | Buckeye Partners LP                                                              | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23405.75     | 0.02%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                              | Buckeye Partners LP                                                              | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16659.84     | 0.01%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                              | Buckeye Partners LP                                                              | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34581.03     | 0.03%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                 | Paramount Global                                                                 | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     45000 | PA      | $32055.75     | 0.02%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $26044.72     | 0.02%             | 2027-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $43065.90     | 0.03%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $42387.30     | 0.03%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $42166.36     | 0.03%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $16061.84     | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $20121.42     | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50561.00     | 0.04%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                              | Churchill Downs Inc                                                              | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22140.36     | 0.02%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                         | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23019.00     | 0.02%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                         | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     88000 | PA      | $72681.84     | 0.05%             | 2030-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                         | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4716.55      | 0.00%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                         | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     29000 | PA      | $31304.63     | 0.02%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                           | CACI International Inc                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22877.14     | 0.02%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                            | Caesars Entertainment Inc                                                        | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26894.28     | 0.02%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| CAESARS ENTERTAIN INC                            | Caesars Entertainment Inc                                                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40954.80     | 0.03%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                            | Caesars Entertainment Inc                                                        | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34064.45     | 0.03%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Cameco Corp                                      | Cameco Corp                                                                      | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |      1830 | NS      | $225803.70    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPSTONE COPPER CORP                             | Capstone Copper Corp                                                             | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $46719.45     | 0.04%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                                    | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     22000 | PA      | $21789.68     | 0.02%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     45000 | PA      | $46320.30     | 0.04%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CASCADES INC/USA INC                             | Cascades Inc/Cascades USA Inc                                                    | CUSIP: 14739LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     65000 | PA      | $67386.15     | 0.05%             | 2030-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                             | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp   | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |     39000 | PA      | $37473.93     | 0.03%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                         | Celanese US Holdings LLC                                                         | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20891.60     | 0.02%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                         | Celanese US Holdings LLC                                                         | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23439.30     | 0.02%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                  | Cemex SAB de CV                                                                  | CUSIP: 151290889<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |     34090 | NS      | $425443.20    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                           | CenterPoint Energy Inc                                                           | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25678.00     | 0.02%             | 2055-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                           | CenterPoint Energy Inc                                                           | CUSIP: 15189TBQ9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1035310.60   | 0.78%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                          | Central Garden & Pet Co                                                          | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     51000 | PA      | $48210.81     | 0.04%             | 2031-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CENTURY ALUMINUM COMPANY                         | Century Aluminum Co                                                              | CUSIP: 156431AS7<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45627.56     | 0.03%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                              | Century Communities Inc                                                          | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45631.80     | 0.03%             | 2033-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                           | Lumen Technologies Inc                                                           | CUSIP: 156700AM8<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28657.51     | 0.02%             | 2039-09-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| CES Energy Solutions Corp                        | CES Energy Solutions Corp                                                        | CUSIP: 15713J104<br>LEI: 984500NF54914EB1B646 | Long             | EC               | CORP              | CA        |      8300 | NS      | $86556.75     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chamberlain Group Inc                            | Chamberlain Group Inc 2025 Term Loan B                                           | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |     44825 | PA      | $44847.86     | 0.03%             | 2032-09-08      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                      | Chemours Co/The                                                                  | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37123.95     | 0.03%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Cheniere Energy Partners LP                      | Cheniere Energy Partners LP                                                      | CUSIP: 16411Q101<br>LEI: 5493005UEC8AZ34LDV29 | Long             | EC               | CORP              | US        |       180 | NS      | $10150.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                     | Chevron Corp                                                                     | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8810 | NS      | $1558489.00   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCHILL DOWNS INC                              | Churchill Downs Inc                                                              | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23735.77     | 0.02%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CINC BELL TEL                                    | Cincinnati Bell Telephone Co LLC                                                 | CUSIP: 171875AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $36369.72     | 0.03%             | 2028-12-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Cincinnati Bell Inc                              | Cincinnati Bell Inc 2025 Term Loan B4                                            | CUSIP: 17187MAU4<br>LEI: 549300JYVZOCUJOHL272 | Long             | LON              | CORP              | US        |     24686 | PA      | $24647.38     | 0.02%             | 2028-11-22      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                    | Citigroup Inc                                                                    | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      8000 | NS      | $925680.00    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                    | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20449.60     | 0.02%             | 2030-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                     | SM Energy Co                                                                     | CUSIP: 17888HAD5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     21000 | PA      | $22983.24     | 0.02%             | 2033-06-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                         | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     34000 | PA      | $35246.10     | 0.03%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                         | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26321.25     | 0.02%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                         | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26582.00     | 0.02%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEARWATER PAPER CORP                            | Clearwater Paper Corp                                                            | CUSIP: 18538RAJ2<br>LEI: 549300HCVV19GXN4P292 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71295.00     | 0.05%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                           | Cloud Software Group Inc                                                         | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28785.00     | 0.02%             | 2033-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                                   | Cloudflare Inc                                                                   | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |    477000 | PA      | $501193.44    | 0.38%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                           | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11100.43     | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COGENT BIOSCIENCES INC                           | Cogent Biosciences Inc                                                           | CUSIP: 19240QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    193000 | PA      | $231017.14    | 0.17%             | 2031-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP                           | Columbus McKinnon Corp/NY                                                        | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10058.30     | 0.01%             | 2033-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORPORATION                    | COLUMBUS MCKINNON CORPORATION 2026 TERM LOAN B                                   | CUSIP: 19933MAS2<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |     30000 | PA      | $29850.00     | 0.02%             | 2033-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMPASS INCORP                                   | Compass Inc                                                                      | CUSIP: 20464UAA8<br>LEI: 254900DMGQSTC3I2IM78 | Long             | DBT              | CORP              | US        |    473000 | PA      | $509998.06    | 0.39%             | 2031-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                         | Constellation Brands Inc                                                         | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      1500 | NS      | $235050.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTINENTAL RESOURCES                            | Continental Resources Inc/OK                                                     | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24284.40     | 0.02%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                         | Corebridge Financial Inc                                                         | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40748.80     | 0.03%             | 2054-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| CREDIT ACCEPTANC                                 | Credit Acceptance Corp                                                           | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31455.60     | 0.02%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                 | Credit Acceptance Corp                                                           | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20098.60     | 0.02%             | 2030-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                               | CrossCountry Intermediate HoldCo LLC                                             | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45715.95     | 0.03%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cumulus Media Inc                                | Cumulus Media Inc                                                                | CUSIP: 231082801<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       310 | NS      | $24.80        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                           | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47975.40     | 0.04%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CYBERARK SOFTWARE LTD                            | CyberArk Software Ltd                                                            | CUSIP: 23248VAC9<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |   1220000 | PA      | $1284220.80   | 0.97%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DANA INC                                         | Dana Inc                                                                         | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21857.36     | 0.02%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                       | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     49000 | PA      | $47238.45     | 0.04%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                       | DaVita Inc                                                                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     52000 | PA      | $47815.56     | 0.04%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                       | DaVita Inc                                                                       | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44269.79     | 0.03%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DBR LAND HOLDINGS LLC                            | DBR Land Holdings LLC                                                            | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $46130.85     | 0.03%             | 2030-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                          | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAD8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4013.08      | 0.00%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                      | Deluxe Corp                                                                      | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     58000 | PA      | $59031.82     | 0.04%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                      | Deluxe Corp                                                                      | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10510.60     | 0.01%             | 2029-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Denison Mines Corp                               | Denison Mines Corp                                                               | CUSIP: 248356107<br>LEI: 529900JWGSW17LJK6586 | Long             | EC               | CORP              | CA        |     14400 | NS      | $57024.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| DENTSPLY SIRONA INC                              | DENTSPLY SIRONA Inc                                                              | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44482.95     | 0.03%             | 2055-09-12      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                            | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $24136.08     | 0.02%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                            | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $23706.79     | 0.02%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                               | Walt Disney Co/The                                                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      7610 | NS      | $858408.00    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH NETWORK CORP                                | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47612.76     | 0.04%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                    | DISH DBS Corp                                                                    | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $17298.18     | 0.01%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                    | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $18607.68     | 0.01%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                            | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $17235.28     | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Alsea SAB de CV                                  | Alsea SAB de CV                                                                  | CUSIP: 000000000<br>LEI: 4469000001BJLPKNUN21 | Long             | EC               | CORP              | MX        |     15600 | NS      | $47587.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                              | Dominion Energy Inc                                                              | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20582.00     | 0.02%             | 2055-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| RR DONNELLEY & SONS CO                           | RR Donnelley & Sons Co                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |     48000 | PA      | $50005.44     | 0.04%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                 | Duke Energy Corp                                                                 | CUSIP: 26441CBY0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1012000 | PA      | $1051721.00   | 0.80%             | 2026-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                 | Duke Energy Corp                                                                 | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47072.70     | 0.04%             | 2054-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: —       |
| EMRLD Borrower LP                                | EMRLD Borrower LP 2024 Term Loan B                                               | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |     59476 | PA      | $59474.06     | 0.04%             | 2031-08-04      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| EP Energy Corp                                   | EP Energy Corp                                                                   | CUSIP: 268785201<br>LEI: 549300Z6HPQS1H5IYQ07 | Long             | EC               | CORP              | US        |       341 | NS      | $554.13       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORP                                    | EchoStar Corp                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     44123 | PA      | $44900.01     | 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        |     73945 | PA      | $81115.45     | 0.06%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                           | Edgewell Personal Care Co                                                        | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |     53000 | PA      | $50881.06     | 0.04%             | 2029-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Embraer SA                                       | Embraer SA                                                                       | CUSIP: 29082A107<br>LEI: 549300EM51WYXFHUY333 | Long             | EC               | CORP              | BR        |      3200 | NS      | $235072.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EMBECTA CORP                                     | Embecta Corp                                                                     | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     33000 | PA      | $30936.18     | 0.02%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| EMBECTA CORP                                     | Embecta Corp                                                                     | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10703.77     | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                     | Enbridge Inc                                                                     | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $21308.60     | 0.02%             | 2054-06-27      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                     | Enbridge Inc                                                                     | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     31000 | PA      | $32935.95     | 0.02%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                            | Encompass Health Corp                                                            | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19917.60     | 0.02%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                            | Encompass Health Corp                                                            | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19914.00     | 0.02%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                           | Energizer Holdings Inc                                                           | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     49000 | PA      | $47097.82     | 0.04%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                           | Energizer Holdings Inc                                                           | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22108.29     | 0.02%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                               | CUSIP: 29273RBA6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40129.60     | 0.03%             | 2066-11-01      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                               | Energy Transfer LP                                                               | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EC               | CORP              | US        |      2552 | NS      | $47084.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                               | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32158.40     | 0.02%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                               | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20669.40     | 0.02%             | 2054-10-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ENERSYS                                          | EnerSys                                                                          | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24889.50     | 0.02%             | 2027-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENERSYS                                          | EnerSys                                                                          | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20735.80     | 0.02%             | 2032-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ENERFLEX INC                                     | Enerflex Inc                                                                     | CUSIP: 29281WAA6<br>LEI: 549300SQCOV1LC1GBK07 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46571.40     | 0.04%             | 2031-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                                 | Enstar Group Ltd                                                                 | CUSIP: 29359UAD1<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |     20000 | PA      | $20894.60     | 0.02%             | 2045-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                     | Entergy Corp                                                                     | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36645.35     | 0.03%             | 2054-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Partners LP                  | Enterprise Products Partners LP                                                  | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |      1160 | NS      | $38500.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EOS ENERGY ENTERPRISES I                         | Eos Energy Enterprises Inc                                                       | CUSIP: 29415CAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    398000 | PA      | $470463.86    | 0.36%             | 2031-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                           | EquipmentShare.com Inc                                                           | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26742.00     | 0.02%             | 2032-05-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                           | EquipmentShare.com Inc                                                           | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15834.90     | 0.01%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ERO Copper Corp                                  | ERO Copper Corp                                                                  | CUSIP: 296006109<br>LEI: 549300KL8A21SEIO8I47 | Long             | EC               | CORP              | CA        |      1430 | NS      | $47972.97     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY INC                                       | Evergy Inc                                                                       | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36004.15     | 0.03%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                         | FMC Corp                                                                         | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60474.00     | 0.05%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                               | Meta Platforms Inc                                                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      1280 | NS      | $917120.00    | 0.69%             |  |  |  | No            |                  1 | On Loan: —       |
| FAIR ISAAC CORP                                  | Fair Isaac Corp                                                                  | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25585.82     | 0.02%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                  | Fair Isaac Corp                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17318.92     | 0.01%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                     | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |    163310 | NS      | $1089942.13   | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                           | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $22272.74     | 0.02%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                           | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $61466.60     | 0.05%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                         | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAA1<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10213.60     | 0.01%             | 2027-01-04      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                         | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAG8<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30666.30     | 0.02%             | 2030-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FIRST MAJESTIC SILVER                            | First Majestic Silver Corp                                                       | CUSIP: 32076VAE3<br>LEI: 529900PWCU5DUH1DYR51 | Long             | DBT              | CORP              | CA        |    983000 | PA      | $1251919.31   | 0.95%             | 2031-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: —       |
| FORD MOTOR COMPANY                               | Ford Motor Co                                                                    | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    175000 | PA      | $182147.00    | 0.14%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                               | Forestar Group Inc                                                               | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22538.56     | 0.02%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                          | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAD2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11347.93     | 0.01%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                 | GGAM Finance Ltd                                                                 | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     50000 | PA      | $50815.50     | 0.04%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                 | GGAM Finance Ltd                                                                 | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     23000 | PA      | $23410.78     | 0.02%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER CALIFORNIA INC                          | Frontier California Inc                                                          | CUSIP: 362311AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $71801.80     | 0.05%             | 2027-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER FLORIDA LLC                             | Frontier Florida LLC                                                             | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $88073.60     | 0.07%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| FRONTIER NORTH INC                               | Frontier North Inc                                                               | CUSIP: 362337AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $66985.10     | 0.05%             | 2028-02-15      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                   | GE Vernova Inc                                                                   | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      1900 | NS      | $1380103.00   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS CO                                | General Motors Co                                                                | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18067.20     | 0.01%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                            | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $32644.55     | 0.02%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                            | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20896.00     | 0.02%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE/GLOBAL                          | Global Net Lease Inc / Global Net Lease Operating Partnership LP                 | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |     31000 | PA      | $30209.50     | 0.02%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                              | Go Daddy Operating Co LLC / GD Finance Co Inc                                    | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $38066.80     | 0.03%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                       | goeasy Ltd                                                                       | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     41000 | PA      | $40647.40     | 0.03%             | 2029-07-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                       | goeasy Ltd                                                                       | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $42336.00     | 0.03%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      1685 | NS      | $1576165.85   | 1.19%             |  |  |  | No            |                  1 | On Loan: —       |
| GOODYEAR TIRE & RUBBER                           | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     63000 | PA      | $60189.57     | 0.05%             | 2033-04-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| GOODYEAR TIRE & RUBBER                           | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19074.20     | 0.01%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GRAHAM HOLDINGS CO                               | Graham Holdings Co                                                               | CUSIP: 384637AC8<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22201.52     | 0.02%             | 2033-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                         | Graphic Packaging International LLC                                              | CUSIP: 38869AAA5<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29971.20     | 0.02%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                         | Graphic Packaging International LLC                                              | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19105.80     | 0.01%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                   | Gray Media Inc                                                                   | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14875.80     | 0.01%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                   | Gray Media Inc                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23560.28     | 0.02%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Gray Television Inc                              | Gray Television Inc 2024 Term Loan B                                             | CUSIP: 389376BC7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |       700 | PA      | $701.20       | 0.00%             | 2029-06-04      | Floating      | 8.95%                 | No            |                  2 | On Loan: No      |
| GREAT LAKES DREDGE&DOCK                          | Great Lakes Dredge & Dock Corp                                                   | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50235.00     | 0.04%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                           | Group 1 Automotive Inc                                                           | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18623.23     | 0.01%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                           | Group 1 Automotive Inc                                                           | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25704.00     | 0.02%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Grupo Cibest SA                                  | Grupo Cibest SA                                                                  | CUSIP: 40090E106<br>LEI: 529900OSSJBGZREZ2C28 | Long             | EC               | CORP              | CO        |      1980 | NS      | $161667.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                                        | Airbus SE                                                                        | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |      1380 | NS      | $315950.62    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| GUARDANT HEALTH INC                              | Guardant Health Inc                                                              | CUSIP: 40131MAE9<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |    530000 | PA      | $630705.30    | 0.48%             | 2033-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                          | Gulfport Energy Operating Corp                                                   | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41316.00     | 0.03%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE              | LVMH Moet Hennessy Louis Vuitton SE                                              | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |       280 | NS      | $180713.20    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                           | HA Sustainable Infrastructure Capital Inc                                        | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41913.60     | 0.03%             | 2056-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                            | Helmerich & Payne Inc                                                            | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     11400 | NS      | $386232.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HOLDINGS INC                                | Herc Holdings Inc                                                                | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23816.27     | 0.02%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     23000 | PA      | $24148.85     | 0.02%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     23000 | PA      | $24357.46     | 0.02%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                           | Fresenius SE & Co KGaA                                                           | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |      5010 | NS      | $280248.09    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                          | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $47578.05     | 0.04%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                            | HUB International Ltd                                                            | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30998.14     | 0.02%             | 2029-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                            | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41805.60     | 0.03%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                            | HUB International Ltd                                                            | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34595.55     | 0.03%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Hudbay Minerals Inc                              | Hudbay Minerals Inc                                                              | CUSIP: 443628102<br>LEI: 894500LX3TMESP27BE29 | Long             | EC               | CORP              | CA        |     18700 | NS      | $442900.16    | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| HUGHES SATELLITE SYSTEMS                         | Hughes Satellite Systems Corp                                                    | CUSIP: 444454AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $37888.00     | 0.03%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Humana Inc                                       | Humana Inc                                                                       | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      1310 | NS      | $255712.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                     | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     40400 | NS      | $706192.00    | 0.53%             |  |  |  | No            |                  1 | On Loan: —       |
| HUNTINGTON BANCSHARES                            | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BG8<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20037.00     | 0.02%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Indra Sistemas SA                                | Indra Sistemas SA                                                                | CUSIP: 000000000<br>LEI: 95980020140005308793 | Long             | EC               | CORP              | ES        |      9315 | NS      | $602065.18    | 0.46%             |  |  |  | No            |                  2 | On Loan: —       |
| iHeartCommunications Inc                         | iHeartCommunications Inc 2024 Term Loan                                          | CUSIP: 45174UAJ7<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |     49899 | PA      | $45796.27     | 0.03%             | 2029-05-01      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                          | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33859.00     | 0.03%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                       | Intel Corp                                                                       | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     18535 | NS      | $861321.45    | 0.65%             |  |  |  | No            |                  1 | On Loan: —       |
| Invesco Senior Loan ETF                          | Invesco Senior Loan ETF                                                          | CUSIP: 46138G508<br>LEI: 549300SIHU6DQELRNG59 | Long             | EC               | RF                | US        |     45865 | NS      | $951240.10    | 0.72%             |  |  |  | No            |                  1 | On Loan: —       |
| IONIS PHARMACEUTICALS IN                         | Ionis Pharmaceuticals Inc                                                        | CUSIP: 462222AG5<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |    521000 | PA      | $577273.21    | 0.44%             | 2030-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| IQVIA INC                                        | IQVIA Inc                                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26028.00     | 0.02%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| iShares J.P. Morgan EM Local Currency Bond ETF   | iShares J.P. Morgan EM Local Currency Bond ETF                                   | CUSIP: 464286517<br>LEI: 549300ZZ765YKMMG3526 | Long             | EC               | RF                | US        |     43630 | NS      | $1847294.20   | 1.40%             |  |  |  | No            |                  1 | On Loan: —       |
| Itau Unibanco Holding SA                         | Itau Unibanco Holding SA                                                         | CUSIP: 465562106<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EC               | CORP              | BR        |     32198 | NS      | $276580.82    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                              | JPMorgan Chase & Co                                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      3425 | NS      | $1047673.25   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| JW ALUMINUM CONT CAST CO                         | JW Aluminum Continuous Cast Co                                                   | CUSIP: 46648XAB4<br>LEI: 5493008HJ8BWQC8XAF08 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47000.70     | 0.04%             | 2030-04-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| JELD-WEN INC                                     | JELD-WEN Inc                                                                     | CUSIP: 47580PAA1<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |     34000 | PA      | $21535.26     | 0.02%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| JETBLUE 2020-1 CLASS B                           | JetBlue 2020-1 Class B Pass Through Trust                                        | CUSIP: 477164AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35873 | PA      | $36030.14     | 0.03%             | 2028-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS B                           | JetBlue 2019-1 Class B Pass Through Trust                                        | CUSIP: 477165AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7367 | PA      | $7409.35      | 0.01%             | 2029-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JOBY AVIATION INC                                | Joby Aviation Inc                                                                | CUSIP: 47775AAA9<br>LEI: 254900NMVFUM8FO88E56 | Long             | DBT              | CORP              | US        |    550000 | PA      | $563739.00    | 0.43%             | 2032-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JBT MAREL CORP                                   | JBT Marel Corp                                                                   | CUSIP: 477839AD6<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |    443000 | PA      | $476309.17    | 0.36%             | 2030-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                | Johnson & Johnson                                                                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      4905 | NS      | $1114661.25   | 0.84%             |  |  |  | No            |                  1 | On Loan: —       |
| KBR INC                                          | KBR Inc                                                                          | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49428.00     | 0.04%             | 2028-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                             | Kaiser Aluminum Corp                                                             | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $44414.04     | 0.03%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KEN GARFF AUTOMOTIVE LLC                         | Ken Garff Automotive LLC                                                         | CUSIP: 48850PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $69658.40     | 0.05%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KNIFE RIVER CORP                                 | Knife River Corp                                                                 | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $46943.55     | 0.04%             | 2031-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                               | Kohl's Corp                                                                      | CUSIP: 500255AV6<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13579.60     | 0.01%             | 2045-07-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Kraken Robotics Inc                              | Kraken Robotics Inc                                                              | CUSIP: 50077N102<br>LEI: 529900IX6H61N726FS70 | Long             | EC               | CORP              | CA        |     97000 | NS      | $568472.07    | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| BATH & BODY WORKS INC                            | Bath & Body Works Inc                                                            | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25311.25     | 0.02%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                            | Bath & Body Works Inc                                                            | CUSIP: 501797AQ7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     57000 | PA      | $57892.62     | 0.04%             | 2027-01-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                            | Bath & Body Works Inc                                                            | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30725.70     | 0.02%             | 2030-10-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Life Time Fitness Inc                            | Life Time Fitness Inc 2025 Term Loan                                             | CUSIP: 50218KAN8<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |     44551 | PA      | $44778.55     | 0.03%             | 2031-11-05      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                         | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              |  | US        |     48000 | PA      | $51022.56     | 0.04%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bilfinger SE                                     | Bilfinger SE                                                                     | CUSIP: 000000000<br>LEI: 529900H0HULEN2BZ4604 | Long             | EC               | CORP              | DE        |       350 | NS      | $49038.04     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                          | Heidelberg Materials AG                                                          | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |      6485 | NS      | $1776050.75   | 1.34%             |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                            | Level 3 Financing Inc                                                            | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11404.69     | 0.01%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                            | Level 3 Financing Inc 2025 Repriced Term Loan B4                                 | CUSIP: 52729KAU0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |     45000 | PA      | $45123.75     | 0.03%             | 2032-03-29      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                              | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |      9720 | NS      | $1263686.52   | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY INTERACTIVE LLC                          | Liberty Interactive LLC                                                          | CUSIP: 530715AJ0<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |     45000 | PA      | $3107.25      | 0.00%             | 2030-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                    | Life Time Inc                                                                    | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46154.25     | 0.03%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                          | Light & Wonder International Inc                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34504.22     | 0.03%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LIGAND PHARMACEUTICALS I                         | Ligand Pharmaceuticals Inc                                                       | CUSIP: 53220KAG3<br>LEI: 5493008K7TB0IKP37H79 | Long             | DBT              | CORP              | US        |   1106000 | PA      | $1323395.36   | 1.00%             | 2030-10-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                   | Eli Lilly & Co                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      1395 | NS      | $1446824.25   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Rheinmetall AG                                   | Rheinmetall AG                                                                   | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |       557 | NS      | $1180197.35   | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                         | Lindblad Expeditions LLC                                                         | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46998.45     | 0.04%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LIONS GATE CAPITAL HOL 1                         | Starz Capital Holdings 1 Inc                                                     | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $51871.60     | 0.04%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                | Lithia Motors Inc                                                                | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25193.75     | 0.02%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOL SpA                                          | SOL SpA                                                                          | CUSIP: 000000000<br>LEI: 81560096A9AEBBBD4B25 | Long             | EC               | CORP              | IT        |       570 | NS      | $30674.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DO & CO AG                                       | DO & CO AG                                                                       | CUSIP: 000000000<br>LEI: 5299002NFQKOBT1E8569 | Long             | EC               | CORP              | AT        |       255 | NS      | $59606.49     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                           | Lumen Technologies Inc                                                           | CUSIP: 550241AK9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     29500 | PA      | $29500.00     | 0.02%             | 2032-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                            | Lumentum Holdings Inc                                                            | CUSIP: 55024UAJ8<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |    484000 | PA      | $1099013.96   | 0.83%             | 2032-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LYFT INC                                         | Lyft Inc                                                                         | CUSIP: 55087PAE4<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |    453000 | PA      | $478929.72    | 0.36%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                 | MGM Resorts International                                                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81940.00     | 0.06%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| M/I HOMES INC                                    | M/I Homes Inc                                                                    | CUSIP: 55305BAV3<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28882.50     | 0.02%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                         | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AE2<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     38753 | PA      | $33119.86     | 0.03%             | 2031-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                         | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     17076 | PA      | $14667.60     | 0.01%             | 2030-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                     | MPH Acquisition Holdings LLC 2025 Exchange 1st Out Term Loan                     | CUSIP: 55328HAP6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |      3555 | PA      | $3553.64      | 0.00%             | 2030-12-31      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| MP Materials Corp                                | MP Materials Corp                                                                | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               | CORP              | US        |      7520 | NS      | $441950.40    | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| MI Windows and Doors LLC                         | MI Windows and Doors LLC 2024 Term Loan B2                                       | CUSIP: 55336CAK8<br>LEI: 2549001JQBGDT0WEQ156 | Long             | LON              | CORP              | US        |     44327 | PA      | $44385.53     | 0.03%             | 2031-03-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                          | Macy's Retail Holdings LLC                                                       | CUSIP: 55616XAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $39806.80     | 0.03%             | 2043-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                          | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $32078.31     | 0.02%             | 2034-07-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8805.20      | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14161.80     | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MAGNOLIA OIL GAS/MAG FIN                         | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp               | CUSIP: 559665AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $46783.80     | 0.04%             | 2032-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UCB SA                                           | UCB SA                                                                           | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |      1600 | NS      | $487560.72    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                               | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |     98800 | NS      | $1261484.59   | 0.95%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens AG                                       | Siemens AG                                                                       | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |      4830 | NS      | $1460254.46   | 1.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                           | Marvell Technology Inc                                                           | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4010 | NS      | $316469.20    | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| MATADOR RESOURCES CO                             | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41776.13     | 0.03%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                                  | Mercer International Inc                                                         | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |     48000 | PA      | $29847.36     | 0.02%             | 2029-02-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| MERCER INTL INC                                  | Mercer International Inc                                                         | CUSIP: 588056BC4<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |     18000 | PA      | $13222.08     | 0.01%             | 2028-10-01      | Fixed         | 12.88%                | No            |                  2 | On Loan: —       |
| METLIFE INC                                      | MetLife Inc                                                                      | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31517.70     | 0.02%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                   | Microsoft Corp                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      4025 | NS      | $1731917.25   | 1.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Societe Generale SA                              | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |     15395 | NS      | $1349055.15   | 1.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                         | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                        | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $54047.95     | 0.04%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MIRION TECHNOLOGIES INC                          | Mirion Technologies Inc                                                          | CUSIP: 60471AAA9<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |    617000 | PA      | $799989.86    | 0.60%             | 2030-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                          | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC          | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $35455.20     | 0.03%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Harmonic Drive Systems Inc                       | Harmonic Drive Systems Inc                                                       | CUSIP: 000000000<br>LEI: 353800XFIX2EUARGOE85 | Long             | EC               | CORP              | JP        |     13100 | NS      | $288542.41    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Lynas Rare Earths Ltd                            | Lynas Rare Earths Ltd                                                            | CUSIP: 000000000<br>LEI: 529900SGT9M1FJPXXI35 | Long             | EC               | CORP              | AU        |     29030 | NS      | $292219.56    | 0.22%             |  |  |  | No            |                  2 | On Loan: —       |
| MOOG INC                                         | Moog Inc                                                                         | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32854.80     | 0.02%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Chroma ATE Inc                                   | Chroma ATE Inc                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      9350 | NS      | $287104.71    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Compeq Manufacturing Co Ltd                      | Compeq Manufacturing Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     17800 | NS      | $94905.60     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Telecom Co Ltd                                | SK Telecom Co Ltd                                                                | CUSIP: 000000000<br>LEI: 9884003WEA1PHW006037 | Long             | EC               | CORP              | KR        |      3600 | NS      | $181425.46    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| RHB Bank Bhd                                     | RHB Bank Bhd                                                                     | CUSIP: 000000000<br>LEI: 549300ZHRPSV7QIUJT80 | Long             | EC               | CORP              | MY        |    110620 | NS      | $237066.57    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                              | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53852.15     | 0.04%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                              | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63131.04     | 0.05%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mirae Asset Securities Co Ltd                    | Mirae Asset Securities Co Ltd                                                    | CUSIP: 000000000<br>LEI: 98840072S6T63E2V1291 | Long             | EC               | CORP              | KR        |     10600 | NS      | $314242.56    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| CLARITEV CORP                                    | Claritev Corp                                                                    | CUSIP: 62548MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15523 | PA      | $12206.05     | 0.01%             | 2031-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Delta Electronics Inc                            | Delta Electronics Inc                                                            | CUSIP: 000000000<br>LEI: 529900UVZWNWGDLJSM52 | Long             | EC               | CORP              | TW        |      7700 | NS      | $293849.81    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                              | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     22000 | PA      | $22565.62     | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                              | NCL Corp Ltd                                                                     | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     20000 | PA      | $20066.40     | 0.02%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                              | NCL Corp Ltd                                                                     | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     25000 | PA      | $25161.50     | 0.02%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| NIO Inc                                          | NIO Inc                                                                          | CUSIP: 62914V106<br>LEI: 549300JBU4TV5OCKJV96 | Long             | EC               | CORP              | KY        |     11570 | NS      | $54379.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Doosan Enerbility Co Ltd                         | Doosan Enerbility Co Ltd                                                         | CUSIP: 000000000<br>LEI: 988400TK5NA3GLSTN506 | Long             | EC               | CORP              | KR        |      2315 | NS      | $144516.20    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                            | Nabors Industries Inc                                                            | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61152.60     | 0.05%             | 2032-11-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Tripod Technology Corp                           | Tripod Technology Corp                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      6800 | NS      | $80140.13     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Elite Material Co Ltd                            | Elite Material Co Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      5450 | NS      | $295621.60    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujikura Ltd                                     | Fujikura Ltd                                                                     | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |      2500 | NS      | $314217.30    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| FANUC Corp                                       | FANUC Corp                                                                       | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |     11500 | NS      | $461777.59    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| MediaTek Inc                                     | MediaTek Inc                                                                     | CUSIP: 000000000<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |      4500 | NS      | $249617.41    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Ltd                                      | Hitachi Ltd                                                                      | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |     32100 | NS      | $1113873.48   | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| Capitec Bank Holdings Ltd                        | Capitec Bank Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |      1115 | NS      | $299370.37    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                          | New Fortress Energy Inc                                                          | CUSIP: 644393AB6<br>LEI: 254900EICTYTCHA5X705 | Long             | DBT              | CORP              | US        |     30000 | PA      | $2743.20      | 0.00%             | 2026-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEW GOLD INC                                     | New Gold Inc                                                                     | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $47887.65     | 0.04%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SK hynix Inc                                     | SK hynix Inc                                                                     | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |      2920 | NS      | $1823180.93   | 1.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Motor Co                                 | Hyundai Motor Co                                                                 | CUSIP: 000000000<br>LEI: 9884004RQX8PRBXQ8S60 | Long             | EC               | CORP              | KR        |      8375 | NS      | $2915383.23   | 2.20%             |  |  |  | No            |                  2 | On Loan: No      |
| International Container Terminal Services Inc    | International Container Terminal Services Inc                                    | CUSIP: 000000000<br>LEI: 254900FU1MWK0I0Q4J61 | Long             | EC               | CORP              | PH        |     30670 | NS      | $335926.72    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Ibiden Co Ltd                                    | Ibiden Co Ltd                                                                    | CUSIP: 000000000<br>LEI: 52990051DBFIQEY37C91 | Long             | EC               | CORP              | JP        |      2000 | NS      | $105429.46    | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| Galaxy Entertainment Group Ltd                   | Galaxy Entertainment Group Ltd                                                   | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |     30000 | NS      | $152422.88    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| IHI Corp                                         | IHI Corp                                                                         | CUSIP: 000000000<br>LEI: 549300ETQIESIUQ2OE26 | Long             | EC               | CORP              | JP        |      2800 | NS      | $64781.31     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kandenko Co Ltd                                  | Kandenko Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 35380080NSN7GCYZ3X14 | Long             | EC               | CORP              | JP        |      8800 | NS      | $316820.95    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                | Newell Brands Inc                                                                | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21580.90     | 0.02%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| NEWELL BRANDS INC                                | Newell Brands Inc                                                                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19803.80     | 0.01%             | 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        |     22000 | PA      | $23092.30     | 0.02%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NEWMARK GROUP INC                                | Newmark Group Inc                                                                | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $21370.00     | 0.02%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SinoPac Financial Holdings Co Ltd                | SinoPac Financial Holdings Co Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    239945 | NS      | $217338.32    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Asia Vital Components Co Ltd                     | Asia Vital Components Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      5200 | NS      | $236248.95    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| NISOURCE INC                                     | NiSource Inc                                                                     | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34388.31     | 0.03%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                          | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44932.05     | 0.03%             | 2030-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MTN Group Ltd                                    | MTN Group Ltd                                                                    | CUSIP: 000000000<br>LEI: 2549009JD6Q6XHZS5E05 | Long             | EC               | CORP              | ZA        |     22494 | NS      | $249786.29    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Micronics Japan Co Ltd                           | Micronics Japan Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800FFW2OP7ZVXBO86 | Long             | EC               | CORP              | JP        |      1000 | NS      | $57818.61     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                       | Mizuho Financial Group Inc                                                       | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |      7000 | NS      | $303925.34    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd                  | Mitsubishi Heavy Industries Ltd                                                  | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |      9700 | NS      | $285606.13    | 0.22%             |  |  |  | No            |                  2 | On Loan: —       |
| Optex Group Co Ltd                               | Optex Group Co Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3300 | NS      | $51235.30     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIX Corp                                        | ORIX Corp                                                                        | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |     13000 | NS      | $396180.09    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                  | Gen Digital Inc                                                                  | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25252.75     | 0.02%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                     | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     52000 | PA      | $50455.60     | 0.04%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                 | Novo Nordisk A/S                                                                 | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     19829 | NS      | $1178437.47   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                      | NVIDIA Corp                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     31380 | NS      | $5997659.40   | 4.54%             |  |  |  | No            |                  1 | On Loan: —       |
| China Life Insurance Co Ltd                      | China Life Insurance Co Ltd                                                      | CUSIP: 000000000<br>LEI: 549300J6TFLDXGH6S048 | Long             | EC               | CORP              | CN        |     40000 | NS      | $178009.49    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Phison Electronics Corp                          | Phison Electronics Corp                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      4350 | NS      | $322598.76    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                             | Oceaneering International Inc                                                    | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45800.10     | 0.03%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp                              | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |     20000 | NS      | $546147.75    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electro-Mechanics Co Ltd                 | Samsung Electro-Mechanics Co Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       365 | NS      | $70196.32     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                       | Samsung Electronics Co Ltd                                                       | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     46720 | NS      | $5161378.56   | 3.90%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanwha Aerospace Co Ltd                          | Hanwha Aerospace Co Ltd                                                          | CUSIP: 000000000<br>LEI: 9884001NSUA8FQKQWR25 | Long             | EC               | CORP              | KR        |       260 | NS      | $234047.04    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                            | ON Semiconductor Corp                                                            | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33323.06     | 0.03%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                        | ONEOK Inc                                                                        | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     31000 | PA      | $33271.99     | 0.03%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| ONEMAIN FINANCE CORP                             | OneMain Finance Corp                                                             | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23527.62     | 0.02%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                             | OneMain Finance Corp                                                             | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23139.84     | 0.02%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                             | OneMain Finance Corp                                                             | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45596.25     | 0.03%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                   | Open Text Corp                                                                   | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20663.40     | 0.02%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                    | Open Text Holdings Inc                                                           | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9300.30      | 0.01%             | 2030-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                    | Open Text Holdings Inc                                                           | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $23386.22     | 0.02%             | 2031-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                         | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181770.00    | 0.14%             | 2031-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Advantest Corp                                   | Advantest Corp                                                                   | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |      2000 | NS      | $330772.95    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                             | Osaic Holdings, Inc. 2025 Term Loan                                              | CUSIP: 68773JAG5<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |     40000 | PA      | $39760.20     | 0.03%             | 2032-07-30      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd        | Taiwan Semiconductor Manufacturing Co Ltd                                        | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    170240 | NS      | $9413574.57   | 7.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd                               | Tokyo Electron Ltd                                                               | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |      4100 | NS      | $1092481.25   | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                          | PPL Capital Funding Inc                                                          | CUSIP: 69352PAC7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15864.32     | 0.01%             | 2067-03-30      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                          | PPL Capital Funding Inc                                                          | CUSIP: 69352PAS2<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |   1097000 | PA      | $1237459.88   | 0.94%             | 2028-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                        | Palantir Technologies Inc                                                        | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      5675 | NS      | $831898.25    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamaichi Electronics Co Ltd                      | Yamaichi Electronics Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1300 | NS      | $49405.71     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Yaskawa Electric Corp                            | Yaskawa Electric Corp                                                            | CUSIP: 000000000<br>LEI: 3538003K39GR98R0CK58 | Long             | EC               | CORP              | JP        |       800 | NS      | $25535.41     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PAR PETROLEUM LLC                                | Par Petroleum LLC 2025 Term Loan B                                               | CUSIP: 69889PAF2<br>LEI: 984500CCF05C2FB39F45 | Long             | LON              | CORP              | US        |     58941 | PA      | $59149.82     | 0.04%             | 2030-02-28      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                           | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              |  | US        |     40000 | PA      | $41236.00     | 0.03%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                           | Patrick Industries Inc                                                           | CUSIP: 703343AD5<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36654.79     | 0.03%             | 2029-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                           | Patrick Industries Inc                                                           | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23563.73     | 0.02%             | 2032-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PELOTON INTERACTIVE INC                          | Peloton Interactive Inc 2024 Term Loan B                                         | CUSIP: 70614EAG5<br>LEI: 5493002YS021166W0339 | Long             | LON              | CORP              | US        |     24625 | PA      | $24955.96     | 0.02%             | 2029-05-30      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                           | Penn Entertainment Inc                                                           | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $46464.50     | 0.04%             | 2029-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| PERFORMANCE FOOD GROUP I                         | Performance Food Group Inc                                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42135.27     | 0.03%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                         | Performance Food Group Inc                                                       | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11319.77     | 0.01%             | 2032-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                         | Permian Resources Operating LLC                                                  | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     42000 | PA      | $44015.16     | 0.03%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PetSmart Inc                                     | PetSmart Inc 2025 USD Term Loan B                                                | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |     42500 | PA      | $42537.19     | 0.03%             | 2032-08-18      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                  | Philip Morris International Inc                                                  | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      5975 | NS      | $1072154.00   | 0.81%             |  |  |  | No            |                  1 | On Loan: —       |
| PHILLIPS 66 CO                                   | Phillips 66 Co                                                                   | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19919.40     | 0.02%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                             | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34139.70     | 0.03%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                         | Plains All American Pipeline LP                                                  | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50036.50     | 0.04%             | 2026-03-01      | Variable      | 8.22%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                | Post Holdings Inc                                                                | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44218.62     | 0.03%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39346.71     | 0.03%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                         | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp               | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $31817.85     | 0.02%             | 2029-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                              | Prestige Brands Inc                                                              | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |     42000 | PA      | $39352.74     | 0.03%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PriceSmart Inc                                   | PriceSmart Inc                                                                   | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |       435 | NS      | $61861.35     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVIDENT FDG/PFG FIN                            | Provident Funding Associates LP / PFG Finance Corp                               | CUSIP: 74387UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $57723.05     | 0.04%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| QVC INC                                          | QVC Inc                                                                          | CUSIP: 747262AW3<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |     20000 | PA      | $7828.40      | 0.01%             | 2034-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                            | Qnity Electronics Inc                                                            | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46497.60     | 0.04%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                         | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $39420.36     | 0.03%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                            | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46686.60     | 0.04%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Qwest Corp                                       | Qwest Corp                                                                       | CUSIP: 74913G881<br>LEI: 549300R2L4N683OO1509 | Long             | EP               | CORP              | US        |      1122 | NS      | $21497.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                         | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              |  | US        |     40000 | PA      | $41431.60     | 0.03%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RFNA LP                                          | Rfna LP                                                                          | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45369.00     | 0.03%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                          | Reinsurance Group of America Inc                                                 | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20653.00     | 0.02%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                                | Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp                  | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45840.15     | 0.03%             | 2033-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                                | Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp                     | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45705.60     | 0.03%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Profile Systems & Software SA                    | Profile Systems & Software SA                                                    | CUSIP: 000000000<br>LEI: 21380051TUVZ3KYK5G44 | Long             | EC               | CORP              | GR        |      5080 | NS      | $47014.55     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Robinhood Markets Inc                            | Robinhood Markets Inc                                                            | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |      7355 | NS      | $731675.40    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN                         | TGNR Intermediate Holdings LLC                                                   | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39633.60     | 0.03%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                   | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $23586.27     | 0.02%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                   | Rocket Cos Inc                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $35341.30     | 0.03%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc                              | Rocket Software Inc 2023 USD Term Loan B                                         | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |     64512 | PA      | $61831.36     | 0.05%             | 2028-11-28      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                         | Rogers Communications Inc                                                        | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25911.00     | 0.02%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                         | Rogers Communications Inc                                                        | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $36748.60     | 0.03%             | 2055-04-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                     | SM Energy Co                                                                     | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45142.20     | 0.03%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| SS&C Technologies Inc                            | SS&C Technologies Inc 2024 Term Loan B8                                          | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |     33264 | PA      | $33301.78     | 0.03%             | 2031-05-09      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRS LLC                         | Saks Global Enterprises LLC                                                      | CUSIP: 79380MAC9<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |      8750 | PA      | $12.34        | 0.00%             | 2029-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRS LLC                         | Saks Global Enterprises LLC                                                      | CUSIP: 79380MAD7<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |     17500 | PA      | $57.40        | 0.00%             | 2029-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                    | EW Scripps Co/The                                                                | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22919.27     | 0.02%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                            | Scripps Escrow II Inc                                                            | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $21280.75     | 0.02%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| SCRIPPS ESCROW II INC                            | Scripps Escrow II Inc                                                            | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $8210.95      | 0.01%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| SEALED AIR CORP                                  | Sealed Air Corp                                                                  | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11081.18     | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                         | Sealed Air Corp/Sealed Air Corp US                                               | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35568.40     | 0.03%             | 2028-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                         | Sealed Air Corp/Sealed Air Corp US                                               | CUSIP: 812127AB4<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10433.40     | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                  | Sealed Air Corp                                                                  | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10398.70     | 0.01%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                         | Sensata Technologies Inc                                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37547.60     | 0.03%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                         | Service Properties Trust                                                         | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |     40000 | PA      | $40517.60     | 0.03%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                         | SGUS LLC                                                                         | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11295 | PA      | $365.96       | 0.00%             | 2029-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Shopify Inc                                      | Shopify Inc                                                                      | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      2230 | NS      | $292642.90    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SILGAN HOLDINGS INC                              | Silgan Holdings Inc                                                              | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55531.84     | 0.04%             | 2028-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                         | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed   | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $41520.80     | 0.03%             | 2029-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                         | Sinclair Television Group Inc                                                    | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20699.40     | 0.02%             | 2033-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                              | Sirius XM Radio LLC                                                              | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45244.35     | 0.03%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                              | Sirius XM Radio LLC                                                              | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19886.20     | 0.02%             | 2026-09-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                              | Sirius XM Radio LLC                                                              | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     56000 | PA      | $51203.04     | 0.04%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| SIX FLAGS ENTERTAINME                            | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64215.45     | 0.05%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| SIX FLAGS/CAN WON/MILLEN                         | Six Flags Entertainment Corp/Canada's Wonderland Co/Millennium Operations LLC    | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $23477.48     | 0.02%             | 2032-01-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                         | Delta Air Lines Inc / SkyMiles IP Ltd                                            | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     10083 | PA      | $10161.27     | 0.01%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                         | Solstice Advanced Materials Inc                                                  | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45265.50     | 0.03%             | 2033-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                             | Sonic Automotive Inc                                                             | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29489.40     | 0.02%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                         | South Bow Canadian Infrastructure Holdings Ltd                                   | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $46850.40     | 0.04%             | 2055-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                      | Southern Co/The                                                                  | CUSIP: 842587842<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |     20940 | NS      | $1073175.00   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corp                             | Southern Copper Corp                                                             | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |      1150 | NS      | $218868.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| SPEEDWAY MOT/SPEEDWAY FD                         | Speedway Motorsports LLC / Speedway Funding II Inc                               | CUSIP: 84779MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $33970.42     | 0.03%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                        | Block Inc                                                                        | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20372.80     | 0.02%             | 2030-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                        | Block Inc                                                                        | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11238.48     | 0.01%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                         | Standard Building Solutions Inc                                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10321.90     | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                         | Standard Building Solutions Inc                                                  | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34766.36     | 0.03%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                      | Staples Inc                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29503.80     | 0.02%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                          | Starwood Property Trust Inc                                                      | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     45000 | PA      | $46293.30     | 0.04%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                              | Station Casinos LLC 2024 Term Loan B                                             | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |     49125 | PA      | $49226.44     | 0.04%             | 2031-03-14      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| STL HOLDING CO LLC                               | STL Holding Co LLC                                                               | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47412.45     | 0.04%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STONEX GROUP INC                                 | StoneX Group Inc                                                                 | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |     55000 | PA      | $58545.30     | 0.04%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| STONEX ESCROW ISSUER LLC                         | Stonex Escrow Issuer LLC                                                         | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $11362.01     | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT                            | Stonepeak Nile Parent LLC                                                        | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47569.05     | 0.04%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING                         | Summit Midstream Holdings LLC                                                    | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $62749.80     | 0.05%             | 2029-10-31      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                        | Sunoco LP                                                                        | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46318.05     | 0.04%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                        | Sunoco LP                                                                        | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36131.20     | 0.03%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                        | Sunoco LP                                                                        | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72250.50     | 0.05%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                                  | Star Parent Inc Term Loan B                                                      | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |     51347 | PA      | $51438.39     | 0.04%             | 2030-09-27      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| SYNERGY INFRASTRUCTURE H                         | Synergy Infrastructure Holdings LLC                                              | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $22978.34     | 0.02%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264A105<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |       355 | NS      | $8928.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264A204<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |       289 | NS      | $6615.21      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264A303<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |        33 | NS      | $756.69       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     21000 | PA      | $23455.11     | 0.02%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| TTM TECHNOLOGIES INC                             | TTM Technologies Inc                                                             | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58330.20     | 0.04%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                          | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45828.00     | 0.03%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                             | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28755.44     | 0.02%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Team Health Holdings Inc                         | Team Health Holdings Inc 2025 Term Loan B                                        | CUSIP: 87817JAH1<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |     44775 | PA      | $44890.52     | 0.03%             | 2028-06-30      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| TELEPHONE & DATA SYS                             | Telephone and Data Systems Inc                                                   | CUSIP: 879433787<br>LEI: 5299003YZW5BE2NNLO37 | Long             | EP               | CORP              | US        |       340 | NS      | $7524.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS CORP                                       | TELUS Corp                                                                       | CUSIP: 87971MCL5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20446.00     | 0.02%             | 2055-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                             | Tencent Holdings Ltd                                                             | CUSIP: 88032Q109<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |     10805 | NS      | $825393.95    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     70000 | PA      | $76713.70     | 0.06%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34376.38     | 0.03%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                       | Terex Corp                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46127.25     | 0.03%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                        | Tesla Inc                                                                        | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      4271 | NS      | $1838281.11   | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| TIME WARNER CABLE LLC                            | Time Warner Cable LLC                                                            | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25323.50     | 0.02%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                            | Time Warner Cable LLC                                                            | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15977.25     | 0.01%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Torex Gold Resources Inc                         | Torex Gold Resources Inc                                                         | CUSIP: 891054603<br>LEI: 549300QL07027186GQ85 | Long             | EC               | CORP              | CA        |      1060 | NS      | $51020.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                                    | TransDigm Inc                                                                    | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35635.60     | 0.03%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                    | TransDigm Inc                                                                    | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46899.45     | 0.04%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                    | TransDigm Inc                                                                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15734.40     | 0.01%             | 2031-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                    | TransDigm Inc                                                                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     29000 | PA      | $30067.49     | 0.02%             | 2032-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                    | TransDigm Inc 2023 Term Loan J                                                   | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     83725 | PA      | $83780.68     | 0.06%             | 2031-02-28      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                         | Transocean International Ltd                                                     | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     34000 | PA      | $35906.72     | 0.03%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                         | Transocean International Ltd                                                     | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     60000 | PA      | $61105.80     | 0.05%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRINSEO LUX/TRINSEO NA                           | Trinseo Luxco Finance SPV Sarl / Trinseo NA Finance SPV LLC                      | CUSIP: 89668JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     18107 | PA      | $463.36       | 0.00%             | 2029-05-03      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| TripAdvisor Inc                                  | TripAdvisor Inc Term Loan                                                        | CUSIP: 89677NAE4<br>LEI: 549300XVG45PT5BART17 | Long             | LON              | CORP              | US        |     24337 | PA      | $23706.07     | 0.02%             | 2031-07-08      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| TRUENOORD CAPITAL DAC                            | TrueNoord Capital DAC                                                            | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     45000 | PA      | $47584.35     | 0.04%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                                       | Twilio Inc                                                                       | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28800.30     | 0.02%             | 2029-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                                       | Twilio Inc                                                                       | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10408.42     | 0.01%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                    | Coherent Corp                                                                    | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22933.53     | 0.02%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UKG INC                                          | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52024.96     | 0.04%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                 | UWM Holdings LLC                                                                 | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $22868.44     | 0.02%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 B PTT                          | United Airlines 2019-2 Class B Pass Through Trust                                | CUSIP: 90932KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10266 | PA      | $10019.85     | 0.01%             | 2028-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc                              | United Airlines Inc 2024 1st Lien Term Loan B                                    | CUSIP: 90932RAP9<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |     37196 | PA      | $37304.36     | 0.03%             | 2031-02-22      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS                         | United Airlines Holdings Inc                                                     | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6063.06      | 0.00%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                         | United Natural Foods Inc                                                         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35097.30     | 0.03%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                          | United Rentals North America Inc                                                 | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33993.88     | 0.03%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                         | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51426.44     | 0.04%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                          | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24350.00     | 0.02%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                         | Univision Communications Inc                                                     | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36148.70     | 0.03%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                         | Univision Communications Inc                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20889.00     | 0.02%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                            | VFH Parent LLC / Valor Co-Issuer Inc                                             | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $24113.43     | 0.02%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VOC ESCROW LTD                                   | VOC Escrow Ltd                                                                   | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     45000 | PA      | $44967.15     | 0.03%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vale SA                                          | Vale SA                                                                          | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |     15650 | NS      | $251495.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| VanEck J. P. Morgan EM Local Currency Bond ETF   | VanEck J. P. Morgan EM Local Currency Bond ETF                                   | CUSIP: 92189H300<br>LEI: 549300CNWPR88MZBEA63 | Long             | EC               | RF                | US        |     73000 | NS      | $1919900.00   | 1.45%             |  |  |  | No            |                  1 | On Loan: —       |
| VENTURE GLOBAL PLAQUE                            | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46765.80     | 0.04%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                            | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11333.08     | 0.01%             | 2030-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                            | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36289.75     | 0.03%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                         | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9506.60      | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                         | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9235.40      | 0.01%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35863.45     | 0.03%             | 2028-06-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56294.70     | 0.04%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21317.20     | 0.02%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21181.00     | 0.02%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| VENTURE GLOBAL LNG INC                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23153.87     | 0.02%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| VENTURE GLOBAL LNG INC                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    108000 | PA      | $95194.44     | 0.07%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| VIAVI SOLUTIONS INC                              | Viavi Solutions Inc                                                              | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62071.75     | 0.05%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                               | Viking Cruises Ltd                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     10000 | PA      | $10668.40     | 0.01%             | 2031-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                      | Vistra Corp                                                                      | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10194.90     | 0.01%             | 2026-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                      | Vistra Corp                                                                      | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20307.60     | 0.02%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                               | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     22000 | PA      | $23406.02     | 0.02%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                               | Voyager Parent LLC Repriced Term Loan B                                          | CUSIP: 92921HAD7<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |     45000 | PA      | $45002.93     | 0.03%             | 2032-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                             | WR Grace Holdings LLC                                                            | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42816.39     | 0.03%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                             | WR Grace Holdings LLC                                                            | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10021.20     | 0.01%             | 2033-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                | WBI Operating LLC                                                                | CUSIP: 92944BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $42420.42     | 0.03%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AUDACY CAPITAL                                   | AUDACY CAPITAL                                                                   | CUSIP: 000000000<br>LEI: 549300S5JUSXRHNCHD80 | N/A              | DE               |  | US        |        25 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                             | Waste Management Inc                                                             | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      4740 | NS      | $1053417.60   | 0.80%             |  |  |  | No            |                  1 | On Loan: —       |
| WASTE PRO USA INC                                | Waste Pro USA Inc                                                                | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35116.22     | 0.03%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                         | Weatherford International Ltd                                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     45000 | PA      | $46635.30     | 0.04%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                 | Wells Fargo & Co                                                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     12385 | NS      | $1120718.65   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| RITE AID EQUITY                                  | RITE AID EQUITY                                                                  | CUSIP: 000000000<br>LEI: 529900W353T1JY1DKT44 | Long             | EC               | CORP              | US        |        70 | NS      | $70.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RITE AID NOTE HOLDER TRUST                       | RITE AID NOTE HOLDER TRUST                                                       | CUSIP: 000000000<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |      4767 | PA      | $0.00         | 0.00%             | 2034-08-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GUITAR CENTER 3L NOTES                           | GUITAR CENTER 3L NOTES                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30264 | PA      | $9079.20      | 0.01%             | 2032-08-19      | Variable      | 12.00%                | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                   | Whirlpool Corp                                                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44422.65     | 0.03%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| WILDFIRE INTERMEDIATE HO                         | Wildfire Intermediate Holdings LLC                                               | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59932.79     | 0.05%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WILLIAM CARTER                                   | William Carter Co/The                                                            | CUSIP: 96926JAG2<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20699.80     | 0.02%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                            | Williams Scotsman Inc                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15518.70     | 0.01%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                            | Williams Scotsman Inc                                                            | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26924.40     | 0.02%             | 2028-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                         | Windsor Holdings III LLC                                                         | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42222.00     | 0.03%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                          | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  17250000 | PA      | $962627.31    | 0.73%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Wintrust Financial Corp                          | Wintrust Financial Corp                                                          | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      4800 | NS      | $707952.00    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| XHR LP                                           | XHR LP                                                                           | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |     45000 | PA      | $46569.15     | 0.04%             | 2030-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| YEOMAN CAP S A                                   | YEOMAN CAP S A                                                                   | CUSIP: 985923101<br>LEI: 549300ORV6YW6ESSNQ21 | Long             | EC               | CORP              | LU        |       889 | NS      | $6981.26      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                          | Zebra Technologies Corp                                                          | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46448.55     | 0.04%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ZI TECH LLC/ZI FIN CORP                          | ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                  | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $36581.60     | 0.03%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                         | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  15000000 | PA      | $912605.36    | 0.69%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                         | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  14000000 | PA      | $890977.91    | 0.67%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                         | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  14750000 | PA      | $939685.42    | 0.71%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Axis Bank Ltd                                    | Axis Bank Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300HVNWMJPOFVNI41 | Long             | EC               | CORP              | IN        |     11336 | NS      | $168693.66    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| State Bank of India                              | State Bank of India                                                              | CUSIP: 000000000<br>LEI: 5493001JZ37UBBZF6L49 | Long             | EC               | CORP              | IN        |     25739 | NS      | $301635.67    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung C&T Corp                                 | Samsung C&T Corp                                                                 | CUSIP: 000000000<br>LEI: 988400GFRE4IDFPE9E64 | Long             | EC               | CORP              | KR        |      1440 | NS      | $300174.56    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| iFAST Corp Ltd                                   | iFAST Corp Ltd                                                                   | CUSIP: 000000000<br>LEI: 254900R8J6BPHWK23Z14 | Long             | EC               | CORP              | SG        |      6000 | NS      | $49755.43     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Titan SA                                         | Titan SA                                                                         | CUSIP: 000000000<br>LEI: 213800H2CDP9I374WH83 | Long             | EC               | CORP              | BE        |       720 | NS      | $48313.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Autoever Corp                            | Hyundai Autoever Corp                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       100 | NS      | $32058.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tel Aviv Stock Exchange Ltd                      | Tel Aviv Stock Exchange Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1580 | NS      | $60704.16     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Eicher Motors Ltd                                | Eicher Motors Ltd                                                                | CUSIP: 000000000<br>LEI: 25490059S64CN2OY7239 | Long             | EC               | CORP              | IN        |      4410 | NS      | $342115.69    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                | Siemens Energy AG                                                                | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |      3410 | NS      | $580995.87    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Auto1 Group SE                                   | Auto1 Group SE                                                                   | CUSIP: 000000000<br>LEI: 391200S2LPXG5ZD5G304 | Long             | EC               | CORP              | DE        |      1950 | NS      | $64141.02     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Hyundai Heavy Industries Co Ltd               | HD Hyundai Heavy Industries Co Ltd                                               | CUSIP: 000000000<br>LEI: 988400CAR8W9URQLGF30 | Long             | EC               | CORP              | KR        |       761 | NS      | $302900.76    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| SAIPEM SPA                                       | Saipem SpA                                                                       | CUSIP: 000000000<br>LEI: 549300PHV8MBDHWB8X12 | Long             | DBT              | CORP              | IT        |    300000 | PA      | $666865.81    | 0.50%             | 2029-09-11      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS FIN C INTL                         | Goldman Sachs Finance Corp International Ltd                                     | CUSIP: 000000000<br>LEI: 549300KQWCT26VXWW684 | Long             | DBT              | CORP              | JE        |    500000 | PA      | $827615.00    | 0.63%             | 2027-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROHM COMPANY LTD                                 | Rohm Co Ltd                                                                      | CUSIP: 000000000<br>LEI: 5493009V2FGDEP7JFE59 | Long             | DBT              | CORP              | JP        | 140000000 | PA      | $1049936.68   | 0.79%             | 2031-04-24      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Exosens SAS                                      | Exosens SAS                                                                      | CUSIP: 000000000<br>LEI: 969500R3AKTPEDO9EG76 | Long             | EC               | CORP              | FR        |      1570 | NS      | $100575.05    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| AUDACY CAPITAL                                   | AUDACY CAPITAL                                                                   | CUSIP: 000000000<br>LEI: 549300S5JUSXRHNCHD80 | N/A              | DE               |  | US        |       153 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MEX BONOS DESARR FIX RT                          | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  12600000 | PA      | $734105.97    | 0.56%             | 2028-03-02      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                          | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  12490000 | PA      | $723028.70    | 0.55%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                           | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |   1800000 | PA      | $2435751.09   | 1.84%             | 2030-03-27      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| EURONEXT NV                                      | Euronext NV                                                                      | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $920997.64    | 0.70%             | 2032-05-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| CARA OBLIGATIONS SAS                             | Cara Obligations SAS                                                             | CUSIP: 000000000<br>LEI: 969500343T6YLA87JH20 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $837833.51    | 0.63%             | 2030-12-01      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| KCC CORP                                         | KCC Corp                                                                         | CUSIP: 000000000<br>LEI: 988400BF3M5UFPF3PH17 | Long             | DBT              | CORP              | KR        |    400000 | PA      | $459800.00    | 0.35%             | 2030-07-10      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Eurobank SA                                      | Eurobank SA                                                                      | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | EC               | CORP              | GR        |     52130 | NS      | $254758.04    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | ISHARES MSCI EMERGING MARKETS                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      3380 | NC      | $59150.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | ISHARES MSCI EAFE ETF                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       965 | NC      | $29432.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | HALLIBURTON CO                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       364 | NC      | $207480.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | ESTX BANKS (EUR) PR                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       112 | NC      | $190841.28    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | INVESCO QQQ TRUST SERIES 1                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       334 | NC      | $209251.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | URBAN OUTFITTERS INC                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       125 | NC      | $21562.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | SEA LTD                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | KY        |        57 | NC      | $10858.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | MERCADOLIBRE INC                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         4 | NC      | $49420.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | SOUTHERN COPPER CORP                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        19 | NC      | $75050.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | MARVELL TECHNOLOGY INC                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -40 | NC      | $-18880.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | ISHARES MSCI INDIA ETF                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      1015 | NC      | $98962.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | DARLING INGREDIENTS INC                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       340 | NC      | $204000.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | ISHARES MSCI EMERGING MARKETS                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      1600 | NC      | $255200.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | ISHARES MSCI EAFE ETF                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       960 | NC      | $149760.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | INVESCO QQQ TRUST SERIES 1                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       155 | NC      | $291322.50    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ping An Insurance Group Co of China Ltd          | Ping An Insurance Group Co of China Ltd                                          | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | EC               | CORP              | CN        |     39500 | NS      | $366376.24    | 0.28%             |  |  |  | No            |                  2 | On Loan: —       |
| Li Ning Co Ltd                                   | Li Ning Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900T77L2FV3FZ3U81 | Long             | EC               | CORP              | KY        |     33500 | NS      | $87601.77     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd                 | Singapore Telecommunications Ltd                                                 | CUSIP: 000000000<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |    438000 | NS      | $1580606.38   | 1.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Medincell SA                                     | Medincell SA                                                                     | CUSIP: 000000000<br>LEI: 969500R79U6PXCL2FF46 | Long             | EC               | CORP              | FR        |      1000 | NS      | $26737.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Baidu Inc                                        | Baidu Inc                                                                        | CUSIP: 000000000<br>LEI: 254900AL64IANZYI1E02 | Long             | EC               | CORP              | KY        |     76500 | NS      | $1466317.44   | 1.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Lonking Holdings Ltd                             | Lonking Holdings Ltd                                                             | CUSIP: 000000000<br>LEI: 5299004M92ACMGS3QI84 | Long             | EC               | CORP              | KY        |    839000 | NS      | $344154.43    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Glovis Co Ltd                            | Hyundai Glovis Co Ltd                                                            | CUSIP: 000000000<br>LEI: 988400U6RDXNJ5ZRN304 | Long             | EC               | CORP              | KR        |       210 | NS      | $35405.84     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Implenia AG                                      | Implenia AG                                                                      | CUSIP: 000000000<br>LEI: 52990006TKCUQQJ79B11 | Long             | EC               | CORP              | CH        |      3670 | NS      | $351468.53    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Life Insurance Co Ltd                    | Samsung Life Insurance Co Ltd                                                    | CUSIP: 000000000<br>LEI: 988400VYE6E0WYSM4S92 | Long             | EC               | CORP              | KR        |      1945 | NS      | $253249.72    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| PTT Exploration & Production PCL                 | PTT Exploration & Production PCL                                                 | CUSIP: 000000000<br>LEI: 2549001O8YYGP5N7Q076 | Long             | EC               | CORP              | TH        |     46000 | NS      | $179668.48    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Impala Platinum Holdings Ltd                     | Impala Platinum Holdings Ltd                                                     | CUSIP: 000000000<br>LEI: 254900BZFIFB4PD2Z778 | Long             | EC               | CORP              | ZA        |     15515 | NS      | $289187.83    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Ancora                                       | KBC Ancora                                                                       | CUSIP: 000000000<br>LEI: 549300I4XZ0RR3ZOSZ55 | Long             | EC               | CORP              | BE        |       510 | NS      | $46867.67     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                     | Iberdrola SA                                                                     | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |      8790 | NS      | $197623.30    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| KB Financial Group Inc                           | KB Financial Group Inc                                                           | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |     11885 | NS      | $1112426.30   | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| China Hongqiao Group Ltd                         | China Hongqiao Group Ltd                                                         | CUSIP: 000000000<br>LEI: 3003009Q4IBFSDE24571 | Long             | EC               | CORP              | KY        |     31500 | NS      | $144070.64    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Sands China Ltd                                  | Sands China Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300EVO6UZDGY05787 | Long             | EC               | CORP              | KY        |     64000 | NS      | $138897.86    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhongsheng Group Holdings Ltd                    | Zhongsheng Group Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 3003005VYMEBAJNJ2Y26 | Long             | EC               | CORP              | KY        |     23000 | NS      | $34265.23     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                         | Rolls-Royce Holdings PLC                                                         | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |    112405 | NS      | $1879071.52   | 1.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Raia Drogasil SA                                 | Raia Drogasil SA                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     47088 | NS      | $219211.63    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ASPEED Technology Inc                            | ASPEED Technology Inc                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      1420 | NS      | $397111.44    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Weber-Stephen Products LLC                       | Weber-Stephen Products LLC 2025 Term Loan B                                      | CUSIP: 000000000<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |     45000 | PA      | $45051.53     | 0.03%             | 2032-10-01      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                 | Altice France SA 2025 USD Term Loan B14                                          | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | US        |     34526 | PA      | $35115.42     | 0.03%             | 2031-05-31      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                          | VERSANT MEDIA GROUP INC TERM LOAN B                                              | CUSIP: 000000000<br>LEI: 254900D2Q5F5F229PU30 | Long             | LON              | CORP              | US        |     40000 | PA      | $40050.00     | 0.03%             | 2031-01-30      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| KION Group AG                                    | KION Group AG                                                                    | CUSIP: 000000000<br>LEI: 5299005KY91C4C6U9H17 | Long             | EC               | CORP              | DE        |      1110 | NS      | $78404.64     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nextage Co Ltd                                   | Nextage Co Ltd                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $46607.45     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Italgas SpA                                      | Italgas SpA                                                                      | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | EC               | CORP              | IT        |      7100 | NS      | $85300.67     | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| Open House Group Co Ltd                          | Open House Group Co Ltd                                                          | CUSIP: 000000000<br>LEI: 529900WQOGPBIJEHW865 | Long             | EC               | CORP              | JP        |       400 | NS      | $23536.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang Sanhua Intelligent Controls Co Ltd      | Zhejiang Sanhua Intelligent Controls Co Ltd                                      | CUSIP: 000000000<br>LEI: 8368003UTQ4F88XERZ23 | Long             | EC               | CORP              | CN        |     26800 | NS      | $196508.47    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Lens Technology Co Ltd                           | Lens Technology Co Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     12100 | NS      | $63134.57     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Weichai Power Co Ltd                             | Weichai Power Co Ltd                                                             | CUSIP: 000000000<br>LEI: 529900OKTPKBG85F9502 | Long             | EC               | CORP              | CN        |     65800 | NS      | $224755.33    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| NAURA Technology Group Co Ltd                    | NAURA Technology Group Co Ltd                                                    | CUSIP: 000000000<br>LEI: 300300JI5I0B95GO5C39 | Long             | EC               | CORP              | CN        |      4200 | NS      | $286778.25    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyosung Heavy Industries Corp                    | Hyosung Heavy Industries Corp                                                    | CUSIP: 000000000<br>LEI: 988400IDLF9EQ95M0928 | Long             | EC               | CORP              | KR        |       686 | NS      | $1230382.13   | 0.93%             |  |  |  | No            |                  2 | On Loan: No      |
| Westwing Group SE                                | Westwing Group SE                                                                | CUSIP: 000000000<br>LEI: 529900BN8B4KAHILIX84 | Long             | EC               | CORP              | DE        |      2280 | NS      | $38799.68     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Elevator Service Holdings Co Ltd           | Japan Elevator Service Holdings Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4000 | NS      | $42116.29     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhongji Innolight Co Ltd                         | Zhongji Innolight Co Ltd                                                         | CUSIP: 000000000<br>LEI: 655600K7YZDKAI214O83 | Long             | EC               | CORP              | CN        |      2700 | NS      | $250733.36    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Rotem Co Ltd                             | Hyundai Rotem Co Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       330 | NS      | $52765.46     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Absa Group Ltd                                   | Absa Group Ltd                                                                   | CUSIP: 000000000<br>LEI: 2138006IPPRD4N6XLT30 | Long             | EC               | CORP              | ZA        |      9500 | NS      | $149696.81    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Ceres Power Holdings PLC                         | Ceres Power Holdings PLC                                                         | CUSIP: 000000000<br>LEI: 213800N7AAHSXQUOA733 | Long             | EC               | CORP              | GB        |      9783 | NS      | $39871.96     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| IMI PLC                                          | IMI PLC                                                                          | CUSIP: 000000000<br>LEI: 2138002W9Q21PF751R30 | Long             | EC               | CORP              | GB        |      2030 | NS      | $76657.42     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Robotis Co Ltd                                   | Robotis Co Ltd                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       530 | NS      | $123738.22    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Kasumigaseki Capital Co Ltd                      | Kasumigaseki Capital Co Ltd                                                      | CUSIP: 000000000<br>LEI: 353800K2AQIR06QHCT28 | Long             | EC               | CORP              | JP        |      1000 | NS      | $48528.31     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Unicaja Banco SA                                 | Unicaja Banco SA                                                                 | CUSIP: 000000000<br>LEI: 5493007SJLLCTM6J6M37 | Long             | EC               | CORP              | ES        |     21250 | NS      | $72821.30     | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co Ltd           | Contemporary Amperex Technology Co Ltd                                           | CUSIP: 000000000<br>LEI: 300300KINDY1K0E9I032 | Long             | EC               | CORP              | CN        |      5140 | NS      | $259349.34    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                        | Alibaba Group Holding Ltd                                                        | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |     40500 | NS      | $861579.73    | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Montage Technology Co Ltd                        | Montage Technology Co Ltd                                                        | CUSIP: 000000000<br>LEI: 836800ZMWT5PAN574D81 | Long             | EC               | CORP              | CN        |     11350 | NS      | $296255.00    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Alzchem Group AG                                 | Alzchem Group AG                                                                 | CUSIP: 000000000<br>LEI: 8945004EL7WZK3ERG181 | Long             | EC               | CORP              | DE        |       295 | NS      | $53930.38     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.com Inc                                       | JD.com Inc                                                                       | CUSIP: 000000000<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | KY        |     45700 | NS      | $651710.89    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| LandMark Optoelectronics Corp                    | LandMark Optoelectronics Corp                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     11200 | NS      | $350874.25    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| China Tourism Group Duty Free Corp Ltd           | China Tourism Group Duty Free Corp Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     19900 | NS      | $230889.22    | 0.17%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Rainbow Robotics                                 | Rainbow Robotics                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       220 | NS      | $110753.19    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Square Co Ltd                                 | SK Square Co Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1105 | NS      | $432553.45    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Verisilicon Microelectronics Shanghai Co Ltd     | Verisilicon Microelectronics Shanghai Co Ltd                                     | CUSIP: 000000000<br>LEI: 836800TNWRM7QRXH6S33 | Long             | EC               | CORP              | CN        |      5905 | NS      | $187528.67    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp                             | Kioxia Holdings Corp                                                             | CUSIP: 000000000<br>LEI: 35380080RTKRARNH4R73 | Long             | EC               | CORP              | JP        |      2800 | NS      | $383001.53    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                             | Tencent Holdings Ltd                                                             | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |     13000 | NS      | $999203.40    | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Cyprus Holdings PLC                      | Bank of Cyprus Holdings PLC                                                      | CUSIP: 000000000<br>LEI: 635400L14KNHZXPUZM19 | Long             | EC               | CORP              | IE        |      3650 | NS      | $40271.95     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Next Vision Stabilized Systems Ltd               | Next Vision Stabilized Systems Ltd                                               | CUSIP: 000000000<br>LEI: 2549001OCAI48UYCZD40 | Long             | EC               | CORP              | IL        |       900 | NS      | $81181.02     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TIM SA/Brazil                                    | TIM SA/Brazil                                                                    | CUSIP: 000000000<br>LEI: 529900QI0CH1DN5ZCS77 | Long             | EC               | CORP              | BR        |      7400 | NS      | $34477.79     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kweichow Moutai Co Ltd                           | Kweichow Moutai Co Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       700 | NS      | $141113.54    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| China Tourism Group Duty Free Corp Ltd           | China Tourism Group Duty Free Corp Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      5700 | NS      | $73257.61     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai International Airport Co Ltd            | Shanghai International Airport Co Ltd                                            | CUSIP: 000000000<br>LEI: 3003000CIJ7O6AOQF345 | Long             | EC               | CORP              | CN        |     14700 | NS      | $65124.00     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Jiangsu Hengli Hydraulic Co Ltd                  | Jiangsu Hengli Hydraulic Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      8700 | NS      | $135375.04    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijing Huafeng Test & Control Technology Co Ltd | Beijing Huafeng Test & Control Technology Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       830 | NS      | $35969.86     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hygon Information Technology Co Ltd              | Hygon Information Technology Co Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3700 | NS      | $140098.89    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| UBTech Robotics Corp Ltd                         | UBTech Robotics Corp Ltd                                                         | CUSIP: 000000000<br>LEI: 836800LIVMBW69Z2WT05 | Long             | EC               | CORP              | CN        |      8700 | NS      | $155297.07    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Rakuten Bank Ltd                                 | Rakuten Bank Ltd                                                                 | CUSIP: 000000000<br>LEI: 3538007HFAF2NOCBUE44 | Long             | EC               | CORP              | JP        |      1100 | NS      | $52644.02     | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Shriram Finance Ltd                              | Shriram Finance Ltd                                                              | CUSIP: 000000000<br>LEI: 335800TM2YO24B76XL26 | Long             | EC               | CORP              | IN        |     21300 | NS      | $236441.71    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Zijin Gold International Co Ltd                  | Zijin Gold International Co Ltd                                                  | CUSIP: 000000000<br>LEI: 254900FINUJR4MZ8A417 | Long             | EC               | CORP              | HK        |      2900 | NS      | $80341.70     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HVM Co Ltd                                       | HVM Co Ltd                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1720 | NS      | $104422.58    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Alpha Bank SA                                    | Alpha Bank SA                                                                    | CUSIP: 000000000<br>LEI: 213800DBQIB6VBNU5C64 | Long             | EC               | CORP              | GR        |     72910 | NS      | $349017.21    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| TF Bank AB                                       | TF Bank AB                                                                       | CUSIP: 000000000<br>LEI: 529900BGZZZTLLBR1X49 | Long             | EC               | CORP              | SE        |      3500 | NS      | $67520.22     | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Schaeffler AG                                    | Schaeffler AG                                                                    | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | EC               | CORP              | DE        |      4200 | NS      | $49535.22     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Axia Energia                                     | Axia Energia                                                                     | CUSIP: 000000000<br>LEI: 254900I8KYDELP4B4Z08 | Long             | EC               | CORP              | BR        |     10800 | NS      | $111575.89    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Industries Ltd                               | PTC Industries Ltd                                                               | CUSIP: 000000000<br>LEI: 335800WHBPFCCRTAAO49 | Long             | EC               | CORP              | IN        |       130 | NS      | $25423.13     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                    | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |     27145 | NS      | $2365578.86   | 1.79%             |  |  |  | No            |                  2 | On Loan: No      |
| flatexDEGIRO SE                                  | flatexDEGIRO SE                                                                  | CUSIP: 000000000<br>LEI: 529900IRBZTADXJB6757 | Long             | EC               | CORP              | DE        |      1200 | NS      | $58535.65     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ambea AB                                         | Ambea AB                                                                         | CUSIP: 000000000<br>LEI: 549300AEVNZRHYI5HV24 | Long             | EC               | CORP              | SE        |      5060 | NS      | $77162.46     | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Munters Group AB                                 | Munters Group AB                                                                 | CUSIP: 000000000<br>LEI: 549300KYCB37YAVUV523 | Long             | EC               | CORP              | SE        |      4350 | NS      | $85884.90     | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BAWAG Group AG                                   | BAWAG Group AG                                                                   | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | EC               | CORP              | AT        |      6100 | NS      | $992322.51    | 0.75%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                        | BAUSCH + LOMB CORPORATION 2025 REPRICED TERM LOAN                                | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |     49875 | PA      | $50311.09     | 0.04%             | 2031-01-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc                      | Bausch Health Companies Inc 2025 Term Loan B                                     | CUSIP: 000000000<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | LON              | CORP              | CA        |    130445 | PA      | $127509.99    | 0.10%             | 2030-10-08      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                            | Alibaba Group Holding Ltd                                                        | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   3662000 | PA      | $4096899.12   | 3.10%             | 2032-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Credicorp Ltd                                    | Credicorp Ltd                                                                    | CUSIP: 000000000<br>LEI: 529900UYAEYQCQ2BKB17 | Long             | EC               | CORP              | BM        |       470 | NS      | $167710.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mcdermott International Ltd                      | Mcdermott International Ltd                                                      | CUSIP: 000000000<br>LEI: 54930004RAXI4B3L4752 | N/A              | DE               |  | BM        |      2347 | NS      | $0.23         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mcdermott International Ltd                      | Mcdermott International Ltd                                                      | CUSIP: 000000000<br>LEI: 54930004RAXI4B3L4752 | N/A              | DE               |  | BM        |      2607 | NS      | $0.26         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NU Holdings Ltd/Cayman Islands                   | NU Holdings Ltd/Cayman Islands                                                   | CUSIP: 000000000<br>LEI: 5493002DG1RHWK9W2X27 | Long             | EC               | CORP              | KY        |     18000 | NS      | $319500.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                                   | TechnipFMC PLC                                                                   | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |     25010 | NS      | $1393557.20   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Holdings Ltd                              | Viking Holdings Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     10470 | NS      | $755410.50    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Connect Finco Sarl                               | Connect Finco Sarl 2024 Extended Term Loan B                                     | CUSIP: 000000000<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |     49911 | PA      | $49848.78     | 0.04%             | 2029-09-27      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular SA               | Millicom International Cellular SA                                               | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | EC               | CORP              | LU        |      6385 | NS      | $389676.55    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| JFrog Ltd                                        | JFrog Ltd                                                                        | CUSIP: 000000000<br>LEI: 2549002N8E00AY49G567 | Long             | EC               | CORP              | IL        |      8020 | NS      | $439496.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                  | ASML Holding NV                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      1680 | NS      | $2390640.00   | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-11

**Name of Applicant:** CALAMOS GLOBAL TOTAL RETURN FUND

**Signature:** Stephen Atkins

**Name of Signer:** Stephen Atkins

**Title:** Treasurer