# EDGAR Filing Document

**Accession Number:** 0001501825
**File Stem:** 0001410368-26-030420
**Filing Date:** 2026-3
**Character Count:** 617532
**Document Hash:** 65838212dba0fd27573055bde9dd7458
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-030420.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0001410368-26-030420

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260325

**DATE AS OF CHANGE**: 20260325

**PERIOD START**: 20260731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Hartford Funds Exchange-Traded Trust
- **CENTRAL INDEX KEY:** 0001501825

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23222
- **FILM NUMBER:** 26792304

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Hartford Active Exchange-Traded Fund Trust
- **DATE OF NAME CHANGE:** 20100921

## Series and Classes Contracts Data

### Hartford Strategic Income ETF (Series ID: S000073404)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000230284 | Hartford Strategic Income ETF | HFSI            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Hartford Funds Exchange-Traded Trust

- **b. Investment Company Act file number:** 811-23222

- **c. CIK number of Registrant:** 0001501825

- **d. LEI of Registrant:** 549300IA3XO4BB2LUL19

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

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

  - **City:** WAYNE

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19087

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

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

- **a. Name of Series:** Hartford Strategic Income ETF

- **b. EDGAR series identifier (if any):** S000073404

- **c. LEI of Series:** 5493008HCG7WQT8RZC73

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

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

- **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:** $742529912.70

**Total Liabilities:** $166892881.76

**Net Assets:** $575637030.94

**Delayed Delivery Securities:** $25312813.85

**Cash Not Reported:** $4603087.92

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -149.99000000 | **1-Year:** -4224.62000000 | **5-Year:** -10108.07000000 | **10-Year:** -10350.62000000 | **30-Year:** -4034.71000000

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

- **3-Month:** -770.31000000 | **1-Year:** -22328.56000000 | **5-Year:** -57235.51000000 | **10-Year:** -28963.94000000 | **30-Year:** -8127.49000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000230284 | 0.57%                | 0.07%                | 0.62%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $405704.68               | $-60605.19                                 |
| Month 2  | $748440.74               | $-1188085.70                               |
| Month 3  | $-102260.69              | $2118743.05                                |

### Schedule of Portfolio Investments

| Name                                              | Title                                                                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AAP Buyer Inc                                     | AAP Buyer Inc Term Loan B                                                                                                        | CUSIP: 00036FAB0<br>LEI: 254900BOO8W9IR1VYO11 | Long             | LON              | CORP              | US        |     184534 | PA      | $184764.67    | 0.03%             | 2031-09-09      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| AGL CLO 16 LTD                                    | AGL CLO 16 Ltd                                                                                                                   | CUSIP: 00120MAC0<br>LEI: 2549009GL17CEZFCKZ48 | Long             | ABS-CBDO         | CORP              | KY        |     150000 | PA      | $137403.00    | 0.02%             | 2035-01-20      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                     | AIB Group PLC                                                                                                                    | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     850000 | PA      | $878275.56    | 0.15%             | 2031-05-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                        | AMSR 2025-SFR1 Trust                                                                                                             | CUSIP: 00182MAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $89107.32     | 0.02%             | 2042-06-17      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| TricorBraun Holdings Inc                          | TricorBraun Holdings Inc 2021 Term Loan                                                                                          | CUSIP: 00184NAB3<br>LEI: 2549009AB5YVVW5J1U62 | Long             | LON              | CORP              | US        |     103915 | PA      | $98221.23     | 0.02%             | 2031-03-03      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                                                                         | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      33000 | PA      | $25935.51     | 0.00%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                                                                         | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      39000 | PA      | $26710.88     | 0.00%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AST SPACEMOBILE INC                               | AST SpaceMobile Inc                                                                                                              | CUSIP: 00217DAE0<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |     372000 | PA      | $506738.40    | 0.09%             | 2036-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Arizona Biltmore Trust                            | ARZ Trust 2024-BILT                                                                                                              | CUSIP: 00218TAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     605000 | PA      | $627663.54    | 0.11%             | 2039-06-11      | Fixed         | 8.27%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                          | Acadia Healthcare Co Inc                                                                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14816.92     | 0.00%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Acrisure LLC                                      | Acrisure LLC 2025 Term Loan B                                                                                                    | CUSIP: 00488PAX3<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |     184075 | PA      | $183844.91    | 0.03%             | 2032-06-21      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                            | Acrisure LLC / Acrisure Finance Inc                                                                                              | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      70000 | PA      | $72579.71     | 0.01%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                            | Acrisure LLC / Acrisure Finance Inc                                                                                              | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1145000 | PA      | $1197373.45   | 0.21%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                            | Acrisure LLC / Acrisure Finance Inc                                                                                              | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      39000 | PA      | $39982.88     | 0.01%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AFRICELL HOLDING LTD                              | Africell Holding Ltd                                                                                                             | CUSIP: 00833NAA0<br>LEI: 984500JFB7AFK4B6C829 | Long             | DBT              | CORP              | JE        |     450000 | PA      | $450024.29    | 0.08%             | 2029-10-23      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2024-A                                                                                         | CUSIP: 00834BAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     850000 | PA      | $852615.96    | 0.15%             | 2029-02-15      | Fixed         | 9.17%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2024-B                                                                                         | CUSIP: 00835AAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     850000 | PA      | $854687.41    | 0.15%             | 2029-09-15      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                    | Air Lease Corp                                                                                                                   | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     317000 | PA      | $314048.83    | 0.05%             | 2026-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                     | Aircastle Ltd                                                                                                                    | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |      57000 | PA      | $56923.00     | 0.01%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                         | ALA Trust 2025-OANA                                                                                                              | CUSIP: 009920AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      95000 | PA      | $95511.96     | 0.02%             | 2040-06-15      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| ALERA GROUP INC                                   | ALERA GROUP INC 2026 TERM LOAN B                                                                                                 | CUSIP: 01451PAE6<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |      99750 | PA      | $99375.94     | 0.02%             | 2032-05-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                             | Alibaba Group Holding Ltd                                                                                                        | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |      45000 | PA      | $78839.51     | 0.01%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                             | Bread Financial Holdings Inc                                                                                                     | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    2445000 | PA      | $2509528.44   | 0.44%             | 2035-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| ALLIANT HOLD / CO-ISSUER                          | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                   | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     295000 | PA      | $305389.02    | 0.05%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                       | Allied Universal Holdco LLC 2025 USD Term Loan B                                                                                 | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |     154612 | PA      | $154764.02    | 0.03%             | 2032-08-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F020620<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -5625000 | PA      | $-4562082.84  | -0.79%            | 2056-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F022626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      55000 | PA      | $46677.00     | 0.01%             | 2056-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F022626<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -1765000 | PA      | $-1497907.37  | -0.26%            | 2056-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F022634<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -3380000 | PA      | $-2867193.50  | -0.50%            | 2056-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F030629<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1415000 | PA      | $1253954.72   | 0.22%             | 2056-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F030629<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -3260000 | PA      | $-2888969.88  | -0.50%            | 2056-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F032625<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     675000 | PA      | $624261.70    | 0.11%             | 2056-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F032625<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -675000 | PA      | $-624261.70   | -0.11%            | 2056-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F032633<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -675000 | PA      | $-623549.79   | -0.11%            | 2056-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F040628<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1625000 | PA      | $1551762.24   | 0.27%             | 2056-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F040628<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -2650000 | PA      | $-2530566.12  | -0.44%            | 2056-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F042434<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6120000 | PA      | $6119852.88   | 1.06%             | 2040-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     275000 | PA      | $269394.59    | 0.05%             | 2056-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F042624<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -865000 | PA      | $-847368.43   | -0.15%            | 2056-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F042632<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -2035000 | PA      | $-1991214.68  | -0.35%            | 2056-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F050429<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     325000 | PA      | $328648.45    | 0.06%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5810000 | PA      | $5808399.35   | 1.01%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F050627<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -7510000 | PA      | $-7507931.00  | -1.30%            | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F050635<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -5455000 | PA      | $-5445826.05  | -0.95%            | 2056-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F052425<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3560000 | PA      | $3637836.52   | 0.63%             | 2041-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F052623<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1440000 | PA      | $1460031.13   | 0.25%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F052631<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1435000 | PA      | $1453223.88   | 0.25%             | 2056-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F060626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3460000 | PA      | $3542968.83   | 0.62%             | 2056-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F060626<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -2950000 | PA      | $-3020739.32  | -0.52%            | 2056-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F060634<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1520000 | PA      | $1555676.86   | 0.27%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F062622<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     490000 | PA      | $507417.98    | 0.09%             | 2056-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F062622<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -2040000 | PA      | $-2112515.66  | -0.37%            | 2056-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                | Ally Bank Auto Credit-Linked Notes Series 2025-A                                                                                 | CUSIP: 02007G5J8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     598373 | PA      | $600489.98    | 0.10%             | 2033-06-15      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                       | Ally Auto Receivables Trust 2022-1                                                                                               | CUSIP: 02008JAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     548671 | PA      | $548564.02    | 0.10%             | 2027-06-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS                           | Alnylam Pharmaceuticals Inc                                                                                                      | CUSIP: 02043QAC1<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |     365000 | PA      | $340306.54    | 0.06%             | 2028-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                  | Altice France SA                                                                                                                 | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     970271 | PA      | $947673.39    | 0.16%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ASPIRE BAKERIES HOLDINGS LLC                      | ASPIRE BAKERIES HOLDINGS LLC 2025 REPRICED TERM LOAN                                                                             | CUSIP: 02106XAK2<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |     199504 | PA      | $200002.76    | 0.03%             | 2030-12-23      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                       | AltaGas Ltd                                                                                                                      | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |     381000 | PA      | $396255.62    | 0.07%             | 2054-10-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                           | American Airlines Inc 2025 Term Loan B                                                                                           | CUSIP: 02376CBT1<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |      99250 | PA      | $99349.25     | 0.02%             | 2032-05-28      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co Inc     | American Builders & Contractors Supply Co Inc 2024 Term Loan B                                                                   | CUSIP: 02474RAJ2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | LON              | CORP              | US        |     191255 | PA      | $191706.49    | 0.03%             | 2031-01-31      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                           | American Electric Power Co Inc                                                                                                   | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15002.99     | 0.00%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                           | American National Group Inc                                                                                                      | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     396000 | PA      | $399924.36    | 0.07%             | 2055-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust          | Americredit Automobile Receivables Trust 2023-1                                                                                  | CUSIP: 03067BAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1130000 | PA      | $1139517.31   | 0.20%             | 2028-03-20      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                        | Amneal Pharmaceuticals LLC 2025 Term Loan B                                                                                      | CUSIP: 03167DAR5<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |      99750 | PA      | $99999.38     | 0.02%             | 2032-08-01      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2022-2                                                                                                  | CUSIP: 03464PAD9<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |     135000 | PA      | $114303.16    | 0.02%             | 2067-01-25      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2021-3                                                                                                  | CUSIP: 03465EAD3<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |      50000 | PA      | $38461.47     | 0.01%             | 2066-05-25      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                        | Apidos CLO LIII                                                                                                                  | CUSIP: 03771GAA3<br>LEI: 254900V9JISXCX9V0G97 | Long             | ABS-CBDO         | CORP              | KY        |     305000 | PA      | $313071.83    | 0.05%             | 2038-07-20      | Floating      | 10.10%                | No            |                  2 | On Loan: No      |
| Aramark Services Inc                              | Aramark Services Inc 2025 Repriced Term Loan                                                                                     | CUSIP: 03852JBB6<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |     250000 | PA      | $250312.46    | 0.04%             | 2028-04-06      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                              | Ares Management Corp                                                                                                             | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |      22774 | NS      | $1089280.42   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| ARDONAGH GROUP FINANCE                            | Ardonagh Group Finance Ltd                                                                                                       | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |     200000 | PA      | $206243.63    | 0.04%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                   | Ardagh Group SA                                                                                                                  | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |     869573 | PA      | $939638.84    | 0.16%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds | Argentina Republic Government International Bonds                                                                                | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    1999000 | PA      | $1546226.50   | 0.27%             | 2035-07-09      | Variable      | 4.13%                 | 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        |     312000 | PA      | $325979.00    | 0.06%             | 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        |    1320000 | PA      | $1334467.29   | 0.23%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                       | Asurion LLC 2023 Term Loan B11                                                                                                   | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     194988 | PA      | $195200.04    | 0.03%             | 2028-08-19      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | Athene Global Funding                                                                                                            | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20019.79     | 0.00%             | 2026-02-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | Athene Global Funding                                                                                                            | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35588.55     | 0.01%             | 2027-07-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | Athene Global Funding                                                                                                            | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      47000 | PA      | $47388.53     | 0.01%             | 2027-01-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AVID AUTOMOBILE RECEIVABLES                       | AVID AUTOMOBILE RECEIVABLES                                                                                                      | CUSIP: 05368WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     407575 | PA      | $409908.33    | 0.07%             | 2032-07-15      | Fixed         | 7.80%                 | 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        |     225000 | PA      | $231464.05    | 0.04%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                                                                         | CUSIP: 05377RJQ8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    1035000 | PA      | $1067880.81   | 0.19%             | 2029-04-20      | Fixed         | 7.59%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                                                                         | CUSIP: 05377RJS4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1540581.00   | 0.27%             | 2029-06-20      | Fixed         | 7.31%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                                                                         | CUSIP: 05377RKH6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $101248.10    | 0.02%             | 2028-02-20      | Fixed         | 7.32%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                                                                         | CUSIP: 05377RKJ2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $101320.00    | 0.02%             | 2028-04-20      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc      | BAMLL Commercial Mortgage Securities Trust 2019-BPR                                                                              | CUSIP: 05492PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $234051.60    | 0.04%             | 2032-11-05      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc      | BAMLL Commercial Mortgage Securities Trust 2019-BPR                                                                              | CUSIP: 05492PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     290000 | PA      | $267149.86    | 0.05%             | 2032-11-05      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc      | BAMLL Commercial Mortgage Securities Trust 2019-BPR                                                                              | CUSIP: 05492PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $90120.64     | 0.02%             | 2032-11-05      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                          | Azule Energy Finance Plc                                                                                                         | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    2116000 | PA      | $2140902.15   | 0.37%             | 2030-01-23      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                                                                 | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      53000 | PA      | $55037.82     | 0.01%             | 2035-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| LBM ACQUISITION LLC                               | LBM Acquisition LLC                                                                                                              | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     480000 | PA      | $443221.20    | 0.08%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| BNP PARIBAS                                       | BNP Paribas SA                                                                                                                   | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     221000 | PA      | $236645.47    | 0.04%             | 2028-08-14      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                                                                          | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     250000 | PA      | $278156.47    | 0.05%             | 2034-10-19      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                         | BPR Trust 2024-PMDW                                                                                                              | CUSIP: 05592VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30000 | PA      | $28957.09     | 0.01%             | 2041-11-05      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2025-DELC                                                                                                               | CUSIP: 05594MAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     555000 | PA      | $559604.34    | 0.10%             | 2042-12-15      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                              | BWX Technologies Inc                                                                                                             | CUSIP: 05605HAD2<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |      88000 | PA      | $90728.00     | 0.02%             | 2030-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                         | BPR Trust 2023-BRK2                                                                                                              | CUSIP: 05610WAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     370000 | PA      | $382970.24    | 0.07%             | 2038-10-05      | Variable      | 8.34%                 | No            |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust                    | BOCA Commercial Mortgage Trust 2025-BOCA                                                                                         | CUSIP: 05619RAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     220000 | PA      | $221375.00    | 0.04%             | 2042-12-15      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| BCPE Pequod Buyer Inc                             | BCPE Pequod Buyer Inc USD Term Loan B                                                                                            | CUSIP: 05624AAB8<br>LEI: 254900HEEOS2IWC84V94 | Long             | LON              | CORP              | US        |     249001 | PA      | $247651.35    | 0.04%             | 2031-11-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                  | Bain Capital Credit CLO 2022-5 Ltd                                                                                               | CUSIP: 05685KAJ5<br>LEI: 2549006QHSDKOK7W7A26 | Long             | ABS-CBDO         | CORP              | JE        |    1515000 | PA      | $1515315.12   | 0.26%             | 2037-01-24      | Floating      | 10.02%                | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                     | Ballyrock Clo 29 Ltd                                                                                                             | CUSIP: 05876TAC0<br>LEI: 254900DD7OSYIC2KWA70 | Long             | ABS-CBDO         | CORP              | KY        |     345000 | PA      | $250972.67    | 0.04%             | 2038-07-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                                                                                               | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     600000 | PA      | $600503.00    | 0.10%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                              | Bank of America Corp                                                                                                             | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |        144 | NS      | $179424.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                                                                             | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      45000 | PA      | $39492.76     | 0.01%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                                                                             | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      32000 | PA      | $32659.24     | 0.01%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                                                                             | CUSIP: 06055H806<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |       7500 | NS      | $132525.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                                                                             | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20357.01     | 0.00%             | 2030-07-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                            | Bank of New York Mellon Corp/The                                                                                                 | CUSIP: 06406RBG1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50054.39     | 0.01%             | 2028-06-13      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                            | Bank of New York Mellon Corp/The                                                                                                 | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      40000 | PA      | $42368.45     | 0.01%             | 2029-10-25      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                            | Bank of New York Mellon Corp/The                                                                                                 | CUSIP: 06406YAB8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20831.04     | 0.00%             | 2039-07-21      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group LLC                          | Great Outdoors Group LLC 2025 Term Loan B                                                                                        | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |     158400 | PA      | $158202.00    | 0.03%             | 2032-01-23      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                 | Battalion Clo XV Ltd                                                                                                             | CUSIP: 07131AAV6<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |     305000 | PA      | $295706.04    | 0.05%             | 2033-01-17      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                             | Bausch Health Cos Inc                                                                                                            | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     235000 | PA      | $185920.25    | 0.03%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                           | Beach Acquisition Bidco LLC                                                                                                      | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |     210809 | PA      | $231961.67    | 0.04%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| QXO INC                                           | QXO Inc 2025 Term Loan B                                                                                                         | CUSIP: 07368RAM3<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |     197222 | PA      | $197411.51    | 0.03%             | 2032-04-30      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                             | Becton Dickinson & Co                                                                                                            | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |         17 | NS      | $3459.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BELL CANADA                                       | Bell Telephone Co of Canada or Bell Canada                                                                                       | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     250000 | PA      | $262207.50    | 0.05%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Belron Finance 2019 LLC                           | Belron Finance 2019 LLC 2025 Repriced Term Loan B                                                                                | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     282194 | PA      | $282829.38    | 0.05%             | 2031-10-16      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                           | BioMarin Pharmaceutical Inc                                                                                                      | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |     270000 | PA      | $261468.50    | 0.05%             | 2027-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Blackfin Pipeline LLC                             | Blackfin Pipeline LLC Term Loan B                                                                                                | CUSIP: 09231PAB2<br>LEI: 254900F4BUS186SK8A51 | Long             | LON              | CORP              | US        |      99750 | PA      | $100331.54    | 0.02%             | 2032-09-29      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                     | Boeing Co/The                                                                                                                    | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |      11593 | NS      | $866228.96    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON PROPERTIES LP                              | Boston Properties LP                                                                                                             | CUSIP: 10112RBM5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    1506000 | PA      | $1429947.00   | 0.25%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust     | Bridgecrest Lending Auto Securitization Trust 2024-4                                                                             | CUSIP: 10806EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     183193 | PA      | $183502.36    | 0.03%             | 2028-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                              | Bridgebio Pharma Inc                                                                                                             | CUSIP: 10806XAH5<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |     195000 | PA      | $338812.50    | 0.06%             | 2031-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                              | Bridgebio Pharma Inc                                                                                                             | CUSIP: 10806XAK8<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |     109000 | PA      | $111180.00    | 0.02%             | 2033-02-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                          | Brighthouse Financial Inc                                                                                                        | CUSIP: 10922N707<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EP               | CORP              | US        |      13747 | NS      | $188608.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown Group Holding LLC                           | Brown Group Holding LLC 2022 Incremental Term Loan B2                                                                            | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |     129020 | PA      | $128940.11    | 0.02%             | 2031-07-01      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                     | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     435000 | PA      | $439201.08    | 0.08%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CFC Bidco 2022 Ltd                                | CFC Bidco 2022 Ltd Term Loan B                                                                                                   | CUSIP: 12531JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     120000 | PA      | $114000.00    | 0.02%             | 2032-07-01      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                          | CHS/Community Health Systems Inc                                                                                                 | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    2313000 | PA      | $2126919.15   | 0.37%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| CHS/COMMUNITY HEALTH SYS                          | CHS/Community Health Systems Inc                                                                                                 | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     405000 | PA      | $363303.83    | 0.06%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                          | CHS/Community Health Systems Inc                                                                                                 | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     830000 | PA      | $865343.89    | 0.15%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust                              | CHNGE Mortgage Trust 2022-NQM1                                                                                                   | CUSIP: 12569CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1460000 | PA      | $1455464.95   | 0.25%             | 2067-06-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                   | CMS Energy Corp                                                                                                                  | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      91000 | PA      | $89888.65     | 0.02%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                | CP Atlas Buyer Inc                                                                                                               | CUSIP: 12597YAC3<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |     172000 | PA      | $178902.19    | 0.03%             | 2030-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                | CP Atlas Buyer Inc                                                                                                               | CUSIP: 12597YAD1<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |     444549 | PA      | $409588.02    | 0.07%             | 2031-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                   | CSAIL 2015-C3 Commercial Mortgage Trust                                                                                          | CUSIP: 12635FAZ7<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |      60000 | PA      | $54751.20     | 0.01%             | 2048-08-15      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2020-NQM1 Trust                                                                                                             | CUSIP: 126401AE8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    1530000 | PA      | $1439325.93   | 0.25%             | 2065-05-25      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                                                                  | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       9000 | PA      | $9356.29      | 0.00%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2024-CBM Mortgage Trust                                                                                                     | CUSIP: 12674GAN4<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     314000 | PA      | $317557.43    | 0.06%             | 2041-12-10      | Variable      | 7.93%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp                                                                                                       | CUSIP: 14040H733<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |       7950 | NS      | $132765.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp                                                                                                       | CUSIP: 14040H824<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |       2127 | NS      | $41880.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Carlyle Global Market Strategies                  | Carlyle Global Market Strategies CLO 2016-1 Ltd                                                                                  | CUSIP: 14312KAS8<br>LEI: 549300N3CJKPCWZ7KX23 | Long             | ABS-CBDO         | CORP              | KY        |     430000 | PA      | $430073.10    | 0.07%             | 2034-04-20      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                  | Carlyle US Clo 2017-2 Ltd                                                                                                        | CUSIP: 14315KAG1<br>LEI: 549300VC6J79YJCFU884 | Long             | ABS-CBDO         | CORP              | KY        |     525000 | PA      | $530888.93    | 0.09%             | 2037-07-20      | Floating      | 11.23%                | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                          | Celanese US Holdings LLC                                                                                                         | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    2560000 | PA      | $2605009.92   | 0.45%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| CEMEX SAB DE CV                                   | Cemex SAB de CV                                                                                                                  | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    1234000 | PA      | $1293849.00   | 0.22%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORP                            | Champ Acquisition Corp                                                                                                           | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     419000 | PA      | $446743.67    | 0.08%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Chamberlain Group Inc                             | Chamberlain Group Inc 2025 Term Loan B                                                                                           | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |     248750 | PA      | $248381.77    | 0.04%             | 2032-09-08      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Chobani, LLC                                      | Chobani LLC 2025 Term Loan B                                                                                                     | CUSIP: 17026YAL3<br>LEI: 549300ISVDMZ91KNTR38 | Long             | LON              | CORP              | US        |     250000 | PA      | $250312.50    | 0.04%             | 2032-10-28      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                | Cipher Compute LLC                                                                                                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1554000 | PA      | $1601258.69   | 0.28%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                                                                    | CUSIP: 172967242<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |      22950 | NS      | $575815.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                                                                    | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     169000 | PA      | $177204.11    | 0.03%             | 2028-11-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                                                                    | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     157000 | PA      | $159869.03    | 0.03%             | 2031-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| Citigroup Commercial Mortgage Trust               | Citigroup Commercial Mortgage Trust 2016-C3                                                                                      | CUSIP: 17325GAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      75000 | PA      | $58640.40     | 0.01%             | 2049-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                          | Citizens Financial Group Inc                                                                                                     | CUSIP: 174610808<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |      17625 | NS      | $450318.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Citrin Cooperman Advisors LLC                     | Citrin Cooperman Advisors LLC 2025 Term Loan B                                                                                   | CUSIP: 17737EAC7<br>LEI: 254900DPG9ZEAP5MK895 | Long             | LON              | CORP              | US        |     229425 | PA      | $227761.67    | 0.04%             | 2032-04-01      | Floating      | 6.67%                 | 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        |     112000 | PA      | $115923.36    | 0.02%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                            | Cloud Software Group Inc                                                                                                         | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     316000 | PA      | $319087.73    | 0.06%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                                    | Cloudflare Inc                                                                                                                   | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |      40000 | PA      | $43928.00     | 0.01%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                                    | Cloudflare Inc                                                                                                                   | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |    1185000 | PA      | $1247923.31   | 0.22%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc               | Clydesdale Acquisition Holdings Inc Term Loan B                                                                                  | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     460267 | PA      | $457698.38    | 0.08%             | 2029-04-13      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                               | Coinbase Global Inc                                                                                                              | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     119000 | PA      | $115891.45    | 0.02%             | 2030-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                               | Coinbase Global Inc                                                                                                              | CUSIP: 19260QAJ6<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     763000 | PA      | $646571.62    | 0.11%             | 2032-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds           | Colombia Government International Bonds                                                                                          | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1680000 | PA      | $1235640.00   | 0.21%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colossus Acquireco LLC                            | Colossus Acquireco LLC Term Loan B                                                                                               | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |     174562 | PA      | $173834.57    | 0.03%             | 2032-07-30      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2015-LC19 Mortgage Trust                                                                                                    | CUSIP: 200474AG9<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    1327000 | PA      | $1220853.27   | 0.21%             | 2048-02-10      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| COMPASS INCORP                                    | Compass Inc                                                                                                                      | CUSIP: 20464UAA8<br>LEI: 254900DMGQSTC3I2IM78 | Long             | DBT              | CORP              | US        |     208000 | PA      | $223860.63    | 0.04%             | 2031-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                                         | CUSIP: 20753XAJ3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    1000000 | PA      | $1093368.10   | 0.19%             | 2042-03-25      | Floating      | 13.55%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                                         | CUSIP: 20753YAL6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    1100000 | PA      | $1193073.09   | 0.21%             | 2042-03-25      | Floating      | 13.20%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                                         | CUSIP: 20754AAJ2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     800000 | PA      | $826309.44    | 0.14%             | 2041-12-25      | Floating      | 9.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                                         | CUSIP: 20754DAJ6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    1639000 | PA      | $1746862.59   | 0.30%             | 2042-04-25      | Floating      | 10.70%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                                         | CUSIP: 20754EAF2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      15000 | PA      | $15842.77     | 0.00%             | 2043-07-25      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                                         | CUSIP: 20754KAJ0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     560000 | PA      | $578139.69    | 0.10%             | 2041-11-25      | Floating      | 9.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                                         | CUSIP: 20754LAJ8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    1330000 | PA      | $1380119.85   | 0.24%             | 2041-12-25      | Floating      | 9.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                                         | CUSIP: 20754MAL1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    1181834 | PA      | $1341105.99   | 0.23%             | 2042-06-25      | Floating      | 15.70%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                                         | CUSIP: 20754NAR6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     575000 | PA      | $639553.41    | 0.11%             | 2042-05-25      | Floating      | 14.30%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                                         | CUSIP: 20754PAD2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    3822909 | PA      | $4035897.70   | 0.70%             | 2039-11-25      | Floating      | 13.06%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                                         | CUSIP: 20754RAJ5<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    2080000 | PA      | $2145166.40   | 0.37%             | 2041-10-25      | Floating      | 9.70%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                          | Corebridge Financial Inc                                                                                                         | CUSIP: 21871X208<br>LEI: 549300XY1661QCIA7J65 | Long             | EP               | CORP              | US        |       5605 | NS      | $134015.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Government National Mortgage Association          | Ginnie Mae                                                                                                                       | CUSIP: 21H022622<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5800000 | PA      | $5022895.58   | 0.87%             | 2056-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                                                                       | CUSIP: 21H042620<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      25000 | PA      | $24409.22     | 0.00%             | 2056-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                                                                       | CUSIP: 21H050623<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     800000 | PA      | $799809.72    | 0.14%             | 2056-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                                                                       | CUSIP: 21H050631<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     950000 | PA      | $948104.12    | 0.16%             | 2055-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                                                                       | CUSIP: 21H052629<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3575000 | PA      | $3614049.44   | 0.63%             | 2056-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                                                                       | CUSIP: 21H052637<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1750000 | PA      | $1766790.88   | 0.31%             | 2056-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Corporation Service Company                       | Corporation Service Company Term Loan B                                                                                          | CUSIP: 22006VAL3<br>LEI: 549300NOPSIMGJNT8J31 | Long             | LON              | CORP              | US        |     122067 | PA      | $121037.18    | 0.02%             | 2029-11-02      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Cotiviti Corporation                              | Cotiviti Corporation 2025 2nd Amendment Term Loan                                                                                | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     199000 | PA      | $183677.00    | 0.03%             | 2032-03-26      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                  | Credit Acceptance Corp                                                                                                           | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $31436.13     | 0.01%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                | CrossCountry Intermediate HoldCo LLC                                                                                             | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     953000 | PA      | $967285.47    | 0.17%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                | CrossCountry Intermediate HoldCo LLC                                                                                             | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3633000 | PA      | $3662868.96   | 0.64%             | 2032-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CYBERARK SOFTWARE LTD                             | CyberArk Software Ltd                                                                                                            | CUSIP: 23248VAC9<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |     200000 | PA      | $210500.00    | 0.04%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CYTOKINETICS INC                                  | Cytokinetics Inc                                                                                                                 | CUSIP: 23282WAC4<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |     210000 | PA      | $301218.75    | 0.05%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CYTOKINETICS INC                                  | Cytokinetics Inc                                                                                                                 | CUSIP: 23282WAD2<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |     325000 | PA      | $410109.38    | 0.07%             | 2031-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                     | DTE Energy Co                                                                                                                    | CUSIP: 233331792<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |       5725 | NS      | $141980.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DATADOG INC                                       | Datadog Inc                                                                                                                      | CUSIP: 23804LAD5<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |    1140000 | PA      | $1121190.00   | 0.19%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DAYFORCE INC                                      | DAYFORCE INC 2025 TERM LOAN                                                                                                      | CUSIP: 23923YAB7<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |     250000 | PA      | $242500.00    | 0.04%             | 2032-08-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                      | DC Trust 2024-HLTN                                                                                                               | CUSIP: 24022FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $199011.32    | 0.03%             | 2040-04-13      | Variable      | 8.48%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                      | DC Trust 2024-HLTN                                                                                                               | CUSIP: 24022FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      85000 | PA      | $84730.56     | 0.01%             | 2040-04-13      | Variable      | 10.31%                | No            |                  2 | On Loan: No      |
| DELUXE CORP                                       | Deluxe Corp                                                                                                                      | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     303000 | PA      | $317935.17    | 0.06%             | 2029-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                            | Diamondback Energy Inc                                                                                                           | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      14000 | PA      | $10985.69     | 0.00%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                            | Diamondback Energy Inc                                                                                                           | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19103.71     | 0.00%             | 2064-04-18      | Fixed         | 5.90%                 | 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        |     253000 | PA      | $260612.52    | 0.05%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                               | Dominion Energy Inc                                                                                                              | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     241000 | PA      | $239269.98    | 0.04%             | 2027-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                               | Dominion Energy Inc                                                                                                              | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     150000 | PA      | $156216.21    | 0.03%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                               | Dominion Energy Inc                                                                                                              | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10813.62     | 0.00%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                               | Dominion Energy Inc                                                                                                              | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40498.50     | 0.01%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DOORDASH INC                                      | DoorDash Inc                                                                                                                     | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |    1061000 | PA      | $1061530.50   | 0.18%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED BRL / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |          1 | NC      | $15295.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | PURCHASED BRL / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |          1 | NC      | $2764.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED INR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | IN        |          1 | NC      | $-1054.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED KRW / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | KR        |          1 | NC      | $3124.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED USD / SOLD CLP                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-16586.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $2394.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED HUF / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | HU        |          1 | NC      | $2679.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED PEN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |          1 | NC      | $1602.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | PURCHASED USD / SOLD NZD                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-5546.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED USD / SOLD MXN                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-42209.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | PURCHASED USD / SOLD SGD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-5489.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | PURCHASED CNH / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CN        |          1 | NC      | $3447.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED USD / SOLD AUD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-3446.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | PURCHASED THB / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |          1 | NC      | $6958.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                             | PURCHASED USD / SOLD CAD                                                                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |          1 | NC      | $-1751.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |          1 | NC      | $3557.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                              | PURCHASED ZAR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | ZA        |          1 | NC      | $23200.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                | PURCHASED PLN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | PL        |          1 | NC      | $22401.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                | PURCHASED IDR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ID        |          1 | NC      | $-2254.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                | PURCHASED CZK / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CZ        |          1 | NC      | $2950.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED RSD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | RS        |          1 | NC      | $733.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                | PURCHASED USD / SOLD COP                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-9918.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                | PURCHASED USD / SOLD RON                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-9297.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                | PURCHASED BRL / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | BR        |          1 | NC      | $36229.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                | PURCHASED USD / SOLD BRL                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-23340.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED USD / SOLD UYU                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-844.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | PURCHASED ARS / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AR        |          1 | NC      | $668.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | PURCHASED MYR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MY        |          1 | NC      | $6514.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | PURCHASED USD / SOLD THB                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-178.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED MYR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | MY        |          1 | NC      | $1854.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED USD / SOLD COP                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-6135.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                | PURCHASED EGP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | EG        |          1 | NC      | $5179.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                | PURCHASED EGP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | EG        |          1 | NC      | $3543.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |          1 | NC      | $2670.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |          1 | NC      | $14447.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                | PURCHASED NGN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | NG        |          1 | NC      | $3763.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                | PURCHASED NGN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | NG        |          1 | NC      | $3302.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-136941.51   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                | PURCHASED USD / SOLD HUF                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-1427.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $567.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED USD / SOLD IDR                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $103.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED USD / SOLD INR                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $583.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED USD / SOLD KRW                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-1483.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED SGD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | SG        |          1 | NC      | $1274.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | PURCHASED USD / SOLD COP                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-4113.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                | PURCHASED USD / SOLD CZK                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-480.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                               | PURCHASED RON / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | RO        |          1 | NC      | $541.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $514.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                               | PURCHASED CNH / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CN        |          1 | NC      | $593.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED MXN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |          1 | NC      | $6046.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED USD / SOLD INR                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $952.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | PURCHASED THB / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |          1 | NC      | $-17.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED USD / SOLD INR                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $571.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED INR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | IN        |          1 | NC      | $-1454.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED USD / SOLD INR                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $280.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED SGD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SG        |          1 | NC      | $580.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | PURCHASED CNH / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CN        |          1 | NC      | $881.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED USD / SOLD MXN                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-4494.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | PURCHASED USD / SOLD TRY                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-8901.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TR        |          1 | NC      | $10338.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-1323.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                               | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | XX        |          1 | NC      | $974.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED USD / SOLD GBP                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-13129.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-6291.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                               | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | XX        |          1 | NC      | $1309.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-3744.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED CLP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CL        |          1 | NC      | $4057.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED BRL / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |          1 | NC      | $1097.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED USD / SOLD BRL                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-6945.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED MXN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |          1 | NC      | $2985.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED USD / SOLD INR                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $1933.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED USD / SOLD ZAR                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-249.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | PURCHASED USD / SOLD THB                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-91.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | PURCHASED SGD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SG        |          1 | NC      | $585.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED USD / SOLD IDR                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $44.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED USD / SOLD MXN                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-1194.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                | PURCHASED INR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IN        |          1 | NC      | $-4241.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED USD / SOLD CZK                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-1665.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED USD / SOLD CZK                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-636.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $526.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED ZAR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ZA        |          1 | NC      | $1081.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED KRW / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KR        |          1 | NC      | $549.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                               | PURCHASED USD / SOLD MXN                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-13394.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                | PURCHASED IDR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ID        |          1 | NC      | $-270.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED USD / SOLD PLN                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-1232.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | PURCHASED USD / SOLD HUF                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-2157.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | PURCHASED USD / SOLD RON                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-3445.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED USD / SOLD ZAR                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-1344.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | PURCHASED USD / SOLD CZK                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-2457.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                               | PURCHASED USD / SOLD MXN                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-6356.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED USD / SOLD BRL                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-11610.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                             | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |          1 | NC      | $-20284.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED NGN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NG        |          1 | NC      | $1216.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED EGP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |          1 | NC      | $726.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KZ        |          1 | NC      | $2132.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED NGN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NG        |          1 | NC      | $1088.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED EGP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |          1 | NC      | $1347.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED USD / SOLD PEN                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-128.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED USD / SOLD UYU                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-255.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | PURCHASED ARS / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AR        |          1 | NC      | $473.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                | PURCHASED USD / SOLD CLP                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-2823.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                               | PURCHASED USD / SOLD MXN                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-5453.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED USD / SOLD INR                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $1527.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $2809.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED INR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | IN        |          1 | NC      | $-6524.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED KRW / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | KR        |          1 | NC      | $909.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED CLP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CL        |          1 | NC      | $2363.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED USD / SOLD ZAR                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-6885.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED USD / SOLD INR                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $3966.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED PEN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PE        |          1 | NC      | $419.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | PURCHASED COP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CO        |          1 | NC      | $6216.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | PURCHASED CNH / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CN        |          1 | NC      | $1137.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | PURCHASED ZAR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | ZA        |          1 | NC      | $14222.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | PURCHASED BRL / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |          1 | NC      | $17880.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | PURCHASED USD / SOLD CAD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-400.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | PURCHASED USD / SOLD AUD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-1174.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                               | PURCHASED CZK / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | CZ        |          1 | NC      | $2428.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                | PURCHASED HUF / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | HU        |          1 | NC      | $1201.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | PURCHASED PLN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |          1 | NC      | $4756.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED USD / SOLD SGD                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-676.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $984.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                               | PURCHASED THB / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | TH        |          1 | NC      | $-237.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                | PURCHASED RON / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | RO        |          1 | NC      | $1845.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED USD / SOLD NZD                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-1909.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                | PURCHASED MXN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |          1 | NC      | $14468.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED USD / SOLD BRL                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-6635.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED AUD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |          1 | NC      | $1757.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED CAD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |          1 | NC      | $432.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED NZD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NZ        |          1 | NC      | $1343.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED USD / SOLD COP                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-10279.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | PURCHASED USD / SOLD MYR                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-8547.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | PURCHASED MYR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | MY        |          1 | NC      | $10357.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | PURCHASED USD / SOLD THB                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $1063.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | PURCHASED USD / SOLD IDR                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-314.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |          1 | NC      | $992.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                              | PURCHASED USD / SOLD HUF                                                                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $-2786.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED INR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | IN        |          1 | NC      | $-1882.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |          1 | NC      | $969.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED USD / SOLD KRW                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-1322.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED USD / SOLD INR                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $1685.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-519.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED SGD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |          1 | NC      | $645.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED CZK / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CZ        |          1 | NC      | $312.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | PURCHASED USD / SOLD CAD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-328.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | PURCHASED USD / SOLD NZD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-1353.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-673.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD AUD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-1521.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED RON / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | RO        |          1 | NC      | $237.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED IDR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ID        |          1 | NC      | $-312.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED CZK / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CZ        |          1 | NC      | $148.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED USD / SOLD BRL                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-442.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                | PURCHASED INR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IN        |          1 | NC      | $-1810.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-992.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | PURCHASED HUF / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |          1 | NC      | $514.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED COP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CO        |          1 | NC      | $1006.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dragon Buyer, Inc                                 | Dragon Buyer Inc Term Loan B                                                                                                     | CUSIP: 26143FAB5<br>LEI: 2549006V6EIUFGF2Y127 | Long             | LON              | CORP              | US        |     198000 | PA      | $194412.24    | 0.03%             | 2031-09-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| DYCOM INVESTMENTS INC                             | DYCOM INVESTMENTS INC 2026 TERM LOAN B                                                                                           | CUSIP: 26747FAV1<br>LEI: 549300F56EKTHQI3WT60 | Long             | LON              | CORP              | US        |     100000 | PA      | $100188.00    | 0.02%             | 2033-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ECAF LTD                                          | ECAF I Ltd                                                                                                                       | CUSIP: 26827EAC9<br>LEI: 635400SSRNQERTYCWK57 | Long             | ABS-O            | CORP              | KY        |     144282 | PA      | $133821.65    | 0.02%             | 2040-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                 | EMRLD Borrower LP Term Loan B                                                                                                    | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |     178231 | PA      | $177943.84    | 0.03%             | 2030-05-31      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                 | EMRLD Borrower LP 2024 Term Loan B                                                                                               | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |      98754 | PA      | $98569.07     | 0.02%             | 2031-08-04      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                                  | EOC Borrower LLC Term Loan B                                                                                                     | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      99500 | PA      | $99425.38     | 0.02%             | 2032-03-24      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED BRL / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | BR        |          1 | NC      | $581.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-1892.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED USD / SOLD HUF                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-1588.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |          1 | NC      | $2761.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED USD / SOLD COP                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-2312.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED PEN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | PE        |          1 | NC      | $37.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-3454.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED CLP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CL        |          1 | NC      | $4810.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED PLN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PL        |          1 | NC      | $160.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                | PURCHASED MXN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |          1 | NC      | $227.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED USD / SOLD IDR                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $10.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD CAD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-1621.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD ZAR                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-137.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED AUD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |          1 | NC      | $4029.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-4240.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |          1 | NC      | $174.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED USD / SOLD CZK                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-1592.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-4478.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-3677.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-3627.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-3558.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-1112.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                               | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | XX        |          1 | NC      | $1863.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                               | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | XX        |          1 | NC      | $1826.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-3646.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED CNH / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CN        |          1 | NC      | $414.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED USD / SOLD ZAR                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-3081.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED USD / SOLD ZAR                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-1073.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-5769.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-4052.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | PURCHASED USD / SOLD MXN                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-5333.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED KRW / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | KR        |          1 | NC      | $296.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED USD / SOLD SGD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-452.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED BRL / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |          1 | NC      | $1082.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-1762.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED USD / SOLD GBP                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-2138.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-96.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED USD / SOLD MXN                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-305.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED USD / SOLD CNH                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-96.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-1927.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $2094.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-392.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED USD / SOLD CNH                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-292.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED USD / SOLD GBP                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-6963.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-1177.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED RON / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | RO        |          1 | NC      | $4527.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-3690.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED PEN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PE        |          1 | NC      | $372.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | PURCHASED USD / SOLD ZAR                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-1828.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                    | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | N/A              | DFE              |  | XX        |          1 | NC      | $9255.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED USD / SOLD ZAR                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-19.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $1764.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED USD / SOLD CZK                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-1468.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED DOP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | DO        |          1 | NC      | $48.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | PURCHASED CNH / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CN        |          1 | NC      | $238.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED USD / SOLD GBP                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-7243.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED USD / SOLD ZAR                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-20.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                               | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | US        |          1 | NC      | $-8466.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED USD / SOLD CZK                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-7122.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                               | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | US        |          1 | NC      | $-46202.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED KRW / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | KR        |          1 | NC      | $1091.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED USD / SOLD SGD                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-636.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED IDR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ID        |          1 | NC      | $2899.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-2232.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED USD / SOLD INR                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $2178.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                | PURCHASED MXN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |          1 | NC      | $17846.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $1422.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | PURCHASED THB / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |          1 | NC      | $-3683.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED USD / SOLD CAD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-1803.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED ZAR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |          1 | NC      | $9731.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | PURCHASED USD / SOLD PLN                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-2286.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED USD / SOLD NZD                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-2973.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED PLN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PL        |          1 | NC      | $9569.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED CLP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CL        |          1 | NC      | $2898.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | PURCHASED BRL / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |          1 | NC      | $12359.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED INR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |          1 | NC      | $-10363.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED PEN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | PE        |          1 | NC      | $294.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | PURCHASED HUF / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |          1 | NC      | $638.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED RON / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | RO        |          1 | NC      | $3379.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                | PURCHASED CZK / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CZ        |          1 | NC      | $5334.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED CNH / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |          1 | NC      | $329.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED EGP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |          1 | NC      | $606.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KZ        |          1 | NC      | $1875.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED NGN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NG        |          1 | NC      | $860.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KZ        |          1 | NC      | $494.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED RSD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | RS        |          1 | NC      | $501.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | PURCHASED USD / SOLD ZAR                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-6611.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |          1 | NC      | $548.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                               | PURCHASED USD / SOLD RON                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-4392.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED USD / SOLD CLP                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-1494.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED USD / SOLD CLP                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-2231.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED USD / SOLD PEN                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-96.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED EGP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |          1 | NC      | $332.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED USD / SOLD CLP                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-1682.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED USD / SOLD MXN                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-28363.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED ARS / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AR        |          1 | NC      | $-4428.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED USD / SOLD BRL                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-7779.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED USD / SOLD ZAR                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-10.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-1897.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                    | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | N/A              | DFE              |  | US        |          1 | NC      | $-48041.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                | PURCHASED INR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IN        |          1 | NC      | $-502.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                | PURCHASED USD / SOLD IDR                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-904.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | PURCHASED USD / SOLD THB                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-137.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                | PURCHASED USD / SOLD CNH                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-352.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED USD / SOLD CNH                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-92.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED MYR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | MY        |          1 | NC      | $1873.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED COP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CO        |          1 | NC      | $2577.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED COP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CO        |          1 | NC      | $783.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | PURCHASED COP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CO        |          1 | NC      | $723.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                | PURCHASED CLP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CL        |          1 | NC      | $7672.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED USD / SOLD PHP                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-1319.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-2428.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED ARS / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AR        |          1 | NC      | $-4046.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED USD / SOLD COP                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-2190.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED USD / SOLD INR                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $3435.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-2515.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-1525.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED ZAR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ZA        |          1 | NC      | $1263.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $1547.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED HUF / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |          1 | NC      | $4084.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED USD / SOLD CZK                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-3749.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED USD / SOLD IDR                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-641.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED CNH / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |          1 | NC      | $216.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                | PURCHASED USD / SOLD INR                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $1495.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $4740.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED USD / SOLD PLN                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-3005.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-1348.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED HUF / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |          1 | NC      | $5096.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED USD / SOLD PLN                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-901.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | PURCHASED NZD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |          1 | NC      | $4124.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED USD / SOLD ZAR                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-2214.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TR        |          1 | NC      | $92.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                              | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $-2006.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED ZAR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |          1 | NC      | $4531.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-1064.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-1373.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED USD / SOLD GBP                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-3305.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED HUF / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | HU        |          1 | NC      | $4064.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD CZK                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-1781.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |          1 | NC      | $1205.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED USD / SOLD TRY                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $16.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-1582.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED USD / SOLD MXN                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-379.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                              | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |          1 | NC      | $-1634.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $1636.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED USD / SOLD HUF                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-4063.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED INR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | IN        |          1 | NC      | $-21.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-1644.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED MYR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | MY        |          1 | NC      | $298.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED RON / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | RO        |          1 | NC      | $1898.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |          1 | NC      | $1340.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED USD / SOLD CZK                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-2639.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                               | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | US        |          1 | NC      | $-1511.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $163.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED PEN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |          1 | NC      | $-251.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | PURCHASED MXN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MX        |          1 | NC      | $-167.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                | PURCHASED EUR / SOLD GBP                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |          1 | NC      | $-592.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-56145.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-26130.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | PURCHASED GBP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |          1 | NC      | $4.96         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | PURCHASED USD / SOLD GBP                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-7191.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED USD / SOLD HKD                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $399.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED CNH / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CN        |          1 | NC      | $8.13         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | PURCHASED HUF / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HU        |          1 | NC      | $766.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-502.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED PLN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | PL        |          1 | NC      | $686.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED USD / SOLD MXN                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-126.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED PHP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | PH        |          1 | NC      | $150.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                    | PURCHASED IDR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ID        |          1 | NC      | $-492.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |          1 | NC      | $-452.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $731.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED COP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |          1 | NC      | $206.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | PURCHASED USD / SOLD HUF                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $1316.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED USD / SOLD CNH                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $0.60         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-52.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED THB / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TH        |          1 | NC      | $-2094.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED USD / SOLD KZT                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-145.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED USD / SOLD KZT                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $146.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED USD / SOLD ZAR                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $14.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                            | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $1597.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $1212.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED BRL / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |          1 | NC      | $33.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | PURCHASED CAD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |          1 | NC      | $71.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $553.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |          1 | NC      | $-77.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                | PURCHASED COP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CO        |          1 | NC      | $-238.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED USD / SOLD GBP                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $456.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED USD / SOLD KRW                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $422.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | PURCHASED CAD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |          1 | NC      | $-202.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED PEN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | PE        |          1 | NC      | $-283.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED BRL / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |          1 | NC      | $-299.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED USD / SOLD GBP                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $519.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED USD / SOLD ARS                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $904.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED ARS / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AR        |          1 | NC      | $-4428.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                | PURCHASED MXN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |          1 | NC      | $-398.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED GBP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |          1 | NC      | $-1136.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $1518.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | PURCHASED ZAR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |          1 | NC      | $-1890.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED USD / SOLD GBP                                                                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $669.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                     | EchoStar Corp                                                                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     169000 | PA      | $171997.72    | 0.03%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                              | Edison International                                                                                                             | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    1418000 | PA      | $1467460.12   | 0.25%             | 2053-06-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                              | Edison International                                                                                                             | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     261000 | PA      | $271843.51    | 0.05%             | 2054-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 20 Ltd                                | Elmwood CLO 20 Ltd                                                                                                               | CUSIP: 29002BAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1300000 | PA      | $1300000.00   | 0.23%             | 2039-01-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| EMERA INC                                         | Emera Inc                                                                                                                        | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |     442000 | PA      | $445019.30    | 0.08%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                      | Enbridge Inc                                                                                                                     | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     344000 | PA      | $348193.70    | 0.06%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                      | Enbridge Inc                                                                                                                     | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     188000 | PA      | $215133.48    | 0.04%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                      | Enbridge Inc                                                                                                                     | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     345000 | PA      | $367693.41    | 0.06%             | 2054-06-27      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                                                                               | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     124000 | PA      | $132505.28    | 0.02%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                                                                               | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      96000 | PA      | $96004.61     | 0.02%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| ENPHASE ENERGY INC                                | Enphase Energy Inc                                                                                                               | CUSIP: 29355AAK3<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |     729000 | PA      | $646987.50    | 0.11%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ensemble RCM LLC                                  | Ensemble RCM LLC 2024 Term Loan B                                                                                                | CUSIP: 29359BAE1<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |      99242 | PA      | $98312.51     | 0.02%             | 2029-08-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                                  | Enstar Group Ltd                                                                                                                 | CUSIP: 29359U109<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EP               | CORP              | BM        |      13179 | NS      | $316296.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Fleet Financing LLC                    | Enterprise Fleet Financing 2024-3 LLC                                                                                            | CUSIP: 29375QAD0<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |     630000 | PA      | $644077.60    | 0.11%             | 2031-03-20      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC                                 | EUSHI Finance Inc                                                                                                                | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     338000 | PA      | $355504.01    | 0.06%             | 2054-12-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2025-1                                                                                       | CUSIP: 30167MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1145000 | PA      | $1146504.64   | 0.20%             | 2028-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust        | Exeter Select Automobile Receivables Trust 2025-2                                                                                | CUSIP: 30185EAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     180000 | PA      | $176507.68    | 0.03%             | 2033-02-15      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                       | Extended Stay America Trust 2025-ESH                                                                                             | CUSIP: 30227TAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     745000 | PA      | $754312.50    | 0.13%             | 2042-10-15      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                       | Extended Stay America Trust 2026-ESH2                                                                                            | CUSIP: 30227WAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     645000 | PA      | $651450.00    | 0.11%             | 2043-02-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| EZCORP INC                                        | EZCORP Inc                                                                                                                       | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |     464000 | PA      | $494286.67    | 0.09%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                | FS Luxembourg Sarl                                                                                                               | CUSIP: 30315XAD6<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |     495000 | PA      | $511265.70    | 0.09%             | 2033-06-25      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                | FS Luxembourg Sarl                                                                                                               | CUSIP: 30315XAE4<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |     550000 | PA      | $538545.74    | 0.09%             | 2036-02-11      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                                         | CUSIP: 30711XBQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24347 | PA      | $24499.72     | 0.00%             | 2028-08-25      | Floating      | 15.56%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                                                 | CUSIP: 3132CX2T8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     702306 | PA      | $719165.22    | 0.12%             | 2040-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                                                 | CUSIP: 3132CXPE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     294098 | PA      | $297525.21    | 0.05%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                                                | CUSIP: 3136BBVK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     211858 | PA      | $42970.62     | 0.01%             | 2050-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                                                | CUSIP: 3136BTYR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     377446 | PA      | $377925.42    | 0.07%             | 2051-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                              | Federal Realty OP LP                                                                                                             | CUSIP: 313747BD8<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |    1000000 | PA      | $1007500.00   | 0.18%             | 2029-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                                  | CUSIP: 3140W1FP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     388811 | PA      | $397464.31    | 0.07%             | 2039-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                                                 | CUSIP: 3142J6CN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3244932 | PA      | $3291473.21   | 0.57%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ADM ELEKTRIK DAGITIM AS                           | ADM Elektrik Dagitim AS                                                                                                          | CUSIP: 326026317<br>LEI: 984500CB836F7EC9CF60 | Long             | DBT              | CORP              | TR        |     830000 | PA      | $826233.58    | 0.14%             | 2031-02-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| First Student Bidco Inc                           | First Student Bidco Inc 2025 Term Loan B                                                                                         | CUSIP: 33718FAN0<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |     156329 | PA      | $156037.01    | 0.03%             | 2030-08-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| First Student Bidco Inc                           | First Student Bidco Inc 2025 Term Loan C                                                                                         | CUSIP: 33718FAP5<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |      28604 | PA      | $28525.72     | 0.00%             | 2030-08-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Flynn Restaurant Group LP                         | Flynn Restaurant Group LP 2025 Incremental Term Loan                                                                             | CUSIP: 34410JAG6<br>LEI: 5493008VE8TQONGO3817 | Long             | LON              | CORP              | US        |     308023 | PA      | $307715.22    | 0.05%             | 2032-01-28      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                      | Focus Financial Partners LLC 2025 Incremental Term Loan B                                                                        | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |     405000 | PA      | $402193.35    | 0.07%             | 2031-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                | Ford Motor Co                                                                                                                    | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      25000 | PA      | $22208.26     | 0.00%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc                      | Fortress Intermediate 3 Inc 2025 Term Loan B                                                                                     | CUSIP: 34966LAD6<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |     241378 | PA      | $236550.43    | 0.04%             | 2031-06-27      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                             | Foundry JV Holdco LLC                                                                                                            | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     200000 | PA      | $214092.03    | 0.04%             | 2038-01-25      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                | Freddie Mac Mscr Trust Mn3                                                                                                       | CUSIP: 35563GAC3<br>LEI: 549300FK6HM4FW58SP67 | Long             | ABS-MBS          | USGSE             | US        |    1025000 | PA      | $1085177.14   | 0.19%             | 2051-11-25      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                | Freddie Mac Mscr Trust Mn8                                                                                                       | CUSIP: 35563RAB1<br>LEI: 529900XKEN78GROIG538 | Long             | ABS-MBS          | USGSE             | US        |     125000 | PA      | $130223.59    | 0.02%             | 2044-05-25      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-DNA6                                                                                          | CUSIP: 35564KLU1<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | USGSE             | US        |      55000 | PA      | $55962.50     | 0.01%             | 2041-10-25      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-DNA7                                                                                          | CUSIP: 35564KNE5<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |     710000 | PA      | $745279.90    | 0.13%             | 2041-11-25      | Floating      | 11.50%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2022-DNA1                                                                                          | CUSIP: 35564KQZ5<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | USGSE             | US        |     880000 | PA      | $922237.80    | 0.16%             | 2042-01-25      | Floating      | 10.80%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2020-HQA2                                                                                          | CUSIP: 35565LBE5<br>LEI: 5493000ITBJ4KEFYWF83 | Long             | ABS-MBS          | USGSE             | US        |    1480000 | PA      | $1788648.82   | 0.31%             | 2050-03-25      | Floating      | 11.41%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2020-DNA5                                                                                          | CUSIP: 35566ABE8<br>LEI: 5493000ITF7RKPWPZQ19 | Long             | ABS-MBS          | USGSE             | US        |    2030000 | PA      | $2821589.57   | 0.49%             | 2050-10-25      | Floating      | 15.20%                | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                | Freddie Mac Mscr Trust Mn6                                                                                                       | CUSIP: 355920AB5<br>LEI: 5493000F3M25G6705C67 | Long             | ABS-MBS          | USGSE             | US        |     250000 | PA      | $287033.03    | 0.05%             | 2043-05-25      | Floating      | 12.95%                | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                             | Freedom Mortgage Corp                                                                                                            | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     698000 | PA      | $769460.54    | 0.13%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                             | Freedom Mortgage Holdings LLC                                                                                                    | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     226000 | PA      | $238942.57    | 0.04%             | 2031-05-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                             | Freedom Mortgage Holdings LLC                                                                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    1305000 | PA      | $1365134.40   | 0.24%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                             | Freedom Mortgage Holdings LLC                                                                                                    | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     207000 | PA      | $211147.66    | 0.04%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                             | Freedom Mortgage Holdings LLC                                                                                                    | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     296000 | PA      | $293742.79    | 0.05%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                                               | CUSIP: 36179VZR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      31402 | PA      | $27226.74     | 0.00%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                                               | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2718596 | PA      | $2356195.38   | 0.41%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Corp Trust 2012-BWTR                                                                                      | CUSIP: 36192RAA0<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |     117947 | PA      | $104855.11    | 0.02%             | 2034-11-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2015-GC28                                                                                           | CUSIP: 36251FAG1<br>LEI: 5493002EPQ51IPGGFX73 | Long             | ABS-MBS          | CORP              | US        |      52661 | PA      | $50422.58     | 0.01%             | 2048-02-10      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2016-GS2                                                                                            | CUSIP: 36252TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     550260 | PA      | $478834.27    | 0.08%             | 2049-05-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Corp II                                                                                                   | CUSIP: 36269JAJ7<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |     215000 | PA      | $222461.08    | 0.04%             | 2041-03-10      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| GDZ ELEKTRIK DAGITIM AS                           | GDZ Elektrik Dagitim AS                                                                                                          | CUSIP: 36270TAA1<br>LEI: 984500B63B5766038A64 | Long             | DBT              | CORP              | TR        |    1476000 | PA      | $1475949.90   | 0.26%             | 2029-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr | GM Financial Consumer Automobile Receivables Trust 2025-1                                                                        | CUSIP: 362955AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     205000 | PA      | $208875.48    | 0.04%             | 2030-08-16      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr | GM Financial Consumer Automobile Receivables Trust 2026-1                                                                        | CUSIP: 362970AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     980000 | PA      | $980255.29    | 0.17%             | 2029-03-16      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                    | Galaxy XXII CLO Ltd                                                                                                              | CUSIP: 36321AAR4<br>LEI: 54930022KENWLYJ8SJ86 | Long             | ABS-CBDO         | CORP              | KY        |     450000 | PA      | $450627.75    | 0.08%             | 2034-04-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO                             | GC Treasury Center Co Ltd                                                                                                        | CUSIP: 36830AAB3<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |     200000 | PA      | $201987.84    | 0.04%             | 2030-09-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO                             | GC Treasury Center Co Ltd                                                                                                        | CUSIP: 36830AAD9<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |     400000 | PA      | $410443.96    | 0.07%             | 2035-03-10      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                                                                  | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     350000 | PA      | $351712.95    | 0.06%             | 2030-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| GENMAB A/S/GENMAB FIN                             | GENMAB A/S/GENMAB FINANCE LLC                                                                                                    | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |     200000 | PA      | $205007.58    | 0.04%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENMAB AS                                         | Genmab AS Term Loan B                                                                                                            | CUSIP: 37231EAB8<br>LEI: 529900MTJPDPE4MHJ122 | Long             | LON              | CORP              | DK        |     150000 | PA      | $150481.50    | 0.03%             | 2032-12-13      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                                                                             | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      50000 | PA      | $46012.50     | 0.01%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                                                                             | CUSIP: 378272BC1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      28000 | PA      | $20984.21     | 0.00%             | 2051-04-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                                                                                              | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     208000 | PA      | $183976.00    | 0.03%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                            | Global Atlantic Fin Co                                                                                                           | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |     254000 | PA      | $262541.77    | 0.05%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                            | Global Atlantic Fin Co                                                                                                           | CUSIP: 37959GAH0<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |     352000 | PA      | $354886.40    | 0.06%             | 2056-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Gloves Buyer Inc                                  | Gloves Buyer Inc 2025 Term Loan                                                                                                  | CUSIP: 37987UAG7<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |      99750 | PA      | $99043.77     | 0.02%             | 2032-05-21      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company LLC                    | Go Daddy Operating Company LLC 2024 Term Loan B8                                                                                 | CUSIP: 38017BAX4<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |     139182 | PA      | $138295.44    | 0.02%             | 2029-11-09      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                   | Goat Holdco LLC                                                                                                                  | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $20540.46     | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                        | goeasy Ltd                                                                                                                       | CUSIP: 380355AM9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     160000 | PA      | $152170.64    | 0.03%             | 2030-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                        | goeasy Ltd                                                                                                                       | CUSIP: 380355AN7<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     311000 | PA      | $300063.53    | 0.05%             | 2030-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                        | goeasy Ltd                                                                                                                       | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    1681000 | PA      | $1580078.31   | 0.27%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Golden State Food LLC                             | Golden State Food LLC Term Loan B                                                                                                | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      98752 | PA      | $98839.39     | 0.02%             | 2031-12-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                                                                      | CUSIP: 38141GA38<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     163000 | PA      | $172412.06    | 0.03%             | 2029-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                                                                      | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      93000 | PA      | $92164.51     | 0.02%             | 2026-08-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GOLOMT BANK OF MONGOLIA                           | Golomt Bank                                                                                                                      | CUSIP: 381930AA4<br>LEI: 549300QLH7BRA4EIZO16 | Long             | DBT              | CORP              | MN        |     400000 | PA      | $415506.04    | 0.07%             | 2027-05-20      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| GREAT CAN GAMING/RAPTOR                           | Great Canadian Gaming Corp/Raptor LLC                                                                                            | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | XX        |     194000 | PA      | $197280.93    | 0.03%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                | Grupo Televisa SAB                                                                                                               | CUSIP: 40049JBA4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    1060000 | PA      | $738736.89    | 0.13%             | 2045-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gryphon Acquire Newco, LLC                        | Gryphon Acquire Newco LLC Term Loan B                                                                                            | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     100000 | PA      | $99469.00     | 0.02%             | 2032-09-13      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                            | Guidewire Software Inc                                                                                                           | CUSIP: 40171VAC4<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |     722000 | PA      | $698174.00    | 0.12%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Core & Main LP                                    | Core & Main LP 2024 Term Loan E                                                                                                  | CUSIP: 40416VAH8<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |      98750 | PA      | $98626.56     | 0.02%             | 2031-02-09      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                                                                                | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     425000 | PA      | $426796.58    | 0.07%             | 2031-11-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                     | HTL Commercial Mortgage Trust 2024-T53                                                                                           | CUSIP: 404300AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     255000 | PA      | $260855.95    | 0.05%             | 2039-05-10      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                     | HTL Commercial Mortgage Trust 2024-T53                                                                                           | CUSIP: 404300AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     745000 | PA      | $768597.65    | 0.13%             | 2039-05-10      | Variable      | 10.26%                | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                     | HTL Commercial Mortgage Trust 2024-T53                                                                                           | CUSIP: 404300AL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $102993.70    | 0.02%             | 2039-05-10      | Variable      | 11.93%                | No            |                  2 | On Loan: No      |
| HIH Trust                                         | HIH Trust 2024-61P                                                                                                               | CUSIP: 40444VAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     102438 | PA      | $103046.53    | 0.02%             | 2041-10-15      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                               | HINNT 2024-A LLC                                                                                                                 | CUSIP: 40472QAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      22447 | PA      | $22055.38     | 0.00%             | 2043-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Hanger Inc                                        | Hanger Inc 2024 Term Loan B                                                                                                      | CUSIP: 41043BAH1<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |     101118 | PA      | $101286.87    | 0.02%             | 2031-10-23      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Hanger Inc                                        | Hanger Inc 2024 Delayed Draw Term Loan                                                                                           | CUSIP: 41043BAJ7<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |      13089 | PA      | $13110.54     | 0.00%             | 2031-10-23      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                            | HA Sustainable Infrastructure Capital Inc                                                                                        | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     423000 | PA      | $443727.00    | 0.08%             | 2056-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                            | HAT Holdings I LLC / HAT Holdings II LLC                                                                                         | CUSIP: 418751AJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     848000 | PA      | $1148531.20   | 0.20%             | 2028-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hayward Industries Inc                            | Hayward Industries Inc 2021 Term Loan                                                                                            | CUSIP: 421300AL8<br>LEI: 549300NV8ZMMEDUHQ091 | Long             | LON              | CORP              | US        |     190280 | PA      | $190966.99    | 0.03%             | 2028-05-30      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Herschend Entertainment Company, LLC              | Herschend Entertainment Company, LLC 2026 Term Loan B                                                                            | CUSIP: 42778EAH4<br>LEI: 54930087KQ7RPDXK0716 | Long             | LON              | CORP              | US        |     400000 | PA      | $400700.00    | 0.07%             | 2032-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                       | Hertz Vehicle Financing LLC                                                                                                      | CUSIP: 42806MAR0<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $246985.30    | 0.04%             | 2028-06-26      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                       | Hertz Vehicle Financing LLC                                                                                                      | CUSIP: 42806MBQ1<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |     358000 | PA      | $360261.20    | 0.06%             | 2028-09-25      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                       | Hertz Vehicle Financing III LLC                                                                                                  | CUSIP: 42806MBV0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     216667 | PA      | $218355.89    | 0.04%             | 2027-06-25      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| HighTower Holdings LLC                            | HighTower Holdings LLC 2025 1st Lien Term Loan B                                                                                 | CUSIP: 43117LAP8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |     139300 | PA      | $138777.63    | 0.02%             | 2032-02-03      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                             | Hightower Holding LLC                                                                                                            | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |     280000 | PA      | $279615.17    | 0.05%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                       | Home Re 2026-1 Ltd                                                                                                               | CUSIP: 436956AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    1245000 | PA      | $1251598.75   | 0.22%             | 2036-01-25      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                       | Home Re 2026-1 Ltd                                                                                                               | CUSIP: 436956AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |     950000 | PA      | $953288.81    | 0.17%             | 2036-01-25      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                       | Home RE 2022-1 Ltd                                                                                                               | CUSIP: 43730GAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     117504 | PA      | $120748.61    | 0.02%             | 2034-10-25      | Floating      | 9.20%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                       | Home RE 2023-1 Ltd                                                                                                               | CUSIP: 43731BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     110604 | PA      | $112958.71    | 0.02%             | 2033-10-25      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance I Limited                | Horizon Aircraft Finance III Ltd                                                                                                 | CUSIP: 44040JAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     148214 | PA      | $138579.37    | 0.02%             | 2039-11-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                          | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC                                                    | CUSIP: 44287DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     800000 | PA      | $815149.60    | 0.14%             | 2032-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                         | HUB International Limited 2025 Term Loan B                                                                                       | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |     280046 | PA      | $279816.82    | 0.05%             | 2030-06-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                             | HUB International Ltd                                                                                                            | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      38000 | PA      | $37960.16     | 0.01%             | 2029-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                             | HUB International Ltd                                                                                                            | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      65000 | PA      | $68087.89     | 0.01%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                          | Hudson Pacific Properties LP                                                                                                     | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |     110000 | PA      | $105739.47    | 0.02%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                          | Hudson Pacific Properties LP                                                                                                     | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |     833000 | PA      | $763508.81    | 0.13%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| HUDSON PACIFIC PROPERTIE                          | Hudson Pacific Properties LP                                                                                                     | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    1570000 | PA      | $1331992.71   | 0.23%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| HUDSON PACIFIC PROPERTIE                          | Hudson Pacific Properties LP                                                                                                     | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |     623000 | PA      | $612420.84    | 0.11%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                                  | IRB Holding Corp 2025 Term Loan B                                                                                                | CUSIP: 44988LAM9<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |     198004 | PA      | $197871.03    | 0.03%             | 2030-12-16      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| IMMUNOCORE HOLDINGS                               | Immunocore Holdings PLC                                                                                                          | CUSIP: 45258DAB1<br>LEI: 213800IUE3DFS84BVN18 | Long             | DBT              | CORP              | GB        |     279000 | PA      | $250415.28    | 0.04%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                 | Imperial Fund Mortgage Trust 2022-NQM1                                                                                           | CUSIP: 452766AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     650000 | PA      | $515161.47    | 0.09%             | 2067-02-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                 | Imperial Fund Mortgage Trust 2021-NQM4                                                                                           | CUSIP: 45276JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     390000 | PA      | $317130.33    | 0.06%             | 2057-01-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                 | Imperial Fund Mortgage Trust 2022-NQM3                                                                                           | CUSIP: 45276KAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1150000 | PA      | $970132.99    | 0.17%             | 2067-05-25      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                      | MH Sub I LLC 2023 Term Loan                                                                                                      | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |      64838 | PA      | $58632.69     | 0.01%             | 2028-05-03      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                      | MH Sub I LLC 2024 Term Loan B4                                                                                                   | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |      43887 | PA      | $35822.81     | 0.01%             | 2031-12-31      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Installed Building Products Inc                   | Installed Building Products Inc 2024 1st Lien Term Loan B                                                                        | CUSIP: 45780YAZ9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | LON              | CORP              | US        |     110736 | PA      | $110805.99    | 0.02%             | 2031-03-28      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| INSULET CORPORATION                               | Insulet Corp                                                                                                                     | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     150000 | PA      | $156105.60    | 0.03%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Insulet Corporation                               | Insulet Corporation 2025 Term Loan                                                                                               | CUSIP: 45784QAF6<br>LEI: 549300TZTYD2PYN92D43 | Long             | LON              | CORP              | US        |      98454 | PA      | $98869.08     | 0.02%             | 2031-08-01      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                        | Intel Corp                                                                                                                       | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      16000 | PA      | $10423.17     | 0.00%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                        | Intel Corp                                                                                                                       | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     117000 | PA      | $109686.80    | 0.02%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INTEGER HOLDINGS CORP                             | Integer Holdings Corp                                                                                                            | CUSIP: 45826HAC3<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |     485000 | PA      | $461720.00    | 0.08%             | 2030-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                               | Intesa Sanpaolo SpA                                                                                                              | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     425000 | PA      | $407360.54    | 0.07%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                               | Intesa Sanpaolo SpA                                                                                                              | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     425000 | PA      | $504496.85    | 0.09%             | 2033-11-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                               | Intesa Sanpaolo SpA                                                                                                              | CUSIP: 46115HCF2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     200000 | PA      | $246027.07    | 0.04%             | 2053-11-28      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                   | Invesco CLO 2021-2 Ltd                                                                                                           | CUSIP: 46149MAE6<br>LEI: 54930008KRIBK4JIR608 | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1500018.00   | 0.26%             | 2034-07-15      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN                          | Ionis Pharmaceuticals Inc                                                                                                        | CUSIP: 462222AF7<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |     287000 | PA      | $470613.01    | 0.08%             | 2028-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN                          | Ionis Pharmaceuticals Inc                                                                                                        | CUSIP: 462222AG5<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |     717000 | PA      | $792348.84    | 0.14%             | 2030-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IREN LTD                                          | IREN Ltd                                                                                                                         | CUSIP: 46270CAE9<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |      65000 | PA      | $59962.50     | 0.01%             | 2031-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IREN LTD                                          | IREN Ltd                                                                                                                         | CUSIP: 46270CAJ8<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |     220000 | PA      | $269390.00    | 0.05%             | 2033-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ITTIHAD INT II LTD                                | Ittihad International II Ltd                                                                                                     | CUSIP: 46576EAA4<br>LEI: 254900N6645P4DHIXJ30 | Long             | DBT              | CORP              | KY        |     855000 | PA      | $886991.15    | 0.15%             | 2030-11-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                 | Ivanhoe Mines Ltd                                                                                                                | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |     215000 | PA      | $224002.70    | 0.04%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust        | JPMDB Commercial Mortgage Securities Trust 2016-C2                                                                               | CUSIP: 46590LAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     465000 | PA      | $418914.27    | 0.07%             | 2049-06-15      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                          | JH North America Holdings Inc                                                                                                    | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      70000 | PA      | $71192.10     | 0.01%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9                                                                    | CUSIP: 46639EAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     800000 | PA      | $749000.00    | 0.13%             | 2047-12-15      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16                                                                    | CUSIP: 46641BAP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     320659 | PA      | $303026.38    | 0.05%             | 2046-12-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust        | JPMBB Commercial Mortgage Securities Trust 2014-C22                                                                              | CUSIP: 46642NBK1<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |     610000 | PA      | $576450.00    | 0.10%             | 2047-09-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust        | JPMBB Commercial Mortgage Securities Trust 2014-C23                                                                              | CUSIP: 46643AAG8<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |     275000 | PA      | $251872.56    | 0.04%             | 2047-09-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust        | JPMBB Commercial Mortgage Securities Trust 2014-C24                                                                              | CUSIP: 46643GAK6<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |     240000 | PA      | $226920.17    | 0.04%             | 2047-11-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust        | JPMBB Commercial Mortgage Securities Trust 2015-C28                                                                              | CUSIP: 46644FAX9<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |     205000 | PA      | $187175.25    | 0.03%             | 2048-10-15      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                                                                              | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      16000 | PA      | $16147.90     | 0.00%             | 2028-10-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                                                                              | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      48000 | PA      | $48368.43     | 0.01%             | 2045-11-29      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                                                                              | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10272.71     | 0.00%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                          | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                                                                 | CUSIP: 472140AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      20000 | PA      | $20216.80     | 0.00%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                            | Jazz Investments I Ltd                                                                                                           | CUSIP: 472145AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     200000 | PA      | $260400.00    | 0.05%             | 2030-09-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| JD.COM INC                                        | JD.com Inc                                                                                                                       | CUSIP: 47215PAJ5<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |     175000 | PA      | $175875.00    | 0.03%             | 2029-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                           | JetBlue Airways Corp / JetBlue Loyalty LP                                                                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     340000 | PA      | $341484.78    | 0.06%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| JBT MAREL CORP                                    | JBT Marel Corp                                                                                                                   | CUSIP: 477839AD6<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |     555000 | PA      | $595237.50    | 0.10%             | 2030-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| John Bean Technologies Corp                       | John Bean Technologies Corp Term Loan                                                                                            | CUSIP: 47783YAQ2<br>LEI: 5493007CT6ATBZ2L6826 | Long             | LON              | CORP              | US        |      99250 | PA      | $99188.47     | 0.02%             | 2032-01-02      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| JOHNSONVILLE AERO COMBST                          | Johnsonville Aeroderivative Combustion Turbine Generation LLC                                                                    | CUSIP: 479281AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      39505 | PA      | $37747.61     | 0.01%             | 2054-10-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                                                                              | CUSIP: 48128B523<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |       7150 | NS      | $132847.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| KKR & CO INC                                      | KKR & Co Inc                                                                                                                     | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |      13113 | NS      | $641750.22    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaseya Inc                                        | Kaseya Inc 2025 1st Lien Term Loan B                                                                                             | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |     298274 | PA      | $286715.57    | 0.05%             | 2032-03-20      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Kodiak Building Partners Inc                      | Kodiak Building Partners Inc 2024 Term Loan B                                                                                    | CUSIP: 50011JAF7<br>LEI: 549300Y1Q6ZUH0EXO182 | Long             | LON              | CORP              | US        |     500000 | PA      | $490690.00    | 0.09%             | 2031-12-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                         | Kubota Credit Owner Trust 2024-2                                                                                                 | CUSIP: 50117DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1792000 | PA      | $1839850.34   | 0.32%             | 2030-05-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                               | LBM Acquisition LLC 2024 Incremental Term Loan B                                                                                 | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |     338468 | PA      | $325125.54    | 0.06%             | 2031-06-06      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| LC AHAB US Bidco LLC                              | LC AHAB US Bidco LLC Term Loan B                                                                                                 | CUSIP: 50180PAB7<br>LEI: 254900949U9K2Q5C5A85 | Long             | LON              | CORP              | US        |     108897 | PA      | $109033.36    | 0.02%             | 2031-05-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| LFS TOPCO LLC                                     | LFS Topco LLC                                                                                                                    | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2304000 | PA      | $2315282.69   | 0.40%             | 2030-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LSF12 CROWN US CORCAL BDCO LLC                    | LSF12 CROWN US CORCAL BDCO LLC 2026 TERM LOAN B                                                                                  | CUSIP: 50221UAE1<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |     315746 | PA      | $315824.83    | 0.05%             | 2031-12-02      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| LANTHEUS HOLDINGS INC                             | Lantheus Holdings Inc                                                                                                            | CUSIP: 516544AB9<br>LEI: 5299005HUB5IOJGO7S39 | Long             | DBT              | CORP              | US        |     689000 | PA      | $787527.00    | 0.14%             | 2027-12-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                             | Level 3 Financing Inc                                                                                                            | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     350000 | PA      | $358306.82    | 0.06%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                          | Liberty Mutual Group Inc                                                                                                         | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     130000 | PA      | $86861.51     | 0.02%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                          | Liberty Mutual Group Inc                                                                                                         | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     181000 | PA      | $179130.24    | 0.03%             | 2051-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LIMAK YENILENEBILIR                               | Limak Yenilenebilir Enerji AS                                                                                                    | CUSIP: 53263MAA0<br>LEI: 789000WFO2FHRONHFN18 | Long             | DBT              | CORP              | TR        |    1080000 | PA      | $1070219.53   | 0.19%             | 2030-08-12      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                             | Lincoln National Corp                                                                                                            | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     485000 | PA      | $520079.57    | 0.09%             | 2027-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group PLC                                                                                                         | CUSIP: 53944YBB8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $208035.20    | 0.04%             | 2031-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| LUMENTUM HOLDINGS INC                             | Lumentum Holdings Inc                                                                                                            | CUSIP: 55024UAH2<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |      20000 | PA      | $112970.53    | 0.02%             | 2029-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MKS Instruments Inc                               | MKS Instruments Inc 2025 USD Repriced Term Loan                                                                                  | CUSIP: 55314NAZ7<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |     109617 | PA      | $109753.60    | 0.02%             | 2029-08-17      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                        | MMAF Equipment Finance LLC 2023-A                                                                                                | CUSIP: 55317WAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3032233 | PA      | $3070053.15   | 0.53%             | 2029-12-13      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                              | MAD Commercial Mortgage Trust 2025-11MD                                                                                          | CUSIP: 55616AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1410000 | PA      | $1440707.83   | 0.25%             | 2042-10-15      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                           | Macy's Retail Holdings LLC                                                                                                       | CUSIP: 55616XAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     185000 | PA      | $152200.26    | 0.03%             | 2042-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding XXIX LTD                                                                                                    | CUSIP: 55820CBE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1503996.00   | 0.26%             | 2038-03-25      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                 | Magnetite LII Ltd                                                                                                                | CUSIP: 559929AC8<br>LEI: 5299001MY2F5RHSJ3A38 | Long             | ABS-CBDO         | CORP              | KY        |     265000 | PA      | $239026.03    | 0.04%             | 2039-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Maricopa County Industrial Development Authority  | MARICOPA CNTY AZ INDL DEV AUTH EDU REVENUE                                                                                       | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     715000 | PA      | $762113.35    | 0.13%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MARS INC                                          | Mars Inc                                                                                                                         | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      70000 | PA      | $71934.10     | 0.01%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                            | Massachusetts Institute of Technology                                                                                            | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |      13000 | PA      | $12859.88     | 0.00%             | 2111-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| McAfee, LLC                                       | McAfee LLC 2024 USD 1st Lien Term Loan B                                                                                         | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     249388 | PA      | $220084.65    | 0.04%             | 2029-03-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                               | Medline Borrower LP 2025 Term Loan B                                                                                             | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |      69478 | PA      | $69642.86     | 0.01%             | 2028-10-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                                   | Mercer International Inc                                                                                                         | CUSIP: 588056BC4<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    1439000 | PA      | $1052073.62   | 0.18%             | 2028-10-01      | Fixed         | 12.88%                | No            |                  2 | On Loan: —       |
| MERIT MEDICAL SYSTEMS IN                          | Merit Medical Systems Inc                                                                                                        | CUSIP: 589889AA2<br>LEI: 549300OYTY138SP2CE83 | Long             | DBT              | CORP              | US        |     759000 | PA      | $877024.50    | 0.15%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                               | Meritage Homes Corp                                                                                                              | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    1341000 | PA      | $1360786.75   | 0.24%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MHP LUX SA                                        | MHP Lux SA                                                                                                                       | CUSIP: 59318YAC2<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |     430000 | PA      | $442479.43    | 0.08%             | 2029-07-28      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                          | Midcap Financial Issuer Trust                                                                                                    | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $200373.80    | 0.03%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Middleby Corp/The                                 | Middleby Corp/The                                                                                                                | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |         23 | NS      | $3384.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley BAML Trust                         | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9                                                                       | CUSIP: 61762DAG6<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |     560000 | PA      | $517847.18    | 0.09%             | 2046-05-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                         | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9                                                                       | CUSIP: 61762DAJ0<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |     240000 | PA      | $217847.28    | 0.04%             | 2046-05-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                                                                   | CUSIP: 61762V838<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      11894 | NS      | $311860.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                                                                   | CUSIP: 61762V861<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |       5025 | NS      | $89696.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Morgan Stanley Capital I Trust                    | Morgan Stanley Capital I Trust 2014-150E                                                                                         | CUSIP: 61764BAA1<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |     125000 | PA      | $117350.01    | 0.02%             | 2032-09-09      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                         | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34                                                                      | CUSIP: 61767EAK0<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |     267000 | PA      | $235725.09    | 0.04%             | 2052-11-15      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                                 | Motion Finco Sarl                                                                                                                | CUSIP: 61980LAB5<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |     400000 | PA      | $344670.44    | 0.06%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MUANGTHAI CAPITAL PCL                             | Muangthai Capital PCL                                                                                                            | CUSIP: 624923AA6<br>LEI: 254900ZI1FO2W9132C98 | Long             | DBT              | CORP              | TH        |     750000 | PA      | $777592.43    | 0.14%             | 2030-07-21      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                               | Muthoot Finance Ltd                                                                                                              | CUSIP: 62828L2E2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     580000 | PA      | $594955.28    | 0.10%             | 2030-03-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                               | Muthoot Finance Ltd                                                                                                              | CUSIP: 62828M2C4<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     270000 | PA      | $276544.29    | 0.05%             | 2028-02-14      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                               | Muthoot Finance Ltd                                                                                                              | CUSIP: 62828M2E0<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     260000 | PA      | $266704.09    | 0.05%             | 2030-03-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp Ltd                                                                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      25000 | PA      | $25620.15     | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp Ltd                                                                                                                     | CUSIP: 62886HBS9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     822000 | PA      | $909132.00    | 0.16%             | 2030-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp Ltd                                                                                                                     | CUSIP: 62886HBW0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     653000 | PA      | $635452.81    | 0.11%             | 2030-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                  | NMEF Funding 2025-B LLC                                                                                                          | CUSIP: 62919WAF6<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $509552.20    | 0.09%             | 2033-01-18      | Fixed         | 7.66%                 | No            |                  2 | On Loan: No      |
| Waystar Technologies, Inc.                        | Waystar Technologies Inc 2025 Term Loan B                                                                                        | CUSIP: 63939WAN3<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |     124622 | PA      | $123843.21    | 0.02%             | 2029-10-22      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                              | Neptune Bidco US Inc                                                                                                             | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |      60000 | PA      | $61095.97     | 0.01%             | 2033-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                          | Neuberger Berman Loan Advisers CLO 27 Ltd                                                                                        | CUSIP: 64131WAU1<br>LEI: 549300IWMW28G8CR9G28 | Long             | ABS-CBDO         | CORP              | KY        |     750000 | PA      | $753106.50    | 0.13%             | 2038-07-15      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                | NextEra Energy Inc                                                                                                               | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |        598 | NS      | $52564.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                                | NextEra Energy Inc                                                                                                               | CUSIP: 65339F663<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |       3700 | NS      | $205239.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Willowbrook Mall                                  | NJ 2025-WBRK                                                                                                                     | CUSIP: 65486BAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     195000 | PA      | $187058.90    | 0.03%             | 2035-03-05      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                               | Novelis Corporation 2025 Term Loan B                                                                                             | CUSIP: 67000LAB8<br>LEI: 549300ZJQN1PEAT42X90 | Long             | LON              | CORP              | US        |     119100 | PA      | $119049.98    | 0.02%             | 2032-03-11      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                                       | Nutanix Inc                                                                                                                      | CUSIP: 67059NAK4<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |    1120000 | PA      | $1018080.00   | 0.18%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                       | NVIDIA Corp                                                                                                                      | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |      66000 | PA      | $55658.71     | 0.01%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                       | Ocp Clo 2024-33 Ltd                                                                                                              | CUSIP: 671080AL3<br>LEI: 213800MSZWCRHL4TG372 | Long             | ABS-CBDO         | CORP              | JE        |     250000 | PA      | $250998.50    | 0.04%             | 2037-07-20      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909            | NYC Commercial Mortgage Trust 2025-3BP                                                                                           | CUSIP: 67120UAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     270000 | PA      | $269698.68    | 0.05%             | 2042-02-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation              | Olympus Water US Holding Corporation 2025 USD Term Loan B                                                                        | CUSIP: 68163YAK1<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |     100000 | PA      | $98292.00     | 0.02%             | 2032-11-03      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                             | ON Semiconductor Corp                                                                                                            | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     665000 | PA      | $649558.55    | 0.11%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| OMNIA Partners LLC                                | OMNIA Partners LLC 2024 Term Loan B                                                                                              | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |     199500 | PA      | $199525.88    | 0.03%             | 2032-12-31      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                  | OneMain Financial Issuance Trust 2019-2                                                                                          | CUSIP: 68269BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2100000 | PA      | $2071796.79   | 0.36%             | 2036-10-14      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| ONESKY FLIGHT LLC                                 | OneSky Flight LLC                                                                                                                | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |      25000 | PA      | $26730.85     | 0.00%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                    | Open Text Corp                                                                                                                   | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |      20000 | PA      | $20650.53     | 0.00%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                                                                      | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     176000 | PA      | $146334.69    | 0.03%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                              | Osaic Holdings, Inc. 2025 Term Loan                                                                                              | CUSIP: 68773JAG5<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |     140000 | PA      | $138758.20    | 0.02%             | 2032-07-30      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                         | PG&E Corp                                                                                                                        | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |       7338 | NS      | $293226.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                         | PG&E Corp                                                                                                                        | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     910000 | PA      | $924105.00    | 0.16%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                           | PPL Capital Funding Inc                                                                                                          | CUSIP: 69352PAU7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     555000 | PA      | $561962.29    | 0.10%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pye-Barker Fire & Safety, LLC                     | Pye-Barker Fire & Safety LLC 2025 Term Loan                                                                                      | CUSIP: 69380SAB9<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |     126150 | PA      | $126097.02    | 0.02%             | 2032-12-16      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Pye-Barker Fire & Safety, LLC                     | Pye-Barker Fire & Safety LLC 2025 Delayed Draw Term Loan                                                                         | CUSIP: 69380SAC7<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |      18850 | PA      | $18842.08     | 0.00%             | 2032-12-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust             | PRPM 2025-1 LLC                                                                                                                  | CUSIP: 69382GAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     145000 | PA      | $144743.26    | 0.03%             | 2030-04-25      | Variable      | 8.47%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust             | PRPM 2025-2 LLC                                                                                                                  | CUSIP: 69382HAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     605000 | PA      | $605396.94    | 0.11%             | 2030-05-25      | Variable      | 9.56%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust             | PRPM 2025-7 LLC                                                                                                                  | CUSIP: 69382YAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100273.14    | 0.02%             | 2030-08-25      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | Pret 2025-NPL11 LLC                                                                                                              | CUSIP: 69383AAB5<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-O            | CORP              | US        |     150000 | PA      | $149719.65    | 0.03%             | 2055-10-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust             | PRPM 2025-8 LLC                                                                                                                  | CUSIP: 69383BAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1100000 | PA      | $1100089.10   | 0.19%             | 2030-10-25      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | PRET 2025-NPL12 LLC                                                                                                              | CUSIP: 69383CAB1<br>LEI: 254900R01EOQLSB4PX26 | Long             | ABS-O            | CORP              | US        |     390000 | PA      | $389824.11    | 0.07%             | 2055-11-25      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | PRET 2026-NPL1 LLC                                                                                                               | CUSIP: 69383TAB4<br>LEI: 2549002NGM9N1GT2FK83 | Long             | ABS-O            | CORP              | US        |     440000 | PA      | $440006.16    | 0.08%             | 2056-01-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | PRET 2025-NPL8 LLC                                                                                                               | CUSIP: 69392EAB6<br>LEI: 254900EZKI569P0YE486 | Long             | ABS-O            | CORP              | US        |     155000 | PA      | $155533.36    | 0.03%             | 2055-08-25      | Variable      | 7.99%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                    | PEAC Solutions Receivables 2025-1 LLC                                                                                            | CUSIP: 69392HAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     135000 | PA      | $137536.29    | 0.02%             | 2032-07-20      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | Pret 2025-NPL2 LLC                                                                                                               | CUSIP: 69392JAB5<br>LEI: 254900S0KCA0ULKWBW61 | Long             | ABS-O            | CORP              | US        |     160000 | PA      | $160286.42    | 0.03%             | 2055-03-25      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | PRET 2025-NPL10 LLC                                                                                                              | CUSIP: 69392WAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     320000 | PA      | $319998.08    | 0.06%             | 2055-10-25      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | PRET 2025-RPL5 Trust                                                                                                             | CUSIP: 69393AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     298000 | PA      | $263850.69    | 0.05%             | 2070-01-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | PRET 2025-NPL14 LLC                                                                                                              | CUSIP: 69393CAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     550000 | PA      | $550591.69    | 0.10%             | 2055-12-25      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | PRET 2026-NPL2 LLC                                                                                                               | CUSIP: 69393DAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     445000 | PA      | $445120.15    | 0.08%             | 2056-02-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                             | Palmer Square CLO 2018-1 Ltd                                                                                                     | CUSIP: 69689GAE7<br>LEI: 549300A8L0VCZ9626397 | Long             | ABS-CBDO         | CORP              | KY        |     270000 | PA      | $269319.06    | 0.05%             | 2037-04-18      | Floating      | 10.61%                | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                             | Palmer Square CLO 2025-1 Ltd                                                                                                     | CUSIP: 69703YAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1504680.00   | 0.26%             | 2038-04-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                             | Palmer Square Clo 2026-1 Ltd                                                                                                     | CUSIP: 69704LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1505000 | PA      | $1507100.98   | 0.26%             | 2039-04-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| PARSONS CORP                                      | Parsons Corp                                                                                                                     | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |     830000 | PA      | $888334.76    | 0.15%             | 2029-03-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                          | Penske Truck Leasing Co Lp / PTL Finance Corp                                                                                    | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      57000 | PA      | $57659.33     | 0.01%             | 2027-01-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PETCO HEALTH AND WELL COM INC                     | PETCO HEALTH AND WELL COM INC 2026 TERM LOAN B                                                                                   | CUSIP: 71601HAG1<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |     420000 | PA      | $410025.00    | 0.07%             | 2031-02-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PETCO HEALTH & WELLNESS                           | Petco Health & Wellness Co Inc                                                                                                   | CUSIP: 71601VAA3<br>LEI: 2549007TYGV6RVSE9M61 | Long             | DBT              | CORP              | US        |      45000 | PA      | $45117.85     | 0.01%             | 2031-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     503000 | PA      | $414754.28    | 0.07%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                                                                              | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     385000 | PA      | $346354.01    | 0.06%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     270000 | PA      | $263387.97    | 0.05%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                    | Phillips 66 Co                                                                                                                   | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     220000 | PA      | $219147.90    | 0.04%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Parexel International Corporation                 | Parexel International Corporation 2025 Repriced Term Loan B                                                                      | CUSIP: 71911KAF1<br>LEI: 549300GCZVUYB6P2OA17 | Long             | LON              | CORP              | US        |     200000 | PA      | $199834.00    | 0.03%             | 2031-12-12      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| PLANET FINANCIAL GROUP                            | Planet Financial Group LLC                                                                                                       | CUSIP: 72702AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2160000 | PA      | $2244209.76   | 0.39%             | 2029-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Point Securitization Trust                        | Point Securitization Trust 2025-2                                                                                                | CUSIP: 73071PAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $248175.00    | 0.04%             | 2055-09-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | Pret 2025-NPL7 LLC                                                                                                               | CUSIP: 740934AB0<br>LEI: 2549001J36X6SUZ41Q96 | Long             | ABS-O            | CORP              | US        |     165000 | PA      | $165573.71    | 0.03%             | 2055-07-25      | Variable      | 8.35%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | PRET 2025-NPL9 LLC                                                                                                               | CUSIP: 740937AB3<br>LEI: 254900IWII23Q41Y2V47 | Long             | ABS-O            | CORP              | US        |     240000 | PA      | $240662.88    | 0.04%             | 2055-08-25      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                   | Prestige Auto Receivables Trust 2024-2                                                                                           | CUSIP: 74113SAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     150000 | PA      | $142755.99    | 0.02%             | 2031-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | PRET 2024-NPL7 LLC                                                                                                               | CUSIP: 74136TAB4<br>LEI: 254900640HC5OZKI7J87 | Long             | ABS-MBS          | CORP              | US        |     175000 | PA      | $175237.88    | 0.03%             | 2054-10-25      | Variable      | 8.96%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | PRET 2025-NPL3 LLC                                                                                                               | CUSIP: 74143HAB1<br>LEI: 254900UGRYVHG7BY6M45 | Long             | ABS-O            | CORP              | US        |     765000 | PA      | $768273.74    | 0.13%             | 2055-04-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | PRET 2025-NPL5 LLC                                                                                                               | CUSIP: 74143LAB2<br>LEI: 2549000L41AJEKAJNL30 | Long             | ABS-O            | CORP              | US        |     145000 | PA      | $146004.27    | 0.03%             | 2055-05-25      | Variable      | 8.72%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | PRET 2024-NPL9 LLC                                                                                                               | CUSIP: 74143TAB5<br>LEI: 25490072TKR6YZ7BOH19 | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $100055.70    | 0.02%             | 2054-12-25      | Variable      | 8.59%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | PRET 2025-NPL13 LLC                                                                                                              | CUSIP: 74143UAB2<br>LEI: 254900YK6WRDXT44WO59 | Long             | ABS-O            | CORP              | US        |     327000 | PA      | $326365.62    | 0.06%             | 2055-12-25      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | PRET 2025-RPL6 Trust                                                                                                             | CUSIP: 74143YAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     350000 | PA      | $323299.20    | 0.06%             | 2069-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | PRET 2025-RPL6 Trust                                                                                                             | CUSIP: 74143YAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     562000 | PA      | $487055.61    | 0.08%             | 2069-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Proampac PG Borrower LLC                          | Proampac PG Borrower LLC 2024 Term Loan                                                                                          | CUSIP: 74274NAL7<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |     413838 | PA      | $413664.64    | 0.07%             | 2028-09-15      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Project Boost Purchaser LLC                       | Project Boost Purchaser LLC 2025 Refinancing Term Loan                                                                           | CUSIP: 74339NAG1<br>LEI: 254900SVSL94NTLSDY26 | Long             | LON              | CORP              | US        |     149250 | PA      | $146424.70    | 0.03%             | 2031-07-16      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                    | Proofpoint Inc 2025 Repriced Term Loan                                                                                           | CUSIP: 74345HAJ0<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |     168069 | PA      | $166704.29    | 0.03%             | 2028-08-31      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust             | PRPM 2024-6 LLC                                                                                                                  | CUSIP: 74390PAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100094.29    | 0.02%             | 2029-11-25      | Variable      | 8.60%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust             | PRPM 2024-7 LLC                                                                                                                  | CUSIP: 74448LAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99952.50     | 0.02%             | 2029-11-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust             | PRPM 2025-RPL4 LLC                                                                                                               | CUSIP: 74448NAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     255000 | PA      | $230467.22    | 0.04%             | 2055-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                             | Qnity Electronics Inc Term Loan B                                                                                                | CUSIP: 74737SAB9<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |     125000 | PA      | $125468.75    | 0.02%             | 2032-11-01      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                             | Quikrete Holdings Inc 2025 Term Loan B                                                                                           | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     198500 | PA      | $198351.13    | 0.03%             | 2032-02-10      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                  | RCO VIII Mortgage LLC 2025-3                                                                                                     | CUSIP: 74939GAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $99964.40     | 0.02%             | 2030-05-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                        | ROCK Trust 2024-CNTR                                                                                                             | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1510000 | PA      | $1605251.71   | 0.28%             | 2041-11-13      | Fixed         | 8.82%                 | No            |                  2 | On Loan: No      |
| RFNA LP                                           | Rfna LP                                                                                                                          | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |     200000 | PA      | $201465.80    | 0.03%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| RFR Trust                                         | RFR Trust 2025-SGRM                                                                                                              | CUSIP: 74984NAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     750000 | PA      | $773656.58    | 0.13%             | 2041-03-11      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| Rad CLO 12 Ltd                                    | Rad CLO 12 Ltd                                                                                                                   | CUSIP: 75009QAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     510000 | PA      | $511644.24    | 0.09%             | 2040-07-30      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                 | Rakuten Group Inc                                                                                                                | CUSIP: 75102WAB4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $193368.22    | 0.03%             | 2031-04-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                              | Raizen Fuels Finance SA                                                                                                          | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     400000 | PA      | $326000.00    | 0.06%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                  | RCO IX Mortgage LLC 2025-2                                                                                                       | CUSIP: 754930AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     430000 | PA      | $429674.06    | 0.07%             | 2030-04-25      | Variable      | 9.13%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                | Realty Income Corp                                                                                                               | CUSIP: 756109CY8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     265000 | PA      | $269381.88    | 0.05%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Newly Weds Foods Inc                              | Newly Weds Foods Inc Term Loan B                                                                                                 | CUSIP: 75701MAE5<br>LEI: 549300W1NZ5SVUKC3665 | Long             | LON              | CORP              | US        |     203975 | PA      | $203848.54    | 0.04%             | 2032-03-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| RESILIENCE PARENT LLC                             | RESILIENCE PARENT LLC TERM LOAN B                                                                                                | CUSIP: 75908HAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     145000 | PA      | $144818.75    | 0.03%             | 2033-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                          | Uruguay Government International Bond                                                                                            | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    3096000 | PA      | $90394.10     | 0.02%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                          | Rexford Industrial Realty LP                                                                                                     | CUSIP: 76169XAD6<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |     138000 | PA      | $138069.00    | 0.02%             | 2027-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                          | Rexford Industrial Realty LP                                                                                                     | CUSIP: 76169XAE4<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |     618000 | PA      | $621028.20    | 0.11%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| RIVIAN AUTO INC                                   | Rivian Automotive Inc                                                                                                            | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |      39000 | PA      | $41120.63     | 0.01%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| RIVIAN AUTO INC                                   | Rivian Automotive Inc                                                                                                            | CUSIP: 76954AAD5<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |     505000 | PA      | $476922.74    | 0.08%             | 2030-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                    | Rocket Cos Inc                                                                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     148000 | PA      | $153544.23    | 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        |      99500 | PA      | $94836.44     | 0.02%             | 2028-11-28      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust         | SFS Auto Receivables Securitization Trust 2024-2                                                                                 | CUSIP: 78397XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     514177 | PA      | $520183.74    | 0.09%             | 2029-11-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                               | SG Residential Mortgage Trust 2022-1                                                                                             | CUSIP: 78433QAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     310000 | PA      | $224973.57    | 0.04%             | 2062-03-27      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| First Advantage Holdings LLC                      | First Advantage Holdings LLC 2025 Repriced Term Loan B                                                                           | CUSIP: 78477MAH4<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |     198389 | PA      | $190578.52    | 0.03%             | 2031-10-31      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Sandisk Corp                                      | Sandisk Corp Term Loan B                                                                                                         | CUSIP: 80004YAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      50000 | PA      | $50062.50     | 0.01%             | 2032-02-20      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| SANMINA CORP                                      | Sanmina Corp Term Loan B                                                                                                         | CUSIP: 80105GAP5<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | LON              | CORP              | US        |     140000 | PA      | $140350.00    | 0.02%             | 2032-10-27      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes           | Santander Bank Auto Credit-Linked Notes Series 2024-A                                                                            | CUSIP: 80290CCN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500207 | PA      | $515815.69    | 0.09%             | 2032-06-15      | Fixed         | 10.17%                | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes           | Santander Bank Auto Credit-Linked Notes Series 2025-A                                                                            | CUSIP: 80290CCV4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     725000 | PA      | $726559.48    | 0.13%             | 2034-01-16      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                             | Scripps Escrow II Inc                                                                                                            | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     187000 | PA      | $172583.16    | 0.03%             | 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        |     165000 | PA      | $122391.27    | 0.02%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                | Seagate HDD Cayman                                                                                                               | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      49000 | PA      | $243015.50    | 0.04%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust           | Securitized Term Auto Receivables Trust                                                                                          | CUSIP: 81378RAD6<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |      44676 | PA      | $45679.97     | 0.01%             | 2031-07-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc           | Sedgwick Claims Management Services Inc 2023 Term Loan B                                                                         | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |     199000 | PA      | $198098.51    | 0.03%             | 2031-07-31      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| SEMTECH CORP                                      | Semtech Corp                                                                                                                     | CUSIP: 816850AF8<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |      19000 | PA      | $41572.00     | 0.01%             | 2027-11-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SEMTECH CORP                                      | Semtech Corp                                                                                                                     | CUSIP: 816850AJ0<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |     859000 | PA      | $966234.53    | 0.17%             | 2030-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                            | Sempra                                                                                                                           | CUSIP: 816851604<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EP               | CORP              | US        |        636 | NS      | $14310.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SEMPRA                                            | Sempra                                                                                                                           | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     256000 | PA      | $261900.31    | 0.05%             | 2056-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Shopify Inc                                       | Shopify Inc                                                                                                                      | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |          7 | NS      | $918.61       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Comm Corporation LLC                          | Air Comm Corporation LLC 2025 Term Loan                                                                                          | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |      94678 | PA      | $94678.04     | 0.02%             | 2031-12-11      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Air Comm Corporation LLC                          | Air Comm Corporation LLC 2025 Delayed Draw Term Loan                                                                             | CUSIP: 82670NAH9<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |       4615 | PA      | $4615.39      | 0.00%             | 2031-12-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SILK ROAD GROUP HOLDING                           | Silk Road Group Holding LLC                                                                                                      | CUSIP: 82710NAA6<br>LEI: 254900J9KTY8FE4C8227 | Long             | DBT              | CORP              | GE        |     940000 | PA      | $956239.44    | 0.17%             | 2030-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| SNOWFLAKE INC                                     | Snowflake Inc                                                                                                                    | CUSIP: 833445AD1<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |     134000 | PA      | $188538.00    | 0.03%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                                                                              | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $200933.61    | 0.03%             | 2036-10-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                                                                              | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $222590.40    | 0.04%             | 2028-11-14      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| SOLARIS ENERGY INFRASTRU                          | Solaris Energy Infrastructure Inc                                                                                                | CUSIP: 83419XAB4<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |     195000 | PA      | $239947.50    | 0.04%             | 2031-10-01      | Fixed         | 0.25%                 | 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        |     167000 | PA      | $174093.83    | 0.03%             | 2055-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                               | Southern California Edison Co                                                                                                    | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      55000 | PA      | $56477.08     | 0.01%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                               | Southern California Edison Co                                                                                                    | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25176.68     | 0.00%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                       | Southern Co/The                                                                                                                  | CUSIP: 842587867<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |      10490 | NS      | $270537.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| SOUTHERN CO                                       | Southern Co/The                                                                                                                  | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     921000 | PA      | $921460.50    | 0.16%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Southwick Park CLO, Ltd.                          | Southwick Park CLO LLC                                                                                                           | CUSIP: 84604YAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     505000 | PA      | $499331.38    | 0.09%             | 2032-07-20      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| Specialty Building Products Holdings LLC          | Specialty Building Products Holdings LLC 2021 Term Loan B                                                                        | CUSIP: 84748EAF7<br>LEI: 549300ICFD46O3KMJC06 | Long             | LON              | CORP              | US        |     123397 | PA      | $116847.48    | 0.02%             | 2028-10-16      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| SPRUCE HILL MORTGAGE LOAN TRUST                   | Spruce Hill Mortgage Loan Trust 2020-SH1                                                                                         | CUSIP: 85209FAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1555000 | PA      | $1509942.79   | 0.26%             | 2050-01-28      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                         | Block Inc                                                                                                                        | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      30000 | PA      | $27810.00     | 0.00%             | 2027-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                         | Block Inc                                                                                                                        | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      59000 | PA      | $55175.09     | 0.01%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                       | Staples Inc                                                                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     461000 | PA      | $452993.58    | 0.08%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                   | Star Parent Inc                                                                                                                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |     364000 | PA      | $384191.81    | 0.07%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| STEM INC                                          | Stem Inc                                                                                                                         | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |      30000 | PA      | $11996.93     | 0.00%             | 2028-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| STONEBRIAR ABF LLC                                | Stonebriar ABF Issuer LLC                                                                                                        | CUSIP: 86177CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2597100.00   | 0.45%             | 2030-12-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC                          | Super Micro Computer Inc                                                                                                         | CUSIP: 86800UAB0<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |      53000 | PA      | $48367.80     | 0.01%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC                          | Super Micro Computer Inc                                                                                                         | CUSIP: 86800UAE4<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |     587000 | PA      | $506454.94    | 0.09%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Surf Holdings LLC                                 | Surf Holdings LLC 2025 Incremental Term Loan                                                                                     | CUSIP: 86875TAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     166082 | PA      | $164420.97    | 0.03%             | 2027-03-05      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                      | Synopsys Inc                                                                                                                     | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51157.79     | 0.01%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                               | Synchrony Financial                                                                                                              | CUSIP: 87165B400<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EP               | CORP              | US        |      16929 | NS      | $439815.42    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Star Parent Inc                                   | Star Parent Inc Term Loan B                                                                                                      | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |     148489 | PA      | $148515.41    | 0.03%             | 2030-09-27      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                                                                 | CUSIP: 87264A204<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |      11650 | NS      | $266668.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                                                                 | CUSIP: 87264A303<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |       7807 | NS      | $179014.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                                                                                             | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15735.42     | 0.00%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                                                                                             | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30597.92     | 0.01%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                              | Telecom Argentina SA                                                                                                             | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |     188000 | PA      | $198429.11    | 0.03%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                              | Telecom Argentina SA                                                                                                             | CUSIP: 879273AW0<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |    1105000 | PA      | $1115221.25   | 0.19%             | 2036-01-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                        | TELUS Corp                                                                                                                       | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     422000 | PA      | $441343.10    | 0.08%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TEMPUS AI INC                                     | TEMPUS AI INC                                                                                                                    | CUSIP: 88023BAD5<br>LEI: 2549009LA0KWRAGQBX50 | Long             | DBT              | CORP              | US        |     110000 | PA      | $119185.76    | 0.02%             | 2030-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Somnigroup International Inc                      | Somnigroup International Inc Term Loan B                                                                                         | CUSIP: 88025BAP6<br>LEI: 549300HFEKVR3US71V91 | Long             | LON              | CORP              | US        |     212228 | PA      | $213488.45    | 0.04%             | 2031-10-24      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                             | Tennessee Valley Authority                                                                                                       | CUSIP: 880591FD9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |      83000 | PA      | $85481.50     | 0.01%             | 2035-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                                      | Terawulf Inc                                                                                                                     | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |     290000 | PA      | $272774.00    | 0.05%             | 2032-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TEXAS Commercial Mortgage Trust                   | TEXAS Commercial Mortgage Trust 2025-TWR                                                                                         | CUSIP: 88231WAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140000 | PA      | $140700.00    | 0.02%             | 2042-04-15      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                     | Vistra Operations Company LLC 1st Lien Term Loan B3                                                                              | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |     123426 | PA      | $123560.23    | 0.02%             | 2030-12-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust               | Toyota Auto Receivables 2026-A Owner Trust                                                                                       | CUSIP: 89240KAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2460000 | PA      | $2460933.57   | 0.43%             | 2028-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                   | Trans Union LLC 2024 Term Loan B8                                                                                                | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |     288520 | PA      | $288439.17    | 0.05%             | 2031-06-24      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                 | Transcanada Trust                                                                                                                | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     131000 | PA      | $131311.13    | 0.02%             | 2076-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                 | Transcanada Trust                                                                                                                | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     531000 | PA      | $528624.68    | 0.09%             | 2082-03-07      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                     | TransDigm Inc 2025 Term Loan M                                                                                                   | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     174562 | PA      | $174410.63    | 0.03%             | 2032-08-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                | Tricon Residential 2021-SFR1 Trust                                                                                               | CUSIP: 89614YAH9<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $99104.13     | 0.02%             | 2038-07-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                 | Trimaran Cavu 2023-2 Ltd                                                                                                         | CUSIP: 89624YAE4<br>LEI: 254900N0C728FOYWNB70 | Long             | ABS-CBDO         | CORP              | KY        |    1295000 | PA      | $1296806.53   | 0.23%             | 2039-01-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                             | Trivium Packaging Finance BV                                                                                                     | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $218841.80    | 0.04%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| TRONOX INC                                        | Tronox Inc                                                                                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    3958000 | PA      | $3042248.19   | 0.53%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| TRUENOORD CAPITAL DAC                             | TrueNoord Capital DAC                                                                                                            | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     176000 | PA      | $185633.36    | 0.03%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC                     | Truist Insurance Holdings LLC 2024 Term Loan B                                                                                   | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     245000 | PA      | $244005.30    | 0.04%             | 2031-05-06      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| TRUST 2401                                        | Trust 2401                                                                                                                       | CUSIP: 89834MAC0<br>LEI: N/A                  | Long             | DBT              |  | MX        |     200000 | PA      | $218630.00    | 0.04%             | 2034-02-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                    | 280 Park Avenue 2017-280P Mortgage Trust                                                                                         | CUSIP: 90205FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     130000 | PA      | $128863.19    | 0.02%             | 2034-09-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| TYLER TECHNOLOGIES INC                            | Tyler Technologies Inc                                                                                                           | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14910.00     | 0.00%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                                                     | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     400000 | PA      | $467831.86    | 0.08%             | 2033-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                        | TKO Worldwide Holdings LLC 2025 Term Loan                                                                                        | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |     322753 | PA      | $323143.65    | 0.06%             | 2031-11-21      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| US Foods Inc                                      | US Foods Inc 2024 Term Loan B                                                                                                    | CUSIP: 90351HAF5<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | LON              | CORP              | US        |     194756 | PA      | $196125.25    | 0.03%             | 2028-11-22      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                             | Uber Technologies Inc                                                                                                            | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     247000 | PA      | $316414.58    | 0.05%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds             | Mexico Government International Bonds                                                                                            | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      22000 | PA      | $18245.70     | 0.00%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                            | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2496256 | PA      | $1948148.68   | 0.34%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                            | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2671912 | PA      | $1995217.23   | 0.35%             | 2043-02-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     470000 | PA      | $404622.27    | 0.07%             | 2043-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                            | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3150456 | PA      | $2641311.53   | 0.46%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                            | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1431695 | PA      | $1044695.23   | 0.18%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                            | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     595137 | PA      | $448523.36    | 0.08%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1240000 | PA      | $814040.63    | 0.14%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1925000 | PA      | $1517291.01   | 0.26%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                            | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5812703 | PA      | $3341879.55   | 0.58%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1525000 | PA      | $849472.66    | 0.15%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     450000 | PA      | $282515.63    | 0.05%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2300000 | PA      | $1266437.50   | 0.22%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     865000 | PA      | $778060.74    | 0.14%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1615000 | PA      | $1476841.79   | 0.26%             | 2044-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2125000 | PA      | $1993598.63   | 0.35%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     520000 | PA      | $515165.62    | 0.09%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2069600 | PA      | $2023357.38   | 0.35%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3040000 | PA      | $2973025.00   | 0.52%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10420000 | PA      | $9986918.75   | 1.73%             | 2055-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14065000 | PA      | $13680410.16  | 2.38%             | 2045-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3300000 | PA      | $3297808.60   | 0.57%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8175000 | PA      | $8109536.15   | 1.41%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2250000 | PA      | $2153320.31   | 0.37%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2400000 | PA      | $2464125.00   | 0.43%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                            | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1629326 | PA      | $1632729.13   | 0.28%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7725000 | PA      | $7661027.34   | 1.33%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     120000 | PA      | $124453.13    | 0.02%             | 2031-04-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4900000 | PA      | $4922585.96   | 0.86%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10723500 | PA      | $10746957.66  | 1.87%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     225000 | PA      | $227223.63    | 0.04%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9690000 | PA      | $9704005.05   | 1.69%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4105000 | PA      | $4108688.10   | 0.71%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                            | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9449575 | PA      | $9478834.30   | 1.65%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     218500 | PA      | $217031.95    | 0.04%             | 2030-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     120000 | PA      | $119146.87    | 0.02%             | 2030-10-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9444000 | PA      | $9250693.13   | 1.61%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CPM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   16980000 | PA      | $16706728.13  | 2.90%             | 2032-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CPP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17214700 | PA      | $17167628.47  | 2.98%             | 2028-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3550000 | PA      | $3521988.30   | 0.61%             | 2030-12-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5260000 | PA      | $5244795.34   | 0.91%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15910000 | PA      | $15864010.24  | 2.76%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITY SOFTWARE INC                                | Unity Software Inc                                                                                                               | CUSIP: 91332UAG6<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |     423000 | PA      | $475362.14    | 0.08%             | 2030-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                          | Univision Communications Inc                                                                                                     | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    1335000 | PA      | $1437335.76   | 0.25%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| PG INVESTMENT COMPANY 59 SA RL                    | PG Investment Company 59 Sa rl 2025 Repriced Term Loan B                                                                         | CUSIP: 91728NAD1<br>LEI: 254900XMCCB3IEZ2A005 | Long             | LON              | CORP              | LU        |      99250 | PA      | $99179.53     | 0.02%             | 2031-03-26      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                  | VB-S1 Issuer LLC - VBTEL                                                                                                         | CUSIP: 91823ABG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      25000 | PA      | $25858.28     | 0.00%             | 2054-05-15      | Fixed         | 8.87%                 | No            |                  2 | On Loan: No      |
| Varsity Brands Inc                                | Varsity Brands Inc 2025 1st Lien Term Loan                                                                                       | CUSIP: 92227QAG1<br>LEI: 254900PLBJA0I5NSTT38 | Long             | LON              | CORP              | US        |     260000 | PA      | $259740.00    | 0.05%             | 2031-08-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                 | Vedanta Resources Finance II PLC                                                                                                 | CUSIP: 92243XAL5<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     625000 | PA      | $673642.67    | 0.12%             | 2033-04-24      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| VELOCITY COM CAP LLC                              | Velocity Commercial Capital LLC                                                                                                  | CUSIP: 92259RAE5<br>LEI: 549300TA4MQM8WN2XG31 | Long             | DBT              | CORP              | US        |    1605000 | PA      | $1629075.00   | 0.28%             | 2031-02-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                                                                               | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    1328000 | PA      | $1375316.48   | 0.24%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                           | Versant Media Group Inc                                                                                                          | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |      76000 | PA      | $77884.01     | 0.01%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2021-5                                                                                                | CUSIP: 92538KAE3<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |     135000 | PA      | $99705.06     | 0.02%             | 2066-09-25      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                                                                                 | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     219000 | PA      | $150839.39    | 0.03%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VICTRA HLDG/VICTRA FIN                            | Victra Holdings LLC / Victra Finance Corp                                                                                        | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $52635.05     | 0.01%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| VIRGINIA ELEC & POWER CO                          | Virginia Electric and Power Co                                                                                                   | CUSIP: 927804FT6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      40000 | PA      | $32974.46     | 0.01%             | 2045-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                          | Virginia Electric and Power Co                                                                                                   | CUSIP: 927804GW8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4864.56      | 0.00%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                           | VistaJet Malta Finance PLC / Vista Management Holding Inc                                                                        | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     150000 | PA      | $142315.03    | 0.02%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| VISTAJET MALTA/VM HOLDS                           | VistaJet Malta Finance PLC / Vista Management Holding Inc                                                                        | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     225000 | PA      | $234075.15    | 0.04%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Vista Management Holding Inc                      | Vista Management Holding Inc 2025 Term Loan B                                                                                    | CUSIP: 92842EAB4<br>LEI: 5299005VABKD28UWHI65 | Long             | LON              | CORP              | US        |      99000 | PA      | $99123.75     | 0.02%             | 2031-04-01      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee             | VOLT CII LLC                                                                                                                     | CUSIP: 92873HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     452489 | PA      | $452553.34    | 0.08%             | 2051-08-25      | Variable      | 8.21%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee             | VOLT CVI LLC                                                                                                                     | CUSIP: 92873KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     293943 | PA      | $294331.45    | 0.05%             | 2051-12-26      | Variable      | 9.44%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                     | VoltaGrid LLC                                                                                                                    | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |     171000 | PA      | $173190.74    | 0.03%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                              | WEC Energy Group Inc                                                                                                             | CUSIP: 92939UAR7<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     942000 | PA      | $1128868.21   | 0.20%             | 2029-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                              | WEC Energy Group Inc                                                                                                             | CUSIP: 92939UAS5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      82000 | PA      | $83927.00     | 0.01%             | 2028-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WIX LTD                                           | Wix.com Ltd                                                                                                                      | CUSIP: 92940WAE9<br>LEI: 5493008P6N29Q1AG9464 | Long             | DBT              | CORP              | IL        |     428000 | PA      | $377068.00    | 0.07%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                           | WE Soda Investments Holding PLC                                                                                                  | CUSIP: 92943TAA1<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |     315000 | PA      | $324743.70    | 0.06%             | 2028-10-06      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                           | WE Soda Investments Holding PLC                                                                                                  | CUSIP: 92943TAC7<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |     795000 | PA      | $822043.03    | 0.14%             | 2031-02-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| LUXCO3 SHARES                                     | LUXCO3 SHARES                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       1551 | NS      | $29297.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO                              | Lorca Telecom Bondco SA                                                                                                          | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |     100000 | PA      | $123076.84    | 0.02%             | 2029-04-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                                                                 | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      89000 | PA      | $88901.38     | 0.02%             | 2026-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2016-NXS5                                                                                  | CUSIP: 95000CBH5<br>LEI: 549300SGFUCMB43V8P22 | Long             | ABS-MBS          | CORP              | US        |    1645000 | PA      | $1487918.95   | 0.26%             | 2059-01-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2016-LC24                                                                                  | CUSIP: 95000HBM3<br>LEI: 5493007OD9MH69ES1S63 | Long             | ABS-MBS          | CORP              | US        |     625000 | PA      | $584504.75    | 0.10%             | 2049-10-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| UNIFIN FINANCIERA CASH ESCROW                     | UNIFIN FINANCIERA CASH ESCROW                                                                                                    | CUSIP: 000000000<br>LEI: 5493007GRMPGDJG93Z17 | Long             | EC               | CORP              | US        |     250000 | NS      | $25000.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| UNIFIN FINANCIERA COMMON STOCK                    | UNIFIN FINANCIERA COMMON STOCK                                                                                                   | CUSIP: 000000000<br>LEI: 5493007GRMPGDJG93Z17 | Long             | EC               | CORP              | US        |      33932 | NS      | $1892.50      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                    | Wheels Fleet Lease Funding 1 LLC                                                                                                 | CUSIP: 96328GBZ9<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |     456007 | PA      | $460764.11    | 0.08%             | 2039-09-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Whetstone Park CLO Ltd                            | Whetstone Park CLO Ltd                                                                                                           | CUSIP: 96330AAA4<br>LEI: 549300M54M5QSBMB3780 | Long             | ABS-CBDO         | CORP              | KY        |     290000 | PA      | $283197.76    | 0.05%             | 2035-01-20      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                           | Mexican Bonos                                                                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   13628500 | PA      | $766839.80    | 0.13%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Worldwide Plaza Trust                             | Worldwide Plaza Trust 2017-WWP                                                                                                   | CUSIP: 98162JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     325000 | PA      | $265037.24    | 0.05%             | 2036-11-10      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                  | WULF Compute LLC                                                                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1231000 | PA      | $1283957.62   | 0.22%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                    | Wynn Macau Ltd                                                                                                                   | CUSIP: 98313RAJ5<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    1600000 | PA      | $1619996.58   | 0.28%             | 2029-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| xcal 2019-il-1 mortgage trust                     | X-Caliber Funding LLC                                                                                                            | CUSIP: 98373XBW9<br>LEI: 549300GGW5CBE4FDT866 | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100469.30    | 0.02%             | 2028-01-15      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| xcal 2019-il-1 mortgage trust                     | X-Caliber Funding LLC                                                                                                            | CUSIP: 98373XBZ2<br>LEI: 549300GGW5CBE4FDT866 | Long             | ABS-MBS          | CORP              | US        |     560000 | PA      | $560124.54    | 0.10%             | 2030-06-17      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| xcal 2019-il-1 mortgage trust                     | X-Caliber Funding LLC                                                                                                            | CUSIP: 98373XCF5<br>LEI: 549300GGW5CBE4FDT866 | Long             | ABS-MBS          | CORP              | US        |    1900000 | PA      | $1900000.00   | 0.33%             | 2028-12-06      | Floating      | 6.80%                 | No            |                  3 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                              | YPF SA                                                                                                                           | CUSIP: 984245AY6<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     689000 | PA      | $711367.01    | 0.12%             | 2031-09-11      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer Inc                          | Zelis Payments Buyer Inc Term Loan B                                                                                             | CUSIP: 98932TAG8<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |     191079 | PA      | $185872.15    | 0.03%             | 2029-09-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| ZORLU ENERJI ELEKTRIK                             | Zorlu Enerji Elektrik Uretim AS                                                                                                  | CUSIP: 98977LAA4<br>LEI: 7890005B5CSNL39OYO75 | Long             | DBT              | CORP              | TR        |     650000 | PA      | $605583.07    | 0.11%             | 2030-04-23      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| ZOETIS INC                                        | Zoetis Inc                                                                                                                       | CUSIP: 98978VAY9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     688000 | PA      | $703480.00    | 0.12%             | 2029-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ZSCALER INC.                                      | Zscaler Inc                                                                                                                      | CUSIP: 98980GAC6<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |     284000 | PA      | $264021.55    | 0.05%             | 2028-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ INVESTOR                           | Mitsubishi UFJ Investor Services & Banking Luxembourg SA                                                                         | CUSIP: 000000000<br>LEI: 2138002PVBMEHILJ1340 | Long             | DBT              | CORP              | LU        |     800000 | PA      | $646173.42    | 0.11%             | 2050-12-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: B9D0UTL09 IRS USD R V 12MSOFR 99D0UTL17 CCPOIS / Short: B9D0UTL09 IRS USD P F  2.88000 99D0UTL09 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     190000 | OU      | $43547.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: B9D0V4P66 IRS USD R V 12MSOFR 99D0V4P74 CCPOIS / Short: B9D0V4P66 IRS USD P F  3.25000 99D0V4P66 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     125000 | OU      | $20424.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: B9D0WFLF4 IRS USD R V 12MSOFR 99D0WFLG2 CCPOIS / Short: B9D0WFLF4 IRS USD P F  3.59000 99D0WFLF4 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    4665000 | OU      | $484826.43    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: B9D101AN3 IRS USD R V 12MSOFR 99D101AQ6 CCPOIS / Short: B9D101AN3 IRS USD P F  3.75000 99D101AN3 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     215000 | OU      | $16498.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: B9D107ZT0 IRS USD R V 12MSOFR 99D107ZW3 CCPOIS / Short: B9D107ZT0 IRS USD P F  4.16000 99D107ZT0 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2275000 | OU      | $8603.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | Long: B9D10CEE5 CDS EUR R V 03MEVENT 2 CCPCORPORATE / Short: B9D10CEE5 CDS EUR P F  1.00000 1 CCPCORPORATE                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     150000 | OU      | $-1685.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | Long: B9D10Q017 CDS USD R V 03MEVENT 2 CCPCDX / Short: B9D10Q017 CDS USD P F  1.00000 1 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      15000 | OU      | $78.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | Long: B9D11SV34 CDS USD R V 03MEVENT 2 CCPCDX / Short: B9D11SV34 CDS USD P F  5.00000 1 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1865779 | OU      | $-167110.57   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | Long: B9D11RX18 CDS EUR R V 03MEVENT 2 CCPITRAXX / Short: B9D11RX18 CDS EUR P F  5.00000 1 CCPITRAXX                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     335000 | OU      | $-45219.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: S9D129948 IRS USD R F  3.41000 99D129948 CCPOIS / Short: S9D129948 IRS USD P V 12MSOFR 99D129930 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     553000 | OU      | $-203.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | Long: S9D12AF63 IRS BRL R F 13.15400 99D12AF63 CCPNDF / Short: S9D12AF63 IRS BRL P V 00MBRCDI 99D12AF48 CCPNDF                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1487600 | OU      | $1753.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | Long: S9D12AEV9 IRS BRL R F 13.74300 99D12AEV9 CCPNDF / Short: S9D12AEV9 IRS BRL P V 00MBRCDI 99D12AET4 CCPNDF                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    8456640 | OU      | $1326.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: S9D129T46 IRS HUF R F  6.78600 99D129T46 CCPVANILLA / Short: S9D129T46 IRS HUF P V 06MBUBOR 99D129T38 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   49833000 | OU      | $4803.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: S9D129US1 IRS PLN R F  4.13500 99D129US1 CCPVANILLA / Short: S9D129US1 IRS PLN P V 06MWIBOR 99D129UQ5 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     173000 | OU      | $396.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: S9D129VA9 IRS ZAR R F  6.58000 99D129VA9 CCPVANILLA / Short: S9D129VA9 IRS ZAR P V 03MJIBAR 99D129V92 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   18299000 | OU      | $1948.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: S9D129WM2 IRS ZAR R F  7.79000 99D129WM2 CCPVANILLA / Short: S9D129WM2 IRS ZAR P V 03MJIBAR 99D129WL4 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    8441000 | OU      | $15964.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: S9D129WA8 IRS ZAR R F  7.31750 99D129WA8 CCPVANILLA / Short: S9D129WA8 IRS ZAR P V 03MJIBAR 99D129W91 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    3978000 | OU      | $5205.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | Long: S9D12AFJ5 IRS BRL R F 13.17500 99D12AFJ5 CCPNDFPREDISWAP / Short: S9D12AFJ5 IRS BRL P V 00MBRCDI 99D12AFI7 CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    2729954 | OU      | $6342.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: S9D12AHI5 IRS THB R F  1.73900 99D12AHI5 CCPNDFOIS / Short: S9D12AHI5 IRS THB P V 03MTHOR 99D12AHG9 CCPNDFOIS              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    7147000 | OU      | $-4226.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | Long: S9D12C8M2 IRS MXN R F  8.19500 99D12C8M2 CCPOIS / Short: S9D12C8M2 IRS MXN P V 01MTIEF 99D12C8L4 CCPOIS                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    3309000 | OU      | $2445.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: S9D12CKQ9 IRS USD R F  3.70500 99D12CKQ9 CCPOIS / Short: S9D12CKQ9 IRS USD P V 12MSOFR 99D12CKP1 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    3711000 | OU      | $206.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: S9D12CYP6 IRS ZAR R F  7.58250 99D12CYP6 CCPVANILLA / Short: S9D12CYP6 IRS ZAR P V 03MJIBAR 99D12CYO9 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    3850000 | OU      | $3693.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | Long: S9D12CY19 IRS BRL R F 13.15730 99D12CY19 CCPNDFPREDISWAP / Short: S9D12CY19 IRS BRL P V 00MBRCDI 99D12CY01 CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    2858986 | OU      | $3631.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: S9D12CYD3 IRS THB R F  1.68750 99D12CYD3 CCPNDFOIS / Short: S9D12CYD3 IRS THB P V 03MTHOR 99D12CYC5 CCPNDFOIS              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1975000 | OU      | $-1468.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: S9D12DDD4 IRS CZK R F  3.83350 99D12DDD4 CCPVANILLA / Short: S9D12DDD4 IRS CZK P V 06MPRIBO 99D12DDC6 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    4374000 | OU      | $2106.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | Long: 99D12DID9 CDS EUR R V 03MEVENT 2 CORPORATE / Short: 99D12DID9 CDS EUR P F  1.00000 1 CORPORATE                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | GB        |    1260000 | OU      | $-12742.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | Long: S9D12ENB5 IRS BRL R F 13.14000 99D12ENB5 CCPNDFPREDISWAP / Short: S9D12ENB5 IRS BRL P V 00MBRCDI 99D12ENA7 CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     884637 | OU      | $1640.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: B9D12F092 IRS USD R V 12MSOFR 99D12F0A9 CCPOIS / Short: B9D12F092 IRS USD P F  3.59536 99D12F092 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1475000 | OU      | $4855.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | Long: S9D12FKT6 IRS BRL R F 13.72800 99D12FKT6 CCPNDF / Short: S9D12FKT6 IRS BRL P V 00MBRCDI 99D12FKS8 CCPNDF                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    6162179 | OU      | $2488.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: S9D12FJH4 IRS ZAR R F  7.42070 99D12FJH4 CCPVANILLA / Short: S9D12FJH4 IRS ZAR P V 03MJIBAR 99D12FJG6 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2253000 | OU      | $523.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | Long: S9D12FM56 IRS BRL R F 12.94300 99D12FM56 CCPNDF / Short: S9D12FM56 IRS BRL P V 00MBRCDI 99D12FM49 CCPNDF                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1960160 | OU      | $2962.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | Long: S9D12FMT4 IRS MXN R F  8.06450 99D12FMT4 CCPOIS / Short: S9D12FMT4 IRS MXN P V 01MTIEF 99D12FMS6 CCPOIS                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1831000 | OU      | $359.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: S9D12FIT9 IRS ZAR R F  6.37820 99D12FIT9 CCPVANILLA / Short: S9D12FIT9 IRS ZAR P V 03MJIBAR 99D12FIS1 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   12997000 | OU      | $-177.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: S9D12FJ50 IRS ZAR R F  6.96420 99D12FJ50 CCPVANILLA / Short: S9D12FJ50 IRS ZAR P V 03MJIBAR 99D12FJ43 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2893000 | OU      | $234.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: S9D12FIH5 IRS HUF R F  6.36970 99D12FIH5 CCPVANILLA / Short: S9D12FIH5 IRS HUF P V 06MBUBOR 99D12FIG7 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   48589000 | OU      | $15.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: B9D12FQB9 IRS USD R V 12MSOFR 99D12FQC7 CCPOIS / Short: B9D12FQB9 IRS USD P F  3.62800 99D12FQB9 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1250000 | OU      | $1690.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: S9D12FJT8 IRS THB R F  1.75350 99D12FJT8 CCPNDFOIS / Short: S9D12FJT8 IRS THB P V 03MTHOR 99D12FJS0 CCPNDFOIS              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    3301000 | OU      | $-1810.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | Long: S9D12I666 IRS COP R F 10.72000 99D12I666 CCPNDFOIS / Short: S9D12I666 IRS COP P V 03MCPIBR 99D12I658 CCPNDFOIS             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        | 1117433000 | OU      | $-3490.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                           | Mexican Bonos                                                                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    5817600 | PA      | $291550.03    | 0.05%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                          | Republic of South Africa Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1704000 | PA      | $104938.53    | 0.02%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                              | Colombian TES                                                                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  199200000 | PA      | $44828.68     | 0.01%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                               | Malaysia Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    2284000 | PA      | $584327.64    | 0.10%             | 2026-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                            | Asian Development Bank                                                                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   16860000 | PA      | $182655.27    | 0.03%             | 2026-10-06      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                               | Malaysia Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    2144000 | PA      | $553019.12    | 0.10%             | 2027-11-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                          | Brazil Notas do Tesouro Nacional Serie F                                                                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1761000 | PA      | $315806.29    | 0.05%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                    | Czech Republic Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    9930000 | PA      | $415548.45    | 0.07%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                              | Colombian TES                                                                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  184100000 | PA      | $36324.67     | 0.01%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                               | Malaysia Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     603000 | PA      | $153773.01    | 0.03%             | 2026-07-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     570000 | PA      | $608747.27    | 0.11%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                          | Thailand Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    7439000 | PA      | $228383.21    | 0.04%             | 2035-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| MHP LUX SA                                        | MHP Lux SA                                                                                                                       | CUSIP: 000000000<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |     825000 | PA      | $750240.15    | 0.13%             | 2029-09-19      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                | Peru Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     168000 | PA      | $44771.43     | 0.01%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                          | Brazil Notas do Tesouro Nacional Serie F                                                                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    2848000 | PA      | $486147.63    | 0.08%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| VF UKRAINE (VFU FUNDING)                          | VF Ukraine PAT via VFU Funding PLC                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | UA        |     191307 | PA      | $187987.29    | 0.03%             | 2027-02-11      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                          | Adani Electricity Mumbai Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |     475000 | PA      | $444902.69    | 0.08%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NEXI SPA                                          | Nexi SpA                                                                                                                         | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $116222.91    | 0.02%             | 2027-04-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                    | Czech Republic Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    3130000 | PA      | $103008.94    | 0.02%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CHAMPION MTN LTD                                  | Champion MTN Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 25490094RKSYWL8Z4255 | Long             | DBT              |  | KY        |    1070000 | PA      | $943943.40    | 0.16%             | 2030-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                               | New Immo Holding SA                                                                                                              | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $118869.44    | 0.02%             | 2027-07-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                               | Ecuador Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    1122586 | PA      | $1022675.85   | 0.18%             | 2035-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                          | Bulgaria Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      15000 | PA      | $10109.10     | 0.00%             | 2050-09-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| IMA INDUSTRIA MACCHINE                            | IMA Industria Macchine Automatiche SpA                                                                                           | CUSIP: 000000000<br>LEI: 815600D86992FDA7B908 | Long             | DBT              | CORP              | IT        |     200000 | PA      | $237586.97    | 0.04%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                              | Colombian TES                                                                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  175100000 | PA      | $30856.81     | 0.01%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VERISURE MIDHOLDING AB                            | Verisure Midholding AB                                                                                                           | CUSIP: 000000000<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |     415000 | PA      | $494337.29    | 0.09%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                             | CPI Property Group SA                                                                                                            | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |     475000 | PA      | $471385.29    | 0.08%             | 2031-01-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                              | Fortune Star BVI Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |    1000000 | PA      | $982322.04    | 0.17%             | 2027-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                           | Energean Israel Finance Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     280000 | PA      | $276945.20    | 0.05%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                           | Energean Israel Finance Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    2262000 | PA      | $2197223.11   | 0.38%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GLP CHINA HOLDINGS LTD                            | GLP China Holdings Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 254900C6X2D3TGF2CO98 | Long             | DBT              | CORP              | HK        |    1000000 | PA      | $987608.34    | 0.17%             | 2026-03-29      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CANARY WHARF GROUP                                | Canary Wharf Group Investment Holdings PLC                                                                                       | CUSIP: 000000000<br>LEI: 2138002C1D5FMEDILF18 | Long             | DBT              | CORP              | GB        |     330000 | PA      | $429316.63    | 0.07%             | 2028-04-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1055000 | PA      | $872666.28    | 0.15%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                             | India Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   13850000 | PA      | $148898.85    | 0.03%             | 2035-06-16      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| GLP PTE LTD                                       | GLP Pte Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 254900PC2NNG9BLIJO15 | Long             | DBT              | CORP              | SG        |    1230000 | PA      | $906795.10    | 0.16%             | 2026-05-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLP PTE LTD                                       | GLP Pte Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 254900PC2NNG9BLIJO15 | Long             | DBT              | CORP              | SG        |    1070000 | PA      | $749100.25    | 0.13%             | 2027-06-29      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                              | Fortune Star BVI Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |     615000 | PA      | $729931.49    | 0.13%             | 2026-10-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    2104000 | PA      | $1728348.88   | 0.30%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BULGARIAN ENERGY HLD                              | Bulgarian Energy Holding EAD                                                                                                     | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | CORP              | BG        |     429000 | PA      | $493157.67    | 0.09%             | 2028-07-22      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PINGAN REAL ESTATE CAP                            | Pingan Real Estate Capital Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 655600MZ4W5VY0OEG119 | Long             | DBT              | CORP              | HK        |    1582000 | PA      | $1545623.49   | 0.27%             | 2026-07-29      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                        | Grifols SA                                                                                                                       | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     620000 | PA      | $729358.78    | 0.13%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KAIXO BONDCO TELECOM SA                           | Kaixo Bondco Telecom SA                                                                                                          | CUSIP: 000000000<br>LEI: 959800ULWB3MZHZ69055 | Long             | DBT              | CORP              | ES        |     400000 | PA      | $481165.52    | 0.08%             | 2029-09-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EOLO SPA                                          | Eolo SpA                                                                                                                         | CUSIP: 000000000<br>LEI: 81560046D0F489B08569 | Long             | DBT              | CORP              | IT        |     200000 | PA      | $218743.42    | 0.04%             | 2028-10-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                              | Teva Pharmaceutical Finance Netherlands II BV                                                                                    | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |     625000 | PA      | $765868.40    | 0.13%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNICAJA BANCO SA                                  | Unicaja Banco SA                                                                                                                 | CUSIP: 000000000<br>LEI: 5493007SJLLCTM6J6M37 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $240573.51    | 0.04%             | 2026-11-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ODIDO HOLD BV                                     | Odido Holding BV                                                                                                                 | CUSIP: 000000000<br>LEI: 7245000O9YOLPPM9YB33 | Long             | DBT              | CORP              | NL        |     220000 | PA      | $261960.31    | 0.05%             | 2029-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ODIDO GROUP HOLDING BV                            | Odido Group Holding BV                                                                                                           | CUSIP: 000000000<br>LEI: 724500FOAL1MNGOJKP07 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $119962.70    | 0.02%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                          | Brazil Notas do Tesouro Nacional Serie F                                                                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     523000 | PA      | $85655.14     | 0.01%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                               | Malaysia Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     109000 | PA      | $27859.98     | 0.00%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                              | Colombian TES                                                                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 1700000000 | PA      | $360661.20    | 0.06%             | 2042-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     320000 | PA      | $350482.00    | 0.06%             | 2034-02-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                               | Malaysia Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     248000 | PA      | $69334.91     | 0.01%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                          | Thailand Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    6286000 | PA      | $218121.63    | 0.04%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                              | Indonesia Treasury Bond                                                                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  676000000 | PA      | $42086.39     | 0.01%             | 2038-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                           | Romania Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     165000 | PA      | $42025.21     | 0.01%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                           | Sasol Financing USA LLC                                                                                                          | CUSIP: 000000000<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1350300.00   | 0.23%             | 2027-11-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                           | Mexican Bonos                                                                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    5604700 | PA      | $304977.49    | 0.05%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                              | Teva Pharmaceutical Finance Netherlands II BV                                                                                    | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $142948.55    | 0.02%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                               | Malaysia Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     192000 | PA      | $52401.64     | 0.01%             | 2053-03-31      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                             | Bonos de la Tesoreria de la Republica en pesos                                                                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  140000000 | PA      | $169402.21    | 0.03%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF CYPRUS HOLDINGS                           | Bank of Cyprus Holdings PLC                                                                                                      | CUSIP: 000000000<br>LEI: 635400L14KNHZXPUZM19 | Long             | DBT              | CORP              | IE        |     200000 | PA      | $275608.56    | 0.05%             | 2028-06-21      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                          | Asian Infrastructure Investment Bank/The                                                                                         | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   11800000 | PA      | $122993.14    | 0.02%             | 2033-06-30      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                             | India Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   54730000 | PA      | $586499.14    | 0.10%             | 2053-06-19      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                    | Czech Republic Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    3660000 | PA      | $183395.76    | 0.03%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                           | Turkiye Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    8323000 | PA      | $179568.97    | 0.03%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| METRO BANK HOLDINGS PLC                           | Metro Bank Holdings PLC                                                                                                          | CUSIP: 000000000<br>LEI: 984500CDDEAD6C2EDQ64 | Long             | DBT              | CORP              | GB        |     500000 | PA      | $783890.17    | 0.14%             | 2029-04-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                           | Romania Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     925000 | PA      | $222529.32    | 0.04%             | 2034-07-31      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                          | Brazil Notas do Tesouro Nacional Serie F                                                                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     116000 | PA      | $18510.39     | 0.00%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                   | United Group BV                                                                                                                  | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |     890000 | PA      | $1097422.61   | 0.19%             | 2031-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                               | Benin Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     615000 | PA      | $643167.19    | 0.11%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     115000 | PA      | $144724.73    | 0.03%             | 2031-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                          | Asian Infrastructure Investment Bank/The                                                                                         | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    3500000 | PA      | $37979.39     | 0.01%             | 2029-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                            | Republic of Poland Government Bond                                                                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     616000 | PA      | $174526.74    | 0.03%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                        | Grifols SA                                                                                                                       | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     600000 | PA      | $747111.81    | 0.13%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                          | Bellis Acquisition Co PLC                                                                                                        | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |     300000 | PA      | $376230.65    | 0.07%             | 2030-05-14      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                               | Erste Group Bank AG                                                                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |     200000 | PA      | $260444.95    | 0.05%             | 2031-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VEON MIDCO BV                                     | Veon Midco BV                                                                                                                    | CUSIP: 000000000<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |    1200000 | PA      | $1148257.34   | 0.20%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                             | Bonos de la Tesoreria de la Republica en pesos                                                                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  105000000 | PA      | $132768.31    | 0.02%             | 2040-10-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BERTRAND FRANCHISE                                | Bertrand Franchise Finance SAS                                                                                                   | CUSIP: 000000000<br>LEI: 969500HGPPEHSTNJFW57 | Long             | DBT              | CORP              | FR        |     300000 | PA      | $349555.39    | 0.06%             | 2030-07-18      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| BERTRAND FRANCHISE                                | Bertrand Franchise Finance SAS                                                                                                   | CUSIP: 000000000<br>LEI: 969500HGPPEHSTNJFW57 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $119004.86    | 0.02%             | 2030-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CCF HOLDING SAS                                   | CCF Holding SAS                                                                                                                  | CUSIP: 000000000<br>LEI: 969500ULNMJWJWCKM704 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $263243.25    | 0.05%             | 2029-06-12      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                | Peru Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     292000 | PA      | $95666.12     | 0.02%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| PICARD GROUPE SAS                                 | Picard Groupe SAS                                                                                                                | CUSIP: 000000000<br>LEI: 969500C0PA29TV19CT55 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $123667.31    | 0.02%             | 2029-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                    | TeamSystem SpA                                                                                                                   | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |     225000 | PA      | $266949.24    | 0.05%             | 2031-07-31      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| QIAGEN NV                                         | QIAGEN NV                                                                                                                        | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $232429.49    | 0.04%             | 2031-09-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAWAG GROUP AG                                    | BAWAG Group AG                                                                                                                   | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | DBT              | CORP              | AT        |     400000 | PA      | $510500.93    | 0.09%             | 2029-09-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                           | Turkiye Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   11255000 | PA      | $255230.66    | 0.04%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| SPAR NORD BANK A/S                                | Spar Nord Bank A/S                                                                                                               | CUSIP: 000000000<br>LEI: 549300DHT635Q5P8J715 | Long             | DBT              | CORP              | DK        |     200000 | PA      | $245319.00    | 0.04%             | 2030-10-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                           | European Bank for Reconstruction & Development                                                                                   | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   10700000 | PA      | $108556.95    | 0.02%             | 2036-10-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                           | Romania Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    2570000 | PA      | $602986.87    | 0.10%             | 2035-04-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GDZ ELEKTRIK DAGITIM AS                           | GDZ Elektrik Dagitim AS                                                                                                          | CUSIP: 000000000<br>LEI: 984500B63B5766038A64 | Long             | DBT              | CORP              | TR        |    1190000 | PA      | $1190027.57   | 0.21%             | 2029-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                           | Turkiye Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   24115000 | PA      | $553910.22    | 0.10%             | 2034-09-27      | Fixed         | 27.70%                | No            |                  2 | On Loan: No      |
| AFRICELL HOLDING LTD                              | Africell Holding Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 984500JFB7AFK4B6C829 | Long             | DBT              | CORP              | JE        |    2213000 | PA      | $2213253.90   | 0.38%             | 2029-10-23      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| ZORLU ENERJI ELEKTRIK                             | Zorlu Enerji Elektrik Uretim AS                                                                                                  | CUSIP: 000000000<br>LEI: 7890005B5CSNL39OYO75 | Long             | DBT              | CORP              | TR        |     390000 | PA      | $363375.74    | 0.06%             | 2030-04-23      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                          | Thailand Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    1207000 | PA      | $39041.74     | 0.01%             | 2045-06-17      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| ABANCA CORP BANCARIA SA                           | Abanca Corp Bancaria SA                                                                                                          | CUSIP: 000000000<br>LEI: 54930056IRBXK0Q1FP96 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $247069.00    | 0.04%             | 2036-12-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TRAD & DEV BANK MONGOLIA                          | Trade & Development Bank of Mongolia LLC                                                                                         | CUSIP: 000000000<br>LEI: 549300O080RZNQXWR806 | Long             | DBT              | CORP              | MN        |    1926000 | PA      | $1926852.68   | 0.33%             | 2027-12-23      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                             | Sri Lanka Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     523273 | PA      | $518037.38    | 0.09%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                             | Sri Lanka Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    2321727 | PA      | $2293270.45   | 0.40%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| SAMHALLSBYG HOLD                                  | Samhallsbyggnadsbolaget I Norden Holding AB                                                                                      | CUSIP: 000000000<br>LEI: 636700JPED0N9T4ET363 | Long             | DBT              | CORP              | SE        |     200000 | PA      | $235654.29    | 0.04%             | 2026-08-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SAMHALLSBYG HOLD                                  | Samhallsbyggnadsbolaget I Norden Holding AB                                                                                      | CUSIP: 000000000<br>LEI: 636700JPED0N9T4ET363 | Long             | DBT              | CORP              | SE        |     415000 | PA      | $420886.12    | 0.07%             | 2028-11-14      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SAMHALLSBYG HOLD                                  | Samhallsbyggnadsbolaget I Norden Holding AB                                                                                      | CUSIP: 000000000<br>LEI: 636700JPED0N9T4ET363 | Long             | DBT              | CORP              | SE        |    2535000 | PA      | $2465767.05   | 0.43%             | 2029-09-26      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                           | European Bank for Reconstruction & Development                                                                                   | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   31000000 | PA      | $332008.27    | 0.06%             | 2032-01-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                     | AIB Group PLC                                                                                                                    | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     225000 | PA      | $277115.88    | 0.05%             | 2031-07-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                          | Azule Energy Finance Plc                                                                                                         | CUSIP: 000000000<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |     745000 | PA      | $753767.53    | 0.13%             | 2030-01-23      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                 | Ivanhoe Mines Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |    1100000 | PA      | $1146171.40   | 0.20%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                          | Thailand Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     658000 | PA      | $21738.62     | 0.00%             | 2035-03-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                       | Eurobank SA                                                                                                                      | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |     475000 | PA      | $570030.44    | 0.10%             | 2036-02-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IBERCAJA BANCO SA                                 | Ibercaja Banco SA                                                                                                                | CUSIP: 000000000<br>LEI: 549300OLBL49CW8CT155 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $242040.75    | 0.04%             | 2036-08-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ARBEJDERNES LANDSBANK                             | Arbejdernes Landsbank AS                                                                                                         | CUSIP: 000000000<br>LEI: 549300D6BJ7XOO03RR69 | Long             | DBT              | CORP              | DK        |     500000 | PA      | $603438.86    | 0.10%             | 2030-03-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| METRO BANK HOLDINGS PLC                           | Metro Bank Holdings PLC                                                                                                          | CUSIP: 000000000<br>LEI: 984500CDDEAD6C2EDQ64 | Long             | DBT              | CORP              | GB        |     525000 | PA      | $849210.50    | 0.15%             | 2030-03-26      | Fixed         | 13.88%                | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                              | Colombian TES                                                                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  808100000 | PA      | $222739.15    | 0.04%             | 2040-11-28      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| GLP PTE LTD                                       | GLP Pte Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 254900PC2NNG9BLIJO15 | Long             | DBT              | CORP              | SG        |     820000 | PA      | $840059.43    | 0.15%             | 2028-05-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| EASTERN EUROPEAN ELECT                            | Eastern European Electric Co BV                                                                                                  | CUSIP: 000000000<br>LEI: 8945004UQXDLRHI1KJ27 | Long             | DBT              | CORP              | NL        |     790000 | PA      | $987997.46    | 0.17%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EASTERN EUROPEAN ELECT                            | Eastern European Electric Co BV                                                                                                  | CUSIP: 000000000<br>LEI: 8945004UQXDLRHI1KJ27 | Long             | DBT              | CORP              | NL        |     948000 | PA      | $1185596.95   | 0.21%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JYSKE BANK A/S                                    | Jyske Bank A/S                                                                                                                   | CUSIP: 000000000<br>LEI: 3M5E1GQGKL17HI6CPN30 | Long             | DBT              | CORP              | DK        |     500000 | PA      | $601105.72    | 0.10%             | 2031-11-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENERGO PRO AS                                     | Energo - Pro as                                                                                                                  | CUSIP: 000000000<br>LEI: 315700IQCL9IX158RO36 | Long             | DBT              | CORP              | CZ        |     625000 | PA      | $789899.78    | 0.14%             | 2030-05-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENERGO PRO AS                                     | Energo - Pro as                                                                                                                  | CUSIP: 000000000<br>LEI: 315700IQCL9IX158RO36 | Long             | DBT              | CORP              | CZ        |    1240000 | PA      | $1567161.16   | 0.27%             | 2030-05-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                               | Erste Group Bank AG                                                                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |     200000 | PA      | $251908.50    | 0.04%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                    | Czech Republic Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    4870000 | PA      | $236861.74    | 0.04%             | 2034-10-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                               | Intesa Sanpaolo SpA                                                                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     200000 | PA      | $252069.34    | 0.04%             | 2033-05-26      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                           | Nationwide Building Society                                                                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $293661.58    | 0.05%             | 2031-12-20      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                              | ZF Europe Finance BV                                                                                                             | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |     500000 | PA      | $634032.57    | 0.11%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CREDIABANK SA                                     | CrediaBank SA                                                                                                                    | CUSIP: 000000000<br>LEI: 213800FFWYE3BQ1CU978 | Long             | DBT              | CORP              | GR        |     100000 | PA      | $128523.33    | 0.02%             | 2031-01-31      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| BULGARIAN ENERGY HLD                              | Bulgarian Energy Holding EAD                                                                                                     | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | CORP              | BG        |     220000 | PA      | $261213.34    | 0.05%             | 2030-06-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                          | Bellis Acquisition Co PLC                                                                                                        | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    1385000 | PA      | $1559316.93   | 0.27%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| BELLIS ACQUISITION CO PL                          | Bellis Acquisition Co PLC                                                                                                        | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |     530000 | PA      | $596706.12    | 0.10%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                             | CPI Property Group SA                                                                                                            | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $232111.56    | 0.04%             | 2031-03-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                   | Piraeus Bank SA                                                                                                                  | CUSIP: 000000000<br>LEI: 213800OYHR1MPQ5VJL60 | Long             | DBT              | CORP              | GR        |     200000 | PA      | $249051.10    | 0.04%             | 2030-12-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                                                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $248636.96    | 0.04%             | 2031-01-02      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOGECAP SA                                        | Sogecap SA                                                                                                                       | CUSIP: 000000000<br>LEI: 9695009HXSFK8D6V0T62 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $244463.66    | 0.04%             | 2035-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VEON MIDCO BV                                     | Veon Midco BV                                                                                                                    | CUSIP: 000000000<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |     430000 | PA      | $450379.68    | 0.08%             | 2029-07-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VEON MIDCO BV                                     | Veon Midco BV                                                                                                                    | CUSIP: 000000000<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $209478.92    | 0.04%             | 2029-07-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MUANGTHAI CAPITAL PCL                             | Muangthai Capital PCL                                                                                                            | CUSIP: 000000000<br>LEI: 254900ZI1FO2W9132C98 | Long             | DBT              | CORP              | TH        |     545000 | PA      | $565053.38    | 0.10%             | 2030-07-21      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                             | CPI Property Group SA                                                                                                            | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |     820000 | PA      | $954574.80    | 0.17%             | 2030-07-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALEXANDRITE LAKE LUX HOL                          | Alexandrite Lake Lux Holdings Sarl                                                                                               | CUSIP: 000000000<br>LEI: 213800RY78YHYF5J8L55 | Long             | DBT              | CORP              | LU        |     665000 | PA      | $799523.22    | 0.14%             | 2030-07-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                              | Colombian TES                                                                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  717200000 | PA      | $188086.99    | 0.03%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                              | Indonesia Treasury Bond                                                                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  840000000 | PA      | $50284.90     | 0.01%             | 2031-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CESKA SPORITELNA AS                               | Ceska sporitelna AS                                                                                                              | CUSIP: 000000000<br>LEI: 9KOGW2C2FCIOJQ7FF485 | Long             | DBT              | CORP              | CZ        |     500000 | PA      | $598018.35    | 0.10%             | 2032-09-09      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                              | Fortune Star BVI Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |     485000 | PA      | $481243.97    | 0.08%             | 2029-09-09      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ABANCA CORP BANCARIA SA                           | Abanca Corp Bancaria SA                                                                                                          | CUSIP: 000000000<br>LEI: 54930056IRBXK0Q1FP96 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $245491.69    | 0.04%             | 2031-09-19      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MEXICO CETES                                      | Mexico Cetes                                                                                                                     | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2599960 | PA      | $133482.70    | 0.02%             | 2027-09-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $122869.40    | 0.02%             | 2032-03-17      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CHINA PACIFIC INSURANCE                           | China Pacific Insurance Group Co Ltd                                                                                             | CUSIP: 000000000<br>LEI: 529900BA5ILEL308WX03 | Long             | DBT              | CORP              | CN        |    2000000 | PA      | $289895.90    | 0.05%             | 2030-09-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     100000 | PA      | $115022.81    | 0.02%             | 2032-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| 888 ACQUISITIONS LTD                              | 888 Acquisitions Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 254900RFD0BP3JOPZU89 | Long             | DBT              | CORP              | GI        |    1525000 | PA      | $1563902.71   | 0.27%             | 2031-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                           | International Bank for Reconstruction & Development                                                                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   10000000 | PA      | $102227.06    | 0.02%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALDERMORE GROUP                                   | Aldermore Group PLC                                                                                                              | CUSIP: 000000000<br>LEI: 213800JQLWHE8NQYXX31 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $551364.22    | 0.10%             | 2035-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                    | Czech Republic Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    6600000 | PA      | $345486.28    | 0.06%             | 2035-09-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                  | Altice France SA                                                                                                                 | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     303859 | PA      | $365404.82    | 0.06%             | 2029-11-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                  | Altice France SA                                                                                                                 | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     152439 | PA      | $175763.76    | 0.03%             | 2031-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                          | Republic of South Africa Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    6757000 | PA      | $459589.38    | 0.08%             | 2039-03-31      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                             | CPI Property Group SA                                                                                                            | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |     600000 | PA      | $810691.20    | 0.14%             | 2030-10-09      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ENERGO PRO AS                                     | Energo - Pro as                                                                                                                  | CUSIP: 000000000<br>LEI: 315700IQCL9IX158RO36 | Long             | DBT              | CORP              | CZ        |     555000 | PA      | $656389.07    | 0.11%             | 2031-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| SAMMAAN CAPITAL LTD                               | Sammaan Capital Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 335800A2A3G53ZQZTQ21 | Long             | DBT              | CORP              | IN        |     810000 | PA      | $815916.53    | 0.14%             | 2030-10-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                            | Kazakhstan Government International Bond                                                                                         | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   92085000 | PA      | $170192.99    | 0.03%             | 2031-05-12      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| SOGECAP SA                                        | Sogecap SA                                                                                                                       | CUSIP: 000000000<br>LEI: 9695009HXSFK8D6V0T62 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $122231.83    | 0.02%             | 2035-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                | Aegea Finance Sarl                                                                                                               | CUSIP: 00775CAE6<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |    1702000 | PA      | $1660431.61   | 0.29%             | 2036-01-20      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                   | Cemex SAB de CV                                                                                                                  | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     315000 | PA      | $330277.50    | 0.06%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                           | Mexican Bonos                                                                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2186400 | PA      | $109555.61    | 0.02%             | 2055-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MEXICO CETES                                      | Mexico Cetes                                                                                                                     | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   37528930 | PA      | $1899655.50   | 0.33%             | 2027-10-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                            | Kazakhstan Government International Bond                                                                                         | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |  226902000 | PA      | $416013.31    | 0.07%             | 2035-02-13      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| ITTIHAD INT II LTD                                | Ittihad International II Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 254900N6645P4DHIXJ30 | Long             | DBT              | CORP              | KY        |     360000 | PA      | $373499.47    | 0.06%             | 2030-11-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                       | Eurobank SA                                                                                                                      | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |     200000 | PA      | $238930.84    | 0.04%             | 2033-11-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS CARDIF                                | BNP Paribas Cardif SA                                                                                                            | CUSIP: 000000000<br>LEI: 969500VRSFWX7S1P2M29 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $241221.15    | 0.04%             | 2035-11-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $483711.90    | 0.08%             | 2035-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                   | Ardagh Group SA                                                                                                                  | CUSIP: 000000000<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |     150000 | PA      | $168455.81    | 0.03%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                          | Uruguay Government International Bond                                                                                            | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    4490000 | PA      | $120805.83    | 0.02%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BANCA TRANSILVANIA                                | Banca Transilvania SA                                                                                                            | CUSIP: 000000000<br>LEI: 549300RG3H390KEL8896 | Long             | DBT              | CORP              | RO        |    1300000 | PA      | $1599128.70   | 0.28%             | 2030-11-27      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     905000 | PA      | $1055908.52   | 0.18%             | 2038-11-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NOVA LJUBLJANSKA BANK                             | Nova Ljubljanska Banka dd                                                                                                        | CUSIP: 000000000<br>LEI: 5493001BABFV7P27OW30 | Long             | DBT              | CORP              | SI        |    1600000 | PA      | $1936655.23   | 0.34%             | 2030-11-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CORPORACIAN QUIPORT SA                            | Corp Quiport SA                                                                                                                  | CUSIP: 000000000<br>LEI: 9845008C1QFC4A49E084 | Long             | DBT              | CORP              | EC        |     685000 | PA      | $737373.48    | 0.13%             | 2037-12-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                           | Hungary Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      75000 | PA      | $89696.81     | 0.02%             | 2033-05-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                           | Hungary Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     100000 | PA      | $119595.73    | 0.02%             | 2033-05-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                              | Republic of Cameroon International Bond                                                                                          | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |    2800000 | PA      | $2712612.90   | 0.47%             | 2033-01-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                               | Ecuador Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    1710000 | PA      | $1752750.00   | 0.30%             | 2039-01-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                 | EURO-BOBL FUTURE MAR26                                                                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         16 | NC      | $2112.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                 | EURO-SCHATZ FUT MAR26                                                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         41 | NC      | $5655.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                 | EURO-BUND FUTURE MAR26                                                                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -132 | NC      | $-4409.51     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                 | EURO-BUXL 30Y BND MAR26                                                                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         37 | NC      | $-41703.12    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                 | EURO-BTP FUTURE MAR26                                                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         68 | NC      | $16750.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US LONG BOND(CBT) MAR26                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        178 | NC      | $-193667.63   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR NOTE (CBT)MAR26                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        599 | NC      | $-292796.51   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US ULTRA BOND CBT MAR26                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         37 | NC      | $-57401.84    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 5YR NOTE (CBT) MAR26                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        392 | NC      | $-149220.20   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 2YR NOTE (CBT) MAR26                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         97 | NC      | $-26701.24    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR ULTRA FUT MAR26                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -144 | NC      | $35738.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division  | LONG GILT FUTURE MAR26                                                                                                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |        -98 | NC      | $174920.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                               | AUST 10Y BOND FUT MAR26                                                                                                          | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        370 | NC      | $-62325.41    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                | 99D12DB4 EUR PUT USD CALL                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | DE        |     568000 | OU      | $3342.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | 99D12ECM USD PUT ZAR CALL                                                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |    -335000 | OU      | $-6133.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | 99D12ECG USD PUT ZAR CALL                                                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |     335000 | OU      | $14645.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | 99D12E97 USD PUT ZAR CALL                                                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |     168000 | OU      | $2312.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | 99D12EM5 USD PUT CNH CALL                                                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |     502000 | OU      | $1903.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                | 99D12FYU USD PUT CNH CALL                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     671000 | OU      | $2518.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | 99D12I4F USD PUT MXN CALL                                                                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |     181000 | OU      | $1551.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                    | Czech Republic Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    7710000 | PA      | $369109.39    | 0.06%             | 2036-12-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| IVC Acquisition Ltd                               | IVC Acquisition Ltd 2025 EUR Repriced Term Loan B                                                                                | CUSIP: 000000000<br>LEI: 5493000Y4FS5LU4IPV32 | Long             | LON              | CORP              | GB        |     290000 | PA      | $342842.41    | 0.06%             | 2028-12-12      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Whitewater Matterhorn Holdings LLC                | Whitewater Matterhorn Holdings LLC 2025 Term Loan B                                                                              | CUSIP: 000000000<br>LEI: 2138009J7G187M6C4Q91 | Long             | LON              | CORP              | US        |      99750 | PA      | $99298.13     | 0.02%             | 2032-06-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Techem Verwaltungsgesellschaft 675 mbH            | Techem Verwaltungsgesellschaft 675 mbH 2025 EUR Term Loan B                                                                      | CUSIP: 000000000<br>LEI: 529900N0M7FQHNAV1A41 | Long             | LON              | CORP              | DE        |     250000 | PA      | $298756.93    | 0.05%             | 2032-07-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Owens-Illinois Inc                                | Owens-Illinois Inc 2025 Term Loan B                                                                                              | CUSIP: 000000000<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | LON              | CORP              | US        |     435000 | PA      | $435408.90    | 0.08%             | 2032-09-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Ryan, LLC                                         | Ryan LLC 2025 Term Loan                                                                                                          | CUSIP: 000000000<br>LEI: 549300TG86D8HZC6TE67 | Long             | LON              | CORP              | US        |     898489 | PA      | $884166.75    | 0.15%             | 2032-11-05      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| TECTA AMERICA CORP                                | Tecta America Corp 2025 Repriced Term Loan B                                                                                     | CUSIP: 000000000<br>LEI: 54930083ULRH07WCC129 | Long             | LON              | CORP              | US        |     253975 | PA      | $254337.69    | 0.04%             | 2032-02-18      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                       | HOLOGIC INC 2026 TERM LOAN B                                                                                                     | CUSIP: 000000000<br>LEI: 9845009E9B4548A5N478 | Long             | LON              | CORP              | US        |     800000 | PA      | $793904.00    | 0.14%             | 2033-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                           | Mexican Bonos                                                                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     329900 | PA      | $16741.28     | 0.00%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                               | Malaysia Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     115000 | PA      | $29847.99     | 0.01%             | 2029-08-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                              | YPF SA                                                                                                                           | CUSIP: 000000000<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    1345000 | PA      | $1357813.82   | 0.24%             | 2027-07-21      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                           | Hungary Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   87880000 | PA      | $187265.17    | 0.03%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                | Grupo Televisa SAB                                                                                                               | CUSIP: 40049JBE6<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     620000 | PA      | $431421.28    | 0.07%             | 2049-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNICAJA BANCO SA                                  | Unicaja Banco SA                                                                                                                 | CUSIP: 000000000<br>LEI: 5493007SJLLCTM6J6M37 | Long             | DBT              | CORP              | ES        |     100000 | PA      | $109420.93    | 0.02%             | 2029-09-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds             | Angola Government International Bonds                                                                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    1300000 | PA      | $1275149.40   | 0.22%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                 | Gabon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |    2820000 | PA      | $2400471.03   | 0.42%             | 2031-02-06      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     230000 | PA      | $224407.00    | 0.04%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GOLOMT BANK OF MONGOLIA                           | Golomt Bank                                                                                                                      | CUSIP: 000000000<br>LEI: 549300QLH7BRA4EIZO16 | Long             | DBT              | CORP              | MN        |     200000 | PA      | $208014.21    | 0.04%             | 2027-05-20      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| ZURICH FINANCE IRELAND                            | Zurich Finance Ireland Designated Activity Co                                                                                    | CUSIP: 000000000<br>LEI: 549300E0FVHYR37EGX65 | Long             | DBT              | CORP              | IE        |     250000 | PA      | $227462.86    | 0.04%             | 2051-04-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                              | BCP V Modular Services Finance II PLC                                                                                            | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $131714.76    | 0.02%             | 2028-11-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $194440.22    | 0.03%             | 2030-11-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                           | Hungary Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  121520000 | PA      | $390768.25    | 0.07%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                          | Uruguay Government International Bond                                                                                            | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    2498000 | PA      | $72934.26     | 0.01%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $122869.40    | 0.02%             | 2032-03-17      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                    | Czech Republic Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    3250000 | PA      | $148970.35    | 0.03%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                                                                              | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     710000 | PA      | $638580.46    | 0.11%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| BRF SA                                            | BRF SA                                                                                                                           | CUSIP: 000000000<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |     370000 | PA      | $306525.65    | 0.05%             | 2050-09-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                | FS Luxembourg Sarl                                                                                                               | CUSIP: 000000000<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |     375000 | PA      | $387322.50    | 0.07%             | 2033-06-25      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                             | Argentine Republic Government International Bond                                                                                 | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     180000 | PA      | $139230.00    | 0.02%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| SAN MIGUEL INDUSTRIAS                             | SAN Miguel Industrias Pet SA / NG PET R&P Latin America SA                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     900000 | PA      | $867411.00    | 0.15%             | 2028-08-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                          | AL Candelaria -spain- SA                                                                                                         | CUSIP: 000000000<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |     620000 | PA      | $554125.00    | 0.10%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BULGARIAN ENERGY HLD                              | Bulgarian Energy Holding EAD                                                                                                     | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | CORP              | BG        |     620000 | PA      | $712722.04    | 0.12%             | 2028-07-22      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                              | Indonesia Treasury Bond                                                                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  548000000 | PA      | $34052.07     | 0.01%             | 2042-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                           | Romania Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      50000 | PA      | $12734.91     | 0.00%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| JSW STEEL LTD                                     | JSW Steel Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | DBT              | CORP              | IN        |     580000 | PA      | $575599.65    | 0.10%             | 2027-04-05      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                              | Indonesia Treasury Bond                                                                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 4415000000 | PA      | $275658.03    | 0.05%             | 2043-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| HANWHA TOTALENERGIES                              | Hanwha Totalenergies Petrochemical Co Ltd                                                                                        | CUSIP: 000000000<br>LEI: 988400G0X7SXITD3EI81 | Long             | DBT              | CORP              | KR        |     810000 | PA      | $793271.39    | 0.14%             | 2029-07-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IBERCAJA BANCO SA                                 | Ibercaja Banco SA                                                                                                                | CUSIP: 000000000<br>LEI: 549300OLBL49CW8CT155 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $261481.85    | 0.05%             | 2028-01-25      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                          | Republic of South Africa Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     971000 | PA      | $59595.34     | 0.01%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                           | Mexican Bonos                                                                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3353900 | PA      | $168731.31    | 0.03%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SPAR NORD BANK A/S                                | Spar Nord Bank A/S                                                                                                               | CUSIP: 000000000<br>LEI: 549300DHT635Q5P8J715 | Long             | DBT              | CORP              | DK        |     100000 | PA      | $122659.50    | 0.02%             | 2030-10-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                              | Indonesia Treasury Bond                                                                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 2203000000 | PA      | $138271.23    | 0.02%             | 2040-08-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                 | Vedanta Resources Finance II PLC                                                                                                 | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     465000 | PA      | $498137.02    | 0.09%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                               | Benin Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     250000 | PA      | $261450.08    | 0.05%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                           | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                                     | CUSIP: 000000000<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     410000 | PA      | $455910.98    | 0.08%             | 2038-06-29      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| DIAMOND II LTD                                    | Diamond II Ltd                                                                                                                   | CUSIP: 25276VAA3<br>LEI: 254900KL4GQ2XC50XL44 | Long             | DBT              | CORP              | MU        |    1275000 | PA      | $1274691.30   | 0.22%             | 2026-07-28      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                              | Indonesia Treasury Bond                                                                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1724000000 | PA      | $108112.31    | 0.02%             | 2045-08-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BIOCON BIOLOGICS GLOBAL                           | Biocon Biologics Global PLC                                                                                                      | CUSIP: 000000000<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |    1130000 | PA      | $1147427.18   | 0.20%             | 2029-10-09      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| TERMOCANDELARIA POWER                             | Termocandelaria Power SA                                                                                                         | CUSIP: 000000000<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | ES        |     735000 | PA      | $762430.20    | 0.13%             | 2031-09-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                 | Vedanta Resources Finance II PLC                                                                                                 | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     335000 | PA      | $353419.52    | 0.06%             | 2030-07-24      | Fixed         | 9.48%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                 | Vedanta Resources Finance II PLC                                                                                                 | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     735000 | PA      | $792265.80    | 0.14%             | 2033-04-24      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                             | CPI Property Group SA                                                                                                            | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |     600000 | PA      | $696334.69    | 0.12%             | 2031-03-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                              | Provincia de Cordoba                                                                                                             | CUSIP: 000000000<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |      90000 | PA      | $94005.00     | 0.02%             | 2032-07-02      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                              | Raizen Fuels Finance SA                                                                                                          | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     625000 | PA      | $506237.10    | 0.09%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                 | Vedanta Resources Finance II PLC                                                                                                 | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $209510.21    | 0.04%             | 2032-10-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                            | Republic of Poland Government Bond                                                                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     495000 | PA      | $139084.38    | 0.02%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                              | Provincia de Cordoba                                                                                                             | CUSIP: 74408DAF1<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |     460000 | PA      | $480470.00    | 0.08%             | 2032-07-02      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| SCOR SE                                           | SCOR SE                                                                                                                          | CUSIP: 000000000<br>LEI: 96950056ULJ4JI7V3752 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $193851.74    | 0.03%             | 2029-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                          | Republic of South Africa Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    4675000 | PA      | $307073.57    | 0.05%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                             | Bonos de la Tesoreria de la Republica en pesos                                                                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   10000000 | PA      | $11345.80     | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                         | BAUSCH + LOMB CORPORATION 2025 REPRICED TERM LOAN                                                                                | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |      97750 | PA      | $98360.94     | 0.02%             | 2031-01-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Great Canadian Gaming Corporation                 | Great Canadian Gaming Corporation 2024 Term Loan B                                                                               | CUSIP: 000000000<br>LEI: 549300FU60SSFLTE0M84 | Long             | LON              | CORP              | CA        |     110135 | PA      | $107277.84    | 0.02%             | 2029-11-01      | Floating      | 8.44%                 | 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        |     199000 | PA      | $193798.14    | 0.03%             | 2030-10-08      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                 | Clarios Global LP 2025 USD Term Loan B                                                                                           | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |     129675 | PA      | $129715.20    | 0.02%             | 2032-01-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| SPEEDSTER BIDCO GMBH                              | Speedster Bidco GmbH 2025 USD Term Loan B1                                                                                       | CUSIP: 000000000<br>LEI: 254900LE837QB2YYV824 | Long             | LON              | CORP              | DE        |     104214 | PA      | $103693.40    | 0.02%             | 2031-12-11      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                          | AL Candelaria -spain- SA                                                                                                         | CUSIP: 000000000<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |    1000000 | PA      | $893750.00    | 0.16%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                               | New Immo Holding SA                                                                                                              | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |     600000 | PA      | $713216.64    | 0.12%             | 2027-07-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                      | State Street Navigator Securities Lending Government Money Market Portfolio                                                      | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |   18092379 | NS      | $18092379.05  | 3.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIBABA GROUP HOLDING                             | Alibaba Group Holding Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     590000 | PA      | $660071.48    | 0.11%             | 2032-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Limited                        | AS Mileage Plan IP Limited 2025 Repriced Term Loan B                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |     148125 | PA      | $148913.03    | 0.03%             | 2031-10-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                            | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     205000 | PA      | $203907.84    | 0.04%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                         | Aptiv PLC                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |         83 | NS      | $6287.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Froneri Lux Finco Sarl                            | Froneri Lux Finco Sarl 2025 USD Term Loan B6                                                                                     | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | US        |     120000 | PA      | $119737.20    | 0.02%             | 2032-09-30      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corporation                       | JetBlue Airways Corporation 2024 Term Loan B                                                                                     | CUSIP: 000000000<br>LEI: 54930070J9H97ZO93T57 | Long             | LON              | CORP              | US        |     247494 | PA      | $236821.79    | 0.04%             | 2029-08-27      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                           | Studio City Finance Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |     705000 | PA      | $682983.05    | 0.12%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                           | WE Soda Investments Holding PLC                                                                                                  | CUSIP: 000000000<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |     626000 | PA      | $645363.67    | 0.11%             | 2028-10-06      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                | Aegea Finance Sarl                                                                                                               | CUSIP: 000000000<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |     550000 | PA      | $536755.96    | 0.09%             | 2036-01-20      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                            | Millicom International Cellular SA                                                                                               | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    1345000 | PA      | $1252318.47   | 0.22%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                              | Raizen Fuels Finance SA                                                                                                          | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     600000 | PA      | $502500.00    | 0.09%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                              | Flutter Financing BV 2025 Term Loan B                                                                                            | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |      99500 | PA      | $99085.09     | 0.02%             | 2032-06-04      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Fugue Finance BV                                  | Fugue Finance BV 2025 Repriced Term Loan                                                                                         | CUSIP: 000000000<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | US        |     534000 | PA      | $529327.50    | 0.09%             | 2032-01-09      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Sunrise Financing Partnership                     | Sunrise Financing Partnership Term Loan AAA                                                                                      | CUSIP: 000000000<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |     220000 | PA      | $219197.00    | 0.04%             | 2032-02-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                          | AES Panama Generation Holdings SRL                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |     186702 | PA      | $175873.11    | 0.03%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BRF SA                                            | BRF SA                                                                                                                           | CUSIP: 000000000<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |     400000 | PA      | $331363.52    | 0.06%             | 2050-09-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MX HLDGS                           | Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     596947 | PA      | $652650.75    | 0.11%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                           | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                                     | CUSIP: 000000000<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $222332.40    | 0.04%             | 2038-06-29      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                           | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                                     | CUSIP: 000000000<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     418000 | PA      | $456477.32    | 0.08%             | 2039-01-08      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| SAN MIGUEL INDUSTRIAS                             | SAN Miguel Industrias Pet SA / NG PET R&P Latin America SA                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     200000 | PA      | $192758.00    | 0.03%             | 2028-08-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                              | Telecom Argentina SA                                                                                                             | CUSIP: 000000000<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |     185000 | PA      | $195262.69    | 0.03%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO                             | GC Treasury Center Co Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |     695000 | PA      | $701907.74    | 0.12%             | 2030-09-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MAXEON SOLAR TECHNOLOGIES LTD                     | MAXEON SOLAR TECHNOLOGIES LTD                                                                                                    | CUSIP: 000000000<br>LEI: 5493007JPB074ITT6Y72 | N/A              | DE               |  | SG        |       1500 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-19

**Name of Applicant:** Hartford Funds Exchange-Traded Trust

**Signature:** William Zook

**Name of Signer:** William Zook

**Title:** Assistant Treasurer