# EDGAR Filing Document

**Accession Number:** 0000855396
**File Stem:** 0001410368-26-020086
**Filing Date:** 2026-2
**Character Count:** 484424
**Document Hash:** 8713aa36bf96f6f35ab43ee716db3e24
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-020086.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001410368-26-020086

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LORD ABBETT SERIES FUND INC
- **CENTRAL INDEX KEY:** 0000855396

**ORGANIZATION NAME:**
- **EIN:** 133536969
- **STATE OF INCORPORATION:** NY
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05876
- **FILM NUMBER:** 26689943

**BUSINESS ADDRESS:**
- **STREET 1:** 30 HUDSON STREET
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07302
- **BUSINESS PHONE:** 201-827-2000

**MAIL ADDRESS:**
- **STREET 1:** 30 HUDSON STREET
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07302

## Series and Classes Contracts Data

### Bond-Debenture Portfolio (Series ID: S000007299)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000020055 | Class VC     |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** LORD ABBETT SERIES FUND INC

- **b. Investment Company Act file number:** 811-05876

- **c. CIK number of Registrant:** 0000855396

- **d. LEI of Registrant:** 549300MNKALF1QZZNY95

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

  - **Street Address 1:** 30 HUDSON STREET

  - **City:** JERSEY CITY

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07302

  - **Telephone number:** 201-827-2000

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

- **a. Name of Series:** Bond-Debenture Portfolio

- **b. EDGAR series identifier (if any):** S000007299

- **c. LEI of Series:** 549300AH5T7DR842HG66

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1534678491.49

**Total Liabilities:** $351066322.22

**Net Assets:** $1183612169.27

**Delayed Delivery Securities:** $244629146.82

**Cash Not Reported:** $7963001.70

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -815.06000000 | **1-Year:** -18362.45000000 | **5-Year:** -77426.24000000 | **10-Year:** -78853.45000000 | **30-Year:** -14561.51000000

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

- **3-Month:** -2320.90000000 | **1-Year:** -52839.18000000 | **5-Year:** -123920.23000000 | **10-Year:** -38979.81000000 | **30-Year:** -7719.70000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000020055 | 0.81%                | 0.36%                | 0.40%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1587611.77              | $1640550.69                                |
| Month 2  | $120036.56               | $-1011683.11                               |
| Month 3  | $1840501.85              | $-1382123.63                               |

**Designated Index Information**

- **Index Name:** Securities Portfolio VaR

- **Index Identifier:** Designated Reference Portfolio is the Fund's Securities Portfolio

### Schedule of Portfolio Investments

| Name                                                         | Title                                                                                                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GLOBAL AUTO HO/AAG FH UK                                     | Global Auto Holdings Ltd/AAG FH UK Ltd                                                                                                     | CUSIP: 00033GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    1297000 | PA      | $1278290.78   | 0.11%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                             | ABN AMRO Bank NV                                                                                                                           | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    1600000 | PA      | $1465666.21   | 0.12%             | 2037-03-13      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| ACBL HLDG CORP                                               | ACBL HLDG CORP                                                                                                                             | CUSIP: 00085Q209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2356 | NS      | $110732.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ACBL HLDG CORP                                               | ACBL HLDG CORP                                                                                                                             | CUSIP: 00085Q605<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      16904 | NS      | $1031144.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                 | AES Corp/The                                                                                                                               | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    1226000 | PA      | $1249420.28   | 0.11%             | 2055-01-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                             | AMC Networks Inc                                                                                                                           | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    2379000 | PA      | $2116223.99   | 0.18%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                             | AMC Networks Inc                                                                                                                           | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    1080000 | PA      | $1133235.36   | 0.10%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| ANZ BANK NEW ZEALAND LTD                                     | ANZ Bank New Zealand Ltd                                                                                                                   | CUSIP: 00182YAC9<br>LEI: HZSN7FQBPO5IEWYIGC72 | Long             | DBT              | CORP              | NZ        |     935000 | PA      | $972055.90    | 0.08%             | 2034-07-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ASP UNIFRAX HOLDINGS INC                                     | ASP UNIFRAX HLDGS INC                                                                                                                      | CUSIP: 00218LAG6<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |    2437069 | PA      | $1928806.07   | 0.16%             | 2029-09-30      | Fixed         | 11.18%                | No            |                  2 | On Loan: No      |
| ASP UNIFRAX HOLDINGS INC                                     | ASP Unifrax Holdings Inc                                                                                                                   | CUSIP: 00218LAH4<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |    1832389 | PA      | $219886.68    | 0.02%             | 2029-09-30      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                       | AS Mileage Plan IP Ltd                                                                                                                     | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    1756000 | PA      | $1772456.76   | 0.15%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Arizona Biltmore Trust                                       | ARZ Trust 2024-BILT                                                                                                                        | CUSIP: 00218TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     660000 | PA      | $679113.93    | 0.06%             | 2039-06-11      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                     | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                                                            | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    6751487 | PA      | $6879387.17   | 0.58%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ACProducts, Inc.                                             | ACProducts Inc 2021 Term Loan B                                                                                                            | CUSIP: 00488YAB2<br>LEI: 254900KTNXVUUHWHBF39 | Long             | LON              | CORP              | US        |     604198 | PA      | $495493.96    | 0.04%             | 2028-05-17      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                           | Advance Auto Parts Inc                                                                                                                     | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    1941000 | PA      | $1950083.88   | 0.16%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                                      | Aethon United BR LP / Aethon United Finance Corp                                                                                           | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1599000 | PA      | $1676049.41   | 0.14%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Affirm Holdings Inc                                          | Affirm Holdings Inc                                                                                                                        | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      15076 | NS      | $1122106.68   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                                     | AL Candelaria -spain- SA                                                                                                                   | CUSIP: 00870WAA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |    1646000 | PA      | $1461886.67   | 0.12%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Aimco                                                        | Aimco CLO 15 Ltd                                                                                                                           | CUSIP: 00889CAB5<br>LEI: 254900QER1MDK5C1YE06 | Long             | ABS-CBDO         | CORP              | KY        |     928500 | PA      | $504871.88    | 0.04%             | 2038-04-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                | Aircastle Ltd                                                                                                                              | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    1132000 | PA      | $1190427.78   | 0.10%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                                    | ALA Trust 2025-OANA                                                                                                                        | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1870000 | PA      | $1880044.14   | 0.16%             | 2040-06-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                                    | ALA Trust 2025-OANA                                                                                                                        | CUSIP: 009920AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1780000 | PA      | $1787961.58   | 0.15%             | 2040-06-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020 TR                                      | Alaska Airlines 2020-1 Class A Pass Through Trust                                                                                          | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1208821 | PA      | $1216698.64   | 0.10%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                       | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                      | CUSIP: 013092AG6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    1795000 | PA      | $1726228.88   | 0.15%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                       | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                      | CUSIP: 01309QAB4<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     687000 | PA      | $707016.43    | 0.06%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                     | Albion Financing 1 SARL / Aggreko Holdings Inc                                                                                             | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    1256000 | PA      | $1315981.15   | 0.11%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                                      | Alcoa Nederland Holding BV                                                                                                                 | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    1062000 | PA      | $1132281.85   | 0.10%             | 2031-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ALICORP SAA                                                  | Alicorp SAA                                                                                                                                | CUSIP: 016234AE6<br>LEI: 549300Z1XH47TTIIJS11 | Long             | DBT              | CORP              | PE        |    4397000 | PA      | $1326438.36   | 0.11%             | 2032-06-16      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| ATI Inc                                                      | ATI Inc                                                                                                                                    | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      13045 | NS      | $1497044.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI INC                                                      | ATI Inc                                                                                                                                    | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    1596000 | PA      | $1687078.93   | 0.14%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                                       | Allegion US Holding Co Inc                                                                                                                 | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     709000 | PA      | $742246.31    | 0.06%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                        | Bread Financial Holdings Inc                                                                                                               | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     815000 | PA      | $844800.48    | 0.07%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                          | Alliant Energy Corp                                                                                                                        | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |    1164000 | PA      | $1163561.17   | 0.10%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                     | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                             | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2130000 | PA      | $2176072.88   | 0.18%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                             | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                                | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1173000 | PA      | $1161824.24   | 0.10%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| ALLIED UNIVERSAL HOLDCO                                      | Allied Universal Holdco LLC                                                                                                                | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    1947000 | PA      | $2053060.37   | 0.17%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                             | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                                | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1545000 | PA      | $1609505.67   | 0.14%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                     | Allison Transmission Inc                                                                                                                   | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    1261000 | PA      | $1188248.98   | 0.10%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F042418<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1659000 | PA      | $1659842.46   | 0.14%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F042426<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6800000 | PA      | $6800531.22   | 0.57%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F050411<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1095000 | PA      | $1109108.37   | 0.09%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F050429<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13673000 | PA      | $13844360.97  | 1.17%             | 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        |   36677000 | PA      | $36543759.06  | 3.09%             | 2056-02-01      | 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        |    3580000 | PA      | $3669820.73   | 0.31%             | 2041-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1942000 | PA      | $1969457.63   | 0.17%             | 2055-01-01      | 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        |   24074000 | PA      | $24389928.40  | 2.06%             | 2056-02-01      | 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        |    9828000 | PA      | $10086454.58  | 0.85%             | 2056-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F062614<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1866000 | PA      | $1939514.48   | 0.16%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F062622<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5197000 | PA      | $5402354.31   | 0.46%             | 2056-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                    | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F070625<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6250000 | PA      | $6578824.81   | 0.56%             | 2055-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                           | Ally Financial Inc                                                                                                                         | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    2277000 | PA      | $2382064.42   | 0.20%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| ALPHA GENERATION LLC                                         | Alpha Generation LLC                                                                                                                       | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    1132000 | PA      | $1172451.66   | 0.10%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                         | Alpha Generation LLC                                                                                                                       | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    1619000 | PA      | $1636553.20   | 0.14%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                             | Altice France SA                                                                                                                           | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    1133495 | PA      | $1171013.80   | 0.10%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| ALTICE FRANCE SA                                             | Altice France SA                                                                                                                           | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    2205565 | PA      | $2141199.71   | 0.18%             | 2030-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                             | Altice France SA                                                                                                                           | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    1816594 | PA      | $1742634.83   | 0.15%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                             | Altice France SA                                                                                                                           | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    1360766 | PA      | $1305790.21   | 0.11%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-3 AA PTT                                     | American Airlines 2016-3 Class AA Pass Through Trust                                                                                       | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500248 | PA      | $484103.06    | 0.04%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 25-1A PTT                                       | American Airlines 2025-1 Class A Pass Through Trust                                                                                        | CUSIP: 02377NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     956000 | PA      | $951868.07    | 0.08%             | 2038-05-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 25-1B PTT                                       | American Airlines 2025-1 Class B Pass Through Trust                                                                                        | CUSIP: 02377PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     638000 | PA      | $641989.73    | 0.05%             | 2034-11-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                     | American Assets Trust LP                                                                                                                   | CUSIP: 02401LAB0<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |    1715000 | PA      | $1744406.95   | 0.15%             | 2034-10-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                      | American Electric Power Co Inc                                                                                                             | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    1147000 | PA      | $1127518.15   | 0.10%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                       | Anglo American Capital PLC                                                                                                                 | CUSIP: 034863BE9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    1083000 | PA      | $1138320.42   | 0.10%             | 2034-04-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APA Corp                                                     | APA Corp                                                                                                                                   | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |      53340 | NS      | $1304696.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| APA CORP                                                     | APA Corp                                                                                                                                   | CUSIP: 03743QAR9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    1153000 | PA      | $1185671.85   | 0.10%             | 2035-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                     | APA Corp                                                                                                                                   | CUSIP: 03743QAT5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    1754000 | PA      | $1751699.86   | 0.15%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                     | APA Corp                                                                                                                                   | CUSIP: 03743QAZ1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    1119000 | PA      | $1099830.46   | 0.09%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| AppLovin Corp                                                | AppLovin Corp                                                                                                                              | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       1465 | NS      | $987146.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd              | Arbor Realty Collateralized Loan Obligation Ltd                                                                                            | CUSIP: 03881UAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1330000 | PA      | $1334745.64   | 0.11%             | 2041-01-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                       | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                                                                | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    1166000 | PA      | $1193272.76   | 0.10%             | 2031-01-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                           | Ardonagh Finco Ltd                                                                                                                         | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |     952000 | PA      | $998719.20    | 0.08%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP FINANCE                                       | Ardonagh Group Finance Ltd                                                                                                                 | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |    2036000 | PA      | $2124311.50   | 0.18%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds            | Argentina Republic Government International Bonds                                                                                          | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    5131586 | PA      | $4374676.72   | 0.37%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| ARIS MINING CORP                                             | Aris Mining Corp                                                                                                                           | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |    1456000 | PA      | $1520744.26   | 0.13%             | 2029-10-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Aritzia Inc                                                  | Aritzia Inc                                                                                                                                | CUSIP: 04045U102<br>LEI: 549300U83HKFRL1EX527 | Long             | EC               | CORP              | CA        |       7254 | NS      | $620201.01    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries Inc                               | Armstrong World Industries Inc                                                                                                             | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |       6735 | NS      | $1287058.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHTEAD CAPITAL INC                                          | Ashtead Capital Inc                                                                                                                        | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     892000 | PA      | $923106.59    | 0.08%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ASSOC BANC-CORP                                              | Associated Banc-Corp                                                                                                                       | CUSIP: 045487AD7<br>LEI: 549300N3CIN473IW5094 | Long             | DBT              | CORP              | US        |    1128000 | PA      | $1172459.89   | 0.10%             | 2030-08-29      | Fixed         | 6.46%                 | 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        |    1832000 | PA      | $1901847.60   | 0.16%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                                     | Aston Martin Capital Holdings Ltd                                                                                                          | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |    1667000 | PA      | $1552804.17   | 0.13%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Astoria Energy LLC                                           | Astoria Energy LLC 2025 Term Loan B                                                                                                        | CUSIP: 04626LAJ8<br>LEI: 549300BXD26J7I0IPB62 | Long             | LON              | CORP              | US        |    1080929 | PA      | $1090895.41   | 0.09%             | 2032-06-23      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                                         | Atlas Warehouse Lending Co LP                                                                                                              | CUSIP: 049463AE2<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    1346000 | PA      | $1417858.89   | 0.12%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                      | Australia & New Zealand Banking Group Ltd                                                                                                  | CUSIP: 052528AP1<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    2525000 | PA      | $2796676.37   | 0.24%             | 2032-12-08      | Fixed         | 6.74%                 | 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        |    3376000 | PA      | $3488307.23   | 0.29%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                          | Axon Enterprise Inc                                                                                                                        | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     770000 | PA      | $796829.88    | 0.07%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                          | Axon Enterprise Inc                                                                                                                        | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     551000 | PA      | $575515.18    | 0.05%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                               | BAHA Trust 2024-MAR                                                                                                                        | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     690000 | PA      | $715063.56    | 0.06%             | 2041-12-10      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                               | BAHA Trust 2024-MAR                                                                                                                        | CUSIP: 05493XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1570000 | PA      | $1645882.03   | 0.14%             | 2041-12-10      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                             | BAT Capital Corp                                                                                                                           | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1051000 | PA      | $1230471.21   | 0.10%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                   | BFLD Trust 2025-FPM                                                                                                                        | CUSIP: 05556HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     600000 | PA      | $607514.52    | 0.05%             | 2040-10-10      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                       | BP Capital Markets PLC                                                                                                                     | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    1057000 | PA      | $1126220.82   | 0.10%             | 2033-12-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BOKF NA                                                      | BOKF NA                                                                                                                                    | CUSIP: 05572YHP0<br>LEI: FU7RSW4CQQY98A2O7J66 | Long             | DBT              | CORP              | US        |     865000 | PA      | $882398.00    | 0.07%             | 2040-11-06      | Fixed         | 6.11%                 | No            |                  2 | On Loan: —       |
| BX Trust                                                     | BX Trust 2025-ROIC                                                                                                                         | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1424444 | PA      | $1420193.62   | 0.12%             | 2030-03-15      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Commercial Mortgage Trust 2019-IMC                                                                                                      | CUSIP: 05608BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1737914 | PA      | $1729926.84   | 0.15%             | 2034-04-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Commercial Mortgage Trust 2024-XL4                                                                                                      | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     965157 | PA      | $966741.78    | 0.08%             | 2039-02-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Commercial Mortgage Trust 2024-XL5                                                                                                      | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     531681 | PA      | $532547.29    | 0.04%             | 2041-03-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Trust 2024-VLT4                                                                                                                         | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1100000 | PA      | $1100961.73   | 0.09%             | 2041-06-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust                               | BSTN Commercial Mortgage Trust 2025-1C                                                                                                     | CUSIP: 05615EAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     450000 | PA      | $464908.14    | 0.04%             | 2044-06-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust                               | BSTN Commercial Mortgage Trust 2025-1C                                                                                                     | CUSIP: 05615EAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     370000 | PA      | $385344.79    | 0.03%             | 2044-06-15      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Commercial Mortgage Trust 2025-COPT                                                                                                     | CUSIP: 05618XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2070000 | PA      | $2077465.04   | 0.18%             | 2042-08-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Trust 2025-VOLT                                                                                                                         | CUSIP: 05619PAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1860000 | PA      | $1865257.48   | 0.16%             | 2044-12-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Trust 2025-ARIA                                                                                                                         | CUSIP: 05619TAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     380000 | PA      | $383282.93    | 0.03%             | 2042-12-13      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                                | BLP Commercial Mortgage Trust 2024-IND2                                                                                                    | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2501435 | PA      | $2505424.34   | 0.21%             | 2041-03-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD / MARTINI BV                                     | Bacardi Ltd / Bacardi-Martini BV                                                                                                           | CUSIP: 05635JAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     898000 | PA      | $916071.09    | 0.08%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                                      | Bahamas Government International Bond                                                                                                      | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |     454000 | PA      | $507717.28    | 0.04%             | 2036-06-24      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                | Ballyrock CLO 28 Ltd                                                                                                                       | CUSIP: 05876JAC2<br>LEI: 2549006FL37LMQQU3H44 | Long             | ABS-CBDO         | CORP              | KY        |     600000 | PA      | $428045.40    | 0.04%             | 2038-01-20      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                           | Banco Santander SA                                                                                                                         | CUSIP: 05964HBH7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     600000 | PA      | $664167.60    | 0.06%             | 2034-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BANK OZK                                                     | Bank OZK                                                                                                                                   | CUSIP: 06417NA94<br>LEI: 549300VYK2WBD7SST478 | Long             | DBT              | CORP              | US        |    2182000 | PA      | $2056535.00   | 0.17%             | 2031-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                 | Barclays PLC                                                                                                                               | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1152000 | PA      | $1233909.50   | 0.10%             | 2035-03-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: —       |
| BAUSCH + LOMB CORP                                           | Bausch + Lomb Corp                                                                                                                         | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    1066000 | PA      | $1113970.00   | 0.09%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                        | Bausch Health Cos Inc                                                                                                                      | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    1404000 | PA      | $1455407.33   | 0.12%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                                      | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                                               | CUSIP: 07336UAA1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    1110000 | PA      | $1228373.36   | 0.10%             | 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: 07336UAB9<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    1126000 | PA      | $1218881.49   | 0.10%             | 2039-01-08      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                              | Benefit Street Partners CLO XXXIX Ltd                                                                                                      | CUSIP: 081931AC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1256856.00   | 0.11%             | 2038-04-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BHMS Mortgage Trust                                          | BHMS Commercial Mortgage Trust 2025-ATLS                                                                                                   | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1730000 | PA      | $1739794.91   | 0.15%             | 2042-08-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                     | Blue Racer Midstream LLC / Blue Racer Finance Corp                                                                                         | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1101000 | PA      | $1169121.66   | 0.10%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                       | Boardwalk Pipelines LP                                                                                                                     | CUSIP: 096630AK4<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    1123000 | PA      | $1176836.47   | 0.10%             | 2034-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                       | Boardwalk Pipelines LP                                                                                                                     | CUSIP: 096630AL2<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     837000 | PA      | $841917.10    | 0.07%             | 2036-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                    | Boeing Co/The                                                                                                                              | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1169000 | PA      | $1151560.06   | 0.10%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                | Boeing Co/The                                                                                                                              | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2726000 | PA      | $3016891.76   | 0.25%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Bojangles Issuer, LLC                                        | Bojangles Issuer LLC                                                                                                                       | CUSIP: 09748RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1236900 | PA      | $1252118.82   | 0.11%             | 2054-11-20      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                               | Bombardier Inc                                                                                                                             | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    1112000 | PA      | $1160334.19   | 0.10%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Boot Barn Holdings Inc                                       | Boot Barn Holdings Inc                                                                                                                     | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |       6591 | NS      | $1163113.77   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BORR IHC LTD / BORR FIN                                      | Borr IHC Ltd / Borr Finance LLC                                                                                                            | CUSIP: 100018AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    1778171 | PA      | $1789473.89   | 0.15%             | 2028-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BORR IHC LTD / BORR FIN                                      | Borr IHC Ltd / Borr Finance LLC                                                                                                            | CUSIP: 100018AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     716010 | PA      | $714730.48    | 0.06%             | 2030-11-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: —       |
| BRACELET HOLDINGS INC                                        | Bracelet Holdings Inc                                                                                                                      | CUSIP: 10374QAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1821000 | PA      | $1738872.90   | 0.15%             | 2028-07-02      | Fixed         | 9.25%                 | No            |                  3 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                     | Brandywine Operating Partnership LP                                                                                                        | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |    1968000 | PA      | $1880079.01   | 0.16%             | 2029-10-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                     | Brandywine Operating Partnership LP                                                                                                        | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |     470000 | PA      | $506919.78    | 0.04%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 19-1 AA PTT                                      | British Airways 2019-1 Class AA Pass Through Trust                                                                                         | CUSIP: 11043XAA1<br>LEI: 635400GSHSFIWYIDXC76 | Long             | DBT              | CORP              | US        |     552633 | PA      | $522928.74    | 0.04%             | 2032-12-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                          | Buckeye Partners LP                                                                                                                        | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    1699000 | PA      | $1784512.37   | 0.15%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                     | Builders FirstSource Inc                                                                                                                   | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1215153.25   | 0.10%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                     | Builders FirstSource Inc                                                                                                                   | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    1079000 | PA      | $1118793.96   | 0.09%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Commercial Mortgage Trust 2024-GPA3                                                                                                     | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     826739 | PA      | $829700.52    | 0.07%             | 2039-12-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Trust 2025-TAIL                                                                                                                         | CUSIP: 123912AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     900000 | PA      | $902159.91    | 0.08%             | 2035-06-15      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Trust 2025-VLT7                                                                                                                         | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1180000 | PA      | $1183787.33   | 0.10%             | 2044-07-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Trust 2025-VLT7                                                                                                                         | CUSIP: 123913AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     570000 | PA      | $570564.64    | 0.05%             | 2044-07-15      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Trust 2025-GW                                                                                                                           | CUSIP: 12433GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     980000 | PA      | $983378.45    | 0.08%             | 2042-07-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Commercial Mortgage Trust 2024-SLCT                                                                                                     | CUSIP: 12433JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     860000 | PA      | $860871.52    | 0.07%             | 2042-01-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                     | BX Trust 2025-VLT6                                                                                                                         | CUSIP: 12433KAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     980000 | PA      | $979949.82    | 0.08%             | 2042-03-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                                      | Cboe Global Markets Inc                                                                                                                    | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |       5081 | NS      | $1275331.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Centragas                                                    | CENT 2025-CITY                                                                                                                             | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     450000 | PA      | $455935.41    | 0.04%             | 2040-07-10      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| CFE FIBRA E                                                  | CFE Fibra E                                                                                                                                | CUSIP: 125276AA3<br>LEI: N/A                  | Long             | DBT              |  | MX        |    1081911 | PA      | $1082525.82   | 0.09%             | 2040-09-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CH Robinson Worldwide Inc                                    | CH Robinson Worldwide Inc                                                                                                                  | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       8789 | NS      | $1412919.64   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                     | CHS/Community Health Systems Inc                                                                                                           | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    2561000 | PA      | $2283286.18   | 0.19%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                     | CHS/Community Health Systems Inc                                                                                                           | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    3148000 | PA      | $2962245.02   | 0.25%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK/TRST                                     | First-Citizens Bank & Trust Co                                                                                                             | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    2543000 | PA      | $2636512.49   | 0.22%             | 2028-03-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                           | CP Atlas Buyer Inc                                                                                                                         | CUSIP: 12597YAD1<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |     632015 | PA      | $599371.87    | 0.05%             | 2031-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                             | CSC Holdings LLC                                                                                                                           | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     820000 | PA      | $595771.66    | 0.05%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                             | CSC Holdings LLC                                                                                                                           | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     875000 | PA      | $580580.53    | 0.05%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                             | CSC Holdings LLC                                                                                                                           | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    2193000 | PA      | $812505.40    | 0.07%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                             | CSC Holdings LLC                                                                                                                           | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     471000 | PA      | $289235.64    | 0.02%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                             | CSC Holdings LLC                                                                                                                           | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    5975000 | PA      | $2139325.51   | 0.18%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                             | CSC Holdings LLC                                                                                                                           | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    2491000 | PA      | $1852238.85   | 0.16%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                                     | CQP Holdco LP / BIP-V Chinook Holdco LLC                                                                                                   | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1161000 | PA      | $1149365.15   | 0.10%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                              | CVS Health Corp                                                                                                                            | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1255000 | PA      | $1185145.90   | 0.10%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                              | CVS Health Corp                                                                                                                            | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1881000 | PA      | $1937215.11   | 0.16%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                              | CVS Health Corp                                                                                                                            | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1123000 | PA      | $1177209.43   | 0.10%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                              | CVS Health Corp                                                                                                                            | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1648000 | PA      | $1729902.44   | 0.15%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CABOT CORP                                                   | Cabot Corp                                                                                                                                 | CUSIP: 127055AM3<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |    1611000 | PA      | $1640097.16   | 0.14%             | 2032-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                       | CACI International Inc                                                                                                                     | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     988000 | PA      | $1023497.54   | 0.09%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                        | Caesars Entertainment Inc                                                                                                                  | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    1956000 | PA      | $1877552.16   | 0.16%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| CAESARS ENTERTAIN INC                                        | Caesars Entertainment Inc                                                                                                                  | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    2112000 | PA      | $2188300.16   | 0.18%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAJUN GLOBAL LLC                                             | Cajun Global LLC                                                                                                                           | CUSIP: 12803VAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1350000 | PA      | $1358351.64   | 0.11%             | 2055-11-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| CALI Mortgage Trust 2019-101C                                | CALI Mortgage Trust 2019-101C                                                                                                              | CUSIP: 129890AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1160000 | PA      | $1122450.34   | 0.09%             | 2039-03-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                 | Calpine Corp                                                                                                                               | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    3814000 | PA      | $3814462.26   | 0.32%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CANPACK SA/CANPACK US                                        | Canpack SA / Canpack US LLC                                                                                                                | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    1430000 | PA      | $1369479.11   | 0.12%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                     | Capital One Financial Corp                                                                                                                 | CUSIP: 14040HDK8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    1166000 | PA      | $1170751.42   | 0.10%             | 2027-10-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                      | Capital One Multi-Asset Execution Trust                                                                                                    | CUSIP: 14041NGH8<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |    1040000 | PA      | $1042959.22   | 0.09%             | 2037-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER US HOLDING                                     | Capital Power US Holdings Inc                                                                                                              | CUSIP: 14041TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     959000 | PA      | $1004153.26   | 0.08%             | 2035-06-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                         | Capstone Copper Corp                                                                                                                       | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    1737000 | PA      | $1804058.99   | 0.15%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                | Carnival Corp                                                                                                                              | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    1317000 | PA      | $1360612.36   | 0.11%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                | Carnival Corp                                                                                                                              | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    2609000 | PA      | $2685331.51   | 0.23%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                | Carnival Corp                                                                                                                              | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    1173000 | PA      | $1205293.84   | 0.10%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                                         | Carpenter Technology Corp                                                                                                                  | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    1169000 | PA      | $1188843.78   | 0.10%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Carvana Co                                                   | Carvana Co                                                                                                                                 | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |       2443 | NS      | $1030994.86   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA CO                                                   | Carvana Co                                                                                                                                 | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    1079993 | PA      | $1133339.25   | 0.10%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                               | Carvana Auto Receivables Trust 2020-NP1                                                                                                    | CUSIP: 14687PAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     122971 | PA      | $122954.27    | 0.01%             | 2027-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                              | Caterpillar Inc                                                                                                                            | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       3029 | NS      | $1735223.23   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                     | Celanese US Holdings LLC                                                                                                                   | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    1123000 | PA      | $1187337.87   | 0.10%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                     | Celanese US Holdings LLC                                                                                                                   | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    1745000 | PA      | $1737423.73   | 0.15%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| CELANESE US HOLDINGS LLC                                     | Celanese US Holdings LLC                                                                                                                   | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    1362000 | PA      | $1384643.79   | 0.12%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                       | CenterPoint Energy Inc                                                                                                                     | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    1022000 | PA      | $1032844.44   | 0.09%             | 2056-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Central Parent Inc                                           | Central Parent Inc 2024 Term Loan B                                                                                                        | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     658000 | PA      | $559490.82    | 0.05%             | 2029-07-06      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| CNT PRNT/CDK GLO II/FIN                                      | Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc                                                                              | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1367000 | PA      | $1189827.78   | 0.10%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                                          | Century Communities Inc                                                                                                                    | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |    1468000 | PA      | $1397076.81   | 0.12%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                                          | Century Communities Inc                                                                                                                    | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |     849000 | PA      | $859102.08    | 0.07%             | 2033-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                       | Lumen Technologies Inc                                                                                                                     | CUSIP: 156700AM8<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     634000 | PA      | $610060.81    | 0.05%             | 2039-09-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                       | Lumen Technologies Inc                                                                                                                     | CUSIP: 156700AT3<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     751000 | PA      | $710468.53    | 0.06%             | 2042-03-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                       | Lumen Technologies Inc                                                                                                                     | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    1997000 | PA      | $1858278.40   | 0.16%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Crash Champions LLC                                          | Crash Champions LLC 2024 Term Loan B                                                                                                       | CUSIP: 15870MAC0<br>LEI: 391200ZDD75EGEUJ7625 | Long             | LON              | CORP              | US        |    1195395 | PA      | $1137615.12   | 0.10%             | 2029-02-23      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                  | Chemours Co/The                                                                                                                            | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    1306000 | PA      | $1182150.45   | 0.10%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cherry Securitization Trust                                  | Cherry Securitization Trust 2024-1                                                                                                         | CUSIP: 164737AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1455000 | PA      | $1467288.06   | 0.12%             | 2032-04-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Cherry Securitization Trust                                  | Cherry Securitization Trust 2025-1                                                                                                         | CUSIP: 16473RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1055000 | PA      | $1071771.97   | 0.09%             | 2032-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                                       | Choice Hotels International Inc                                                                                                            | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    1123000 | PA      | $1145402.21   | 0.10%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| Ciena Corp                                                   | Ciena Corp                                                                                                                                 | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |       6214 | NS      | $1453268.18   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CIPHER COMPUTE LLC                                           | Cipher Compute LLC                                                                                                                         | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2080000 | PA      | $2121044.45   | 0.18%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                         | CITGO Petroleum Corp                                                                                                                       | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    1426000 | PA      | $1488108.00   | 0.13%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                                                                              | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1890000 | PA      | $1950045.30   | 0.16%             | 2030-02-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                     | Citizens Financial Group Inc                                                                                                               | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    1088000 | PA      | $1135004.67   | 0.10%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| CITY FOOTBALL GROUP LIMITED                                  | City Football Group Limited 2024 Term Loan                                                                                                 | CUSIP: 17781XAD8<br>LEI: 213800K6VVWALRH9UJ69 | Long             | LON              | CORP              | GB        |     706245 | PA      | $707127.81    | 0.06%             | 2030-07-22      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                        | Civitas Resources Inc                                                                                                                      | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    1096000 | PA      | $1149347.80   | 0.10%             | 2030-11-01      | Fixed         | 8.62%                 | 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        |    1107000 | PA      | $1148609.36   | 0.10%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                     | Clear Channel Outdoor Holdings Inc                                                                                                         | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1182689.00   | 0.10%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                         | Cleveland-Cliffs Inc                                                                                                                       | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    1722000 | PA      | $1767203.31   | 0.15%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                         | Cleveland-Cliffs Inc                                                                                                                       | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    3356000 | PA      | $3509657.72   | 0.30%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                       | Cloud Software Group Inc                                                                                                                   | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1124009.50   | 0.09%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Forward Air Corporation                                      | Forward Air Corporation Term Loan B                                                                                                        | CUSIP: 18948EAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     975000 | PA      | $970188.38    | 0.08%             | 2030-12-19      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                       | Clydesdale Acquisition Holdings Inc                                                                                                        | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    1141000 | PA      | $1160857.96   | 0.10%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                       | Clydesdale Acquisition Holdings Inc                                                                                                        | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    1294000 | PA      | $1331454.09   | 0.11%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                       | Coca-Cola Femsa SAB de CV                                                                                                                  | CUSIP: 191241AK4<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |     713000 | PA      | $724573.10    | 0.06%             | 2035-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                          | Coinbase Global Inc                                                                                                                        | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    1868000 | PA      | $1780995.70   | 0.15%             | 2028-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                          | Coinbase Global Inc                                                                                                                        | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    1249000 | PA      | $1114589.49   | 0.09%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| COLONIAL ENTERPRISES INC                                     | Colonial Enterprises Inc                                                                                                                   | CUSIP: 19565CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1241000 | PA      | $1167066.57   | 0.10%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMISION EJ HI RIO LEMPA                                     | Comision Ejecutiva Hidroelectrica del Rio Lempa                                                                                            | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |    1161000 | PA      | $1246914.00   | 0.11%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                         | Commercial Metals Co                                                                                                                       | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     791000 | PA      | $764023.26    | 0.06%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                         | Commercial Metals Co                                                                                                                       | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    1177000 | PA      | $1204202.88   | 0.10%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                       | Comstock Resources Inc                                                                                                                     | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    1183000 | PA      | $1151491.03   | 0.10%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                       | Comstock Resources Inc                                                                                                                     | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     872000 | PA      | $870933.37    | 0.07%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CONCENTRA HEALTH SERVICE                                     | Concentra Health Services Inc                                                                                                              | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |     578000 | PA      | $605197.21    | 0.05%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CART                                                         | CONE Trust 2024-DFW1                                                                                                                       | CUSIP: 20682AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1130000 | PA      | $1131895.46   | 0.10%             | 2041-08-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                             | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754BAJ0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     240000 | PA      | $253539.12    | 0.02%             | 2042-01-25      | Floating      | 11.52%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                             | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754KAJ0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     112000 | PA      | $116180.19    | 0.01%             | 2041-11-25      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                             | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754MAL1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      87000 | PA      | $99474.44     | 0.01%             | 2042-06-25      | Floating      | 15.87%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                             | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754NAR6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     668000 | PA      | $745828.01    | 0.06%             | 2042-05-25      | Floating      | 14.47%                | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                     | Constellation Energy Generation LLC                                                                                                        | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    1390000 | PA      | $1484308.04   | 0.13%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                                | CoreCivic Inc                                                                                                                              | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |    1204000 | PA      | $1266694.69   | 0.11%             | 2029-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                | CoreWeave Inc                                                                                                                              | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    1614000 | PA      | $1481280.78   | 0.13%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CORPORACION INMOBILIARIA                                     | Corp Inmobiliaria Vesta SAB de CV                                                                                                          | CUSIP: 21989DAB8<br>LEI: 4469000001BIRIFZJ959 | Long             | DBT              | CORP              | MX        |     937000 | PA      | $950108.63    | 0.08%             | 2033-01-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                     | Ginnie Mae                                                                                                                                 | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     988000 | PA      | $985896.35    | 0.08%             | 2055-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                     | Ginnie Mae                                                                                                                                 | CUSIP: 21H050623<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1921000 | PA      | $1914508.56   | 0.16%             | 2056-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                     | Ginnie Mae                                                                                                                                 | CUSIP: 21H052611<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2258000 | PA      | $2280247.26   | 0.19%             | 2055-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                     | Ginnie Mae                                                                                                                                 | CUSIP: 21H052629<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3452000 | PA      | $3483314.44   | 0.29%             | 2056-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                     | Ginnie Mae                                                                                                                                 | CUSIP: 21H060622<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5100000 | PA      | $5194230.46   | 0.44%             | 2056-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                     | Ginnie Mae                                                                                                                                 | CUSIP: 21H062610<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4477000 | PA      | $4628448.54   | 0.39%             | 2055-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                     | Ginnie Mae                                                                                                                                 | CUSIP: 21H062628<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5307000 | PA      | $5480514.06   | 0.46%             | 2055-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                        | Cousins Properties LP                                                                                                                      | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |    1929000 | PA      | $2018709.57   | 0.17%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                               | Consumer Portfolio Services Auto Trust 2025-D                                                                                              | CUSIP: 223936AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     900000 | PA      | $904808.52    | 0.08%             | 2032-02-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                           | Credit Agricole SA                                                                                                                         | CUSIP: 225313AP0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    3166000 | PA      | $3078756.12   | 0.26%             | 2029-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                 | UBS Group AG                                                                                                                               | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1261000 | PA      | $1293883.10   | 0.11%             | 2030-02-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                               | Crockett Partners Equipment Co IIA LLC                                                                                                     | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1131095 | PA      | $1152233.18   | 0.10%             | 2031-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                           | CrossCountry Intermediate HoldCo LLC                                                                                                       | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1165000 | PA      | $1189751.59   | 0.10%             | 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        |    1448000 | PA      | $1478714.98   | 0.12%             | 2032-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                                     | Crowdstrike Holdings Inc                                                                                                                   | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |    4008000 | PA      | $3849546.89   | 0.33%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Artivion Inc                                                 | Artivion Inc                                                                                                                               | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |      12486 | NS      | $569486.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DAE SUKUK DIFC LTD                                           | DAE Sukuk Difc Ltd                                                                                                                         | CUSIP: 23302JAC9<br>LEI: 635400AMGMPG1J5EQD94 | Long             | DBT              | CORP              | AE        |    1532000 | PA      | $1514153.43   | 0.13%             | 2030-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                                  | DBC 2025-DBC Mortgage Trust                                                                                                                | CUSIP: 23306HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1290000 | PA      | $1292774.27   | 0.11%             | 2042-11-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                                  | DBC 2025-DBC Mortgage Trust                                                                                                                | CUSIP: 23306HAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     450000 | PA      | $453158.78    | 0.04%             | 2042-11-15      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| DPL INC/OHIO                                                 | DPL LLC/Ohio                                                                                                                               | CUSIP: 233293AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1459000 | PA      | $1442435.97   | 0.12%             | 2029-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                                | DR Horton Inc                                                                                                                              | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       7570 | NS      | $1090307.10   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DT MIDSTREAM INC                                             | DT Midstream Inc                                                                                                                           | CUSIP: 23345MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1293000 | PA      | $1250750.20   | 0.11%             | 2032-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DALLAS TX CONVENTION CENTER HOTEL DEV CORP HOTEL REVENUE     | Dallas Convention Center Hotel Development Corp                                                                                            | CUSIP: 235417AA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1185000 | PA      | $1315847.11   | 0.11%             | 2042-01-01      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| DANAOS CORP                                                  | Danaos Corp                                                                                                                                | CUSIP: 23585WAC8<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |    1161000 | PA      | $1201672.15   | 0.10%             | 2032-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                   | DaVita Inc                                                                                                                                 | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    1162000 | PA      | $1130701.53   | 0.10%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DBR LAND HOLDINGS LLC                                        | DBR Land Holdings LLC                                                                                                                      | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1171000 | PA      | $1198518.50   | 0.10%             | 2030-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                       | Delek Logistics Partners LP / Delek Logistics Finance Corp                                                                                 | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1482000 | PA      | $1554320.24   | 0.13%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                             | Deutsche Bank AG/New York NY                                                                                                               | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    3219000 | PA      | $3538048.06   | 0.30%             | 2034-02-10      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                        | Dick's Sporting Goods Inc                                                                                                                  | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    1524000 | PA      | $1114725.76   | 0.09%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DIG INTL FIN/DIFL US LLC                                     | Digicel International Finance Ltd / Difl US LLC                                                                                            | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    1146000 | PA      | $1189859.92   | 0.10%             | 2032-08-01      | Fixed         | 8.62%                 | 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        |     581000 | PA      | $594131.63    | 0.05%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                | DISH DBS Corp                                                                                                                              | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2478000 | PA      | $2201427.94   | 0.19%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                        | Directv Financing LLC                                                                                                                      | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1229000 | PA      | $1245031.10   | 0.11%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                          | Dollar General Corp                                                                                                                        | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       6838 | NS      | $907881.26    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                          | Dominion Energy Inc                                                                                                                        | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    1103000 | PA      | $1104486.37   | 0.09%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CH        |          1 | NC      | $-441223.49   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CH        |          1 | NC      | $-441827.02   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-128.59      | -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      | $103.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $89.26        | 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      | $323.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $1379.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-9954.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                            | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-5425.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-2139.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                            | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-2498.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                  | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-1380.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $789.47       | 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      | $-36798.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-2407.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-2176.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                            | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |          1 | NC      | $146.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CA        |          1 | NC      | $3246.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $42004.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                           | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $16236.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                  | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $20967.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $25855.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                  | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |          1 | NC      | $3911.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                  | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |          1 | NC      | $2017.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |          1 | NC      | $4959.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $688.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | CA        |          1 | NC      | $3774.79      | 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      | $-1606.24     | -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      | $-5886.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-54271.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                           | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-46043.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                           | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-20843.85    | -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      | $-2921.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                            | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-5967.66     | -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      | $-4590.70     | -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      | $-2233.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CA        |          1 | NC      | $2575.05      | 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      | $-1704.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | CA        |          1 | NC      | $2541.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CA        |          1 | NC      | $2016.34      | 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      | $-7029.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                  | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-4018.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | CA        |          1 | NC      | $1946.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CH        |          1 | NC      | $4.06         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                            | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-1600.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                           | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CA        |          1 | NC      | $1939.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | PURCHASED USD / SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-1131.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | CH        |          1 | NC      | $-504.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |          1 | NC      | $7253.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |          1 | NC      | $5644.86      | 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      | $-66014.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | CH        |          1 | NC      | $1292.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |          1 | NC      | $3571.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | GB        |          1 | NC      | $7323.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |          1 | NC      | $3079.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-4347.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | SE        |          1 | NC      | $3816.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                            | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |          1 | NC      | $21405.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-2013.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | SE        |          1 | NC      | $2761.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-2054.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                  | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |          1 | NC      | $831.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | SE        |          1 | NC      | $1899.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                  | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |          1 | NC      | $610.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                  | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |          1 | NC      | $742.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-1999.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |          1 | NC      | $1083.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | SE        |          1 | NC      | $2597.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED SEK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | SE        |          1 | NC      | $2455.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                  | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |          1 | NC      | $2838.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-4604.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-558.49      | -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      | $-555.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-2915.64     | -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      | $-449.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                  | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CH        |          1 | NC      | $772.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-1001.09     | -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      | $137.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED CHF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CH        |          1 | NC      | $24.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-471.23      | -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      | $31.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                          | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $152.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |          1 | NC      | $1878.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $113.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                            | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |          1 | NC      | $75.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                       | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $522.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                            | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |          1 | NC      | $-142.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $604.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                | PURCHASED USD / SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $197.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                   | Driven Brands Funding LLC                                                                                                                  | CUSIP: 26209XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     450697 | PA      | $437218.57    | 0.04%             | 2051-01-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                   | Driven Brands Funding LLC                                                                                                                  | CUSIP: 26209XAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     691250 | PA      | $716096.01    | 0.06%             | 2054-10-20      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                   | Driven Brands Funding LLC                                                                                                                  | CUSIP: 26209XAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     980000 | PA      | $978753.24    | 0.08%             | 2055-10-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                     | EMRLD Borrower LP / Emerald Co-Issuer Inc                                                                                                  | CUSIP: 26873CAB8<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |    1145000 | PA      | $1207782.64   | 0.10%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| E.W. Scripps Company (The)                                   | EW Scripps Company (The) 2025 Term Loan B2                                                                                                 | CUSIP: 26928BAQ2<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |     891513 | PA      | $903932.01    | 0.08%             | 2028-06-30      | Floating      | 9.60%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                | EchoStar Corp                                                                                                                              | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    3753369 | PA      | $3849900.36   | 0.33%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EFESTO BIDCO SPA/US LLC                                      | Efesto Bidco SpA Efesto US LLC                                                                                                             | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    2453000 | PA      | $2483650.24   | 0.21%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                      | El Salvador Government International Bond                                                                                                  | CUSIP: 283875CD2<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    1385000 | PA      | $42242.50     | 0.00%             | 2030-04-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                      | El Salvador Government International Bond                                                                                                  | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    2518000 | PA      | $2746508.50   | 0.23%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                      | El Salvador Government International Bond                                                                                                  | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    1144000 | PA      | $1312740.00   | 0.11%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| Embraer SA                                                   | Embraer SA                                                                                                                                 | CUSIP: 29082A107<br>LEI: 549300EM51WYXFHUY333 | Long             | EC               | CORP              | BR        |      21772 | NS      | $1401463.64   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                                     | Embraer Netherlands Finance BV                                                                                                             | CUSIP: 29082HAF9<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    1674000 | PA      | $1657762.20   | 0.14%             | 2038-01-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                     | EMRLD Borrower LP / Emerald Co-Issuer Inc                                                                                                  | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |    3301000 | PA      | $3442157.63   | 0.29%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                  | Ovintiv Inc                                                                                                                                | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    1147000 | PA      | $1203196.89   | 0.10%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGUATE TRUST 2 0                                          | Energuate Trust 2 0                                                                                                                        | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |    1130000 | PA      | $1130609.97   | 0.10%             | 2035-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ENERFLEX INC                                                 | Enerflex Inc                                                                                                                               | CUSIP: 29281WAA6<br>LEI: 549300SQCOV1LC1GBK07 | Long             | DBT              | CORP              | US        |    1162000 | PA      | $1188658.49   | 0.10%             | 2031-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                 | Entegris Inc                                                                                                                               | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    1024000 | PA      | $1027253.26   | 0.09%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                       | EquipmentShare.com Inc                                                                                                                     | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    2756000 | PA      | $2867427.84   | 0.24%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                       | EquipmentShare.com Inc                                                                                                                     | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    1109000 | PA      | $1172791.91   | 0.10%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                   | Evergy Inc                                                                                                                                 | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    1690000 | PA      | $1735482.97   | 0.15%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                     | Constellation Energy Generation LLC                                                                                                        | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    2067000 | PA      | $2245376.85   | 0.19%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                     | Constellation Energy Generation LLC                                                                                                        | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    1031000 | PA      | $1035523.64   | 0.09%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                          | Exeter Automobile Receivables Trust 2025-5                                                                                                 | CUSIP: 30166VAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1795000 | PA      | $1802077.33   | 0.15%             | 2032-03-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                          | Exeter Automobile Receivables Trust 2025-5                                                                                                 | CUSIP: 30166VAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1505000 | PA      | $1516862.86   | 0.13%             | 2032-03-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                            | Expedia Group Inc                                                                                                                          | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |       3635 | NS      | $1029831.85   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc                   | Expeditors International of Washington Inc                                                                                                 | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       7814 | NS      | $1164364.14   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                     | Fortescue Treasury Pty Ltd                                                                                                                 | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     682000 | PA      | $660192.31    | 0.06%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                     | Fortescue Treasury Pty Ltd                                                                                                                 | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    1345000 | PA      | $1404696.01   | 0.12%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FNB CORP                                                     | FNB Corp/PA                                                                                                                                | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |    1326000 | PA      | $1354489.32   | 0.11%             | 2030-12-11      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                              | Fair Isaac Corp                                                                                                                            | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    1828000 | PA      | $1883446.90   | 0.16%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                    | Forvia SE                                                                                                                                  | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    1165000 | PA      | $1203672.90   | 0.10%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fidelity Investments                                         | Fidelity Investments Money Market Government Portfolio                                                                                     | CUSIP: 31607A703<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | RF                | US        |   24734994 | NS      | $24734993.85  | 2.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FIESTA PURCHASER INC                                         | Fiesta Purchaser Inc                                                                                                                       | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     692000 | PA      | $724850.62    | 0.06%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                     | First American Financial Corp                                                                                                              | CUSIP: 31847RAJ1<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     541000 | PA      | $541249.67    | 0.05%             | 2034-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                       | First Brands Group LLC 2021 Term Loan                                                                                                      | CUSIP: 31935HAD9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |     531133 | PA      | $6379.32      | 0.00%             | 2027-03-30      | Floating      | 10.99%                | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                       | First Brands Group LLC 2022 Incremental Term Loan                                                                                          | CUSIP: 31935HAG2<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |     128000 | PA      | $1537.38      | 0.00%             | 2027-03-30      | Floating      | 10.99%                | No            |                  2 | On Loan: No      |
| First Brands Group, LLC                                      | First Brands Group LLC 2025 DIP Term Loan                                                                                                  | CUSIP: 31935HAM9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |     126360 | PA      | $24956.14     | 0.00%             | 2026-06-29      | Floating      | 13.84%                | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                     | First Citizens BancShares Inc/NC                                                                                                           | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    1278000 | PA      | $1304081.42   | 0.11%             | 2040-03-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                     | First Citizens BancShares Inc/NC                                                                                                           | CUSIP: 31959XAG8<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    2392000 | PA      | $2447396.33   | 0.21%             | 2030-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON CORP                                           | First Horizon Corp                                                                                                                         | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |     886000 | PA      | $916609.02    | 0.08%             | 2031-03-07      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| FIRST INDUSTRIAL LP                                          | First Industrial LP                                                                                                                        | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              |  | US        |     898000 | PA      | $917011.05    | 0.08%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                             | First Investors Auto Owner Trust 2025-1                                                                                                    | CUSIP: 32059WAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     700000 | PA      | $704147.50    | 0.06%             | 2033-12-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                     | First Quantum Minerals Ltd                                                                                                                 | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    2292000 | PA      | $2414837.45   | 0.20%             | 2031-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                     | First Quantum Minerals Ltd                                                                                                                 | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    1229000 | PA      | $1314043.11   | 0.11%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                     | First Quantum Minerals Ltd                                                                                                                 | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    1105000 | PA      | $1162581.32   | 0.10%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                                          | First Republic Bank/CA                                                                                                                     | CUSIP: 33616CAB6<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | DBT              | CORP              | US        |    1248000 | PA      | $3244.80      | 0.00%             | 2046-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                                          | First Republic Bank/CA                                                                                                                     | CUSIP: 33616CAC4<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | DBT              | CORP              | US        |     500000 | PA      | $1300.00      | 0.00%             | 2047-02-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                                            | Flash Compute LLC                                                                                                                          | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1226000 | PA      | $1216207.74   | 0.10%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                     | Flex Ltd                                                                                                                                   | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     942000 | PA      | $960594.53    | 0.08%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                     | Flex Ltd                                                                                                                                   | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     598000 | PA      | $596819.99    | 0.05%             | 2035-11-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FLORIDA GAS TRANSMISSION                                     | Florida Gas Transmission Co LLC                                                                                                            | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |     892000 | PA      | $928087.29    | 0.08%             | 2035-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FLUOR CORP                                                   | Fluor Corp                                                                                                                                 | CUSIP: 343412AF9<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |    1340000 | PA      | $1331208.13   | 0.11%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI                                             | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     677000 | PA      | $620551.56    | 0.05%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                     | Ford Motor Credit Co LLC                                                                                                                   | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1187000 | PA      | $1206708.58   | 0.10%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                      | FTAI Aviation Investors LLC                                                                                                                | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    1092000 | PA      | $1150769.26   | 0.10%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                      | FTAI Aviation Investors LLC                                                                                                                | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    2335000 | PA      | $2374979.87   | 0.20%             | 2033-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| FOUNDRY JV HOLDCO LLC                                        | Foundry JV Holdco LLC                                                                                                                      | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1463000 | PA      | $1552933.48   | 0.13%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                        | Foundry JV Holdco LLC                                                                                                                      | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1427000 | PA      | $1524056.21   | 0.13%             | 2038-01-25      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                        | Foundry JV Holdco LLC                                                                                                                      | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1936000 | PA      | $1999627.45   | 0.17%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                          | Freddie Mac STACR Trust 2019-HQA1                                                                                                          | CUSIP: 35563MBE5<br>LEI: 54930047IR7X5WWFY307 | Long             | ABS-MBS          | USGSE             | US        |     290000 | PA      | $353275.74    | 0.03%             | 2049-02-25      | Floating      | 16.24%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                          | Freddie Mac STACR REMIC Trust 2021-HQA3                                                                                                    | CUSIP: 35564KKL2<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | USGSE             | US        |     175000 | PA      | $180344.90    | 0.02%             | 2041-09-25      | Floating      | 10.12%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                          | Freddie Mac STACR REMIC Trust 2021-HQA4                                                                                                    | CUSIP: 35564KPP8<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | USGSE             | US        |     235000 | PA      | $246387.00    | 0.02%             | 2041-12-25      | Floating      | 10.87%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                          | Freddie Mac STACR REMIC Trust 2022-DNA2                                                                                                    | CUSIP: 35564KSQ3<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |     565000 | PA      | $605916.57    | 0.05%             | 2042-02-25      | Floating      | 12.37%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                          | Freddie Mac STACR REMIC Trust 2020-HQA1                                                                                                    | CUSIP: 35565JBE0<br>LEI: 549300TCRXCIFPAC3B85 | Long             | ABS-MBS          | USGSE             | US        |     290000 | PA      | $322680.71    | 0.03%             | 2050-01-25      | Floating      | 9.09%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                        | Freedom Mortgage Corp                                                                                                                      | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     402000 | PA      | $446134.88    | 0.04%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                        | Freedom Mortgage Holdings LLC                                                                                                              | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    1089000 | PA      | $1142772.63   | 0.10%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                        | Freedom Mortgage Holdings LLC                                                                                                              | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    1794000 | PA      | $1929100.76   | 0.16%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                         | Freeport-McMoRan Inc                                                                                                                       | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    1782000 | PA      | $1838846.39   | 0.16%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                                       | Full House Resorts Inc                                                                                                                     | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |    1694000 | PA      | $1478015.00   | 0.12%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                            | GEO Group Inc/The                                                                                                                          | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |    2243000 | PA      | $2360719.35   | 0.20%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                             | GGAM Finance Ltd                                                                                                                           | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    2161000 | PA      | $2289966.32   | 0.19%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                      | GLP Capital LP / GLP Financing II Inc                                                                                                      | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              |  | US        |    1000000 | PA      | $1029692.00   | 0.09%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                      | GLP Capital LP / GLP Financing II Inc                                                                                                      | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              |  | US        |    1272000 | PA      | $1240373.63   | 0.10%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                      | GLP Capital LP / GLP Financing II Inc                                                                                                      | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |    1278000 | PA      | $1228441.20   | 0.10%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GPS HOSPITALITY HOLDING                                      | GPS Hospitality Holding Co LLC / GPS Finco Inc                                                                                             | CUSIP: 36262BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     185000 | PA      | $94327.67     | 0.01%             | 2028-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                            | GXO Logistics Inc                                                                                                                          | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    1389000 | PA      | $1252556.14   | 0.11%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                            | GXO Logistics Inc                                                                                                                          | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $1149475.54   | 0.10%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                                | Clue Opco LLC                                                                                                                              | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     869000 | PA      | $921079.17    | 0.08%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| GS Mortgage Securities Trust                                 | GS Mortgage Securities Corp Trust 2024-MARK                                                                                                | CUSIP: 36270HAA7<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |    1320000 | PA      | $1321851.96   | 0.11%             | 2034-06-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                         | Garda World Security Corp                                                                                                                  | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    1152000 | PA      | $1179499.88   | 0.10%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                               | GE Vernova Inc                                                                                                                             | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       2309 | NS      | $1509093.13   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                                       | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1133000 | PA      | $1149790.18   | 0.10%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                        | Genesis Energy LP / Genesis Energy Finance Corp                                                                                            | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1083000 | PA      | $1129715.21   | 0.10%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                        | GENMAB A/S/GENMAB FINANCE LLC                                                                                                              | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    1144000 | PA      | $1173219.52   | 0.10%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                        | GENMAB A/S/GENMAB FINANCE LLC                                                                                                              | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    1356000 | PA      | $1425497.54   | 0.12%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GENTING NY LLC/GENNY CAP                                     | Genting New York LLC / GENNY Capital Inc                                                                                                   | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1102000 | PA      | $1130866.13   | 0.10%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| J PAUL GETTY TRUST                                           | J Paul Getty Trust/The                                                                                                                     | CUSIP: 374288AC2<br>LEI: 72TDDU3K225INPK3EI14 | Long             | DBT              | CORP              | US        |    1199000 | PA      | $1220176.53   | 0.10%             | 2035-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| GILDAN ACTIVEWEAR INC                                        | Gildan Activewear Inc                                                                                                                      | CUSIP: 375916AG8<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |     573000 | PA      | $572027.96    | 0.05%             | 2035-10-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                         | Glencore Funding LLC                                                                                                                       | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     878000 | PA      | $917390.01    | 0.08%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| GLOBAL MARINE INC                                            | Global Marine Inc                                                                                                                          | CUSIP: 379352AL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     214000 | PA      | $209452.50    | 0.02%             | 2028-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                      | Global Partners LP / GLP Finance Corp                                                                                                      | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     480000 | PA      | $490631.04    | 0.04%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                       | Global Atlantic Fin Co                                                                                                                     | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1375430.83   | 0.12%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1170000 | PA      | $1221409.05   | 0.10%             | 2030-02-10      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FIN FIVE LLC                                      | Goodman US Finance Five LLC                                                                                                                | CUSIP: 38239PAA5<br>LEI: N/A                  | Long             | DBT              |  | US        |    1345000 | PA      | $1329107.86   | 0.11%             | 2032-05-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                       | Goodyear Tire & Rubber Co/The                                                                                                              | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     900000 | PA      | $922302.00    | 0.08%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRI                                     | GrafTech Global Enterprises Inc                                                                                                            | CUSIP: 38431AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1369000 | PA      | $1197875.00   | 0.10%             | 2029-12-23      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                               | Gray Media Inc                                                                                                                             | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    4122000 | PA      | $3094612.15   | 0.26%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                               | Gray Media Inc                                                                                                                             | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     976000 | PA      | $1051245.70   | 0.09%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                               | Gray Media Inc                                                                                                                             | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     776000 | PA      | $805894.14    | 0.07%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                             | Great Wolf Trust 2024-WOLF                                                                                                                 | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1503966.00   | 0.13%             | 2039-03-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| GRUMA SAB DE CV                                              | Gruma SAB de CV                                                                                                                            | CUSIP: 400131AH1<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |    1154000 | PA      | $1189185.49   | 0.10%             | 2034-12-09      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| GRUPO NUTRESA SA                                             | Grupo Nutresa SA                                                                                                                           | CUSIP: 40055CAB9<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |    1082000 | PA      | $1223424.94   | 0.10%             | 2035-05-12      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Guardant Health Inc                                          | Guardant Health Inc                                                                                                                        | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |      10555 | NS      | $1078087.70   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GULFSTREAM NATURAL GAS                                       | Gulfstream Natural Gas System LLC                                                                                                          | CUSIP: 402740AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     659000 | PA      | $677058.53    | 0.06%             | 2035-07-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                             | HF Sinclair Corp                                                                                                                           | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    1146000 | PA      | $1163639.07   | 0.10%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                      | HCA Inc                                                                                                                                    | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1101000 | PA      | $1156224.07   | 0.10%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                            | HSBC Holdings PLC                                                                                                                          | CUSIP: 404280EJ4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1139000 | PA      | $1199266.77   | 0.10%             | 2034-03-11      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| Hardee's Funding                                             | Hardee's Funding LLC                                                                                                                       | CUSIP: 411707AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1150100 | PA      | $1145278.21   | 0.10%             | 2048-06-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| CKE Restaurants Holdings Inc                                 | Hardee's Funding LLC                                                                                                                       | CUSIP: 411707AM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     338962 | PA      | $350964.15    | 0.03%             | 2054-03-20      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Harmony Gold Mining Co Ltd                                   | Harmony Gold Mining Co Ltd                                                                                                                 | CUSIP: 413216300<br>LEI: 378900986D05F0C29811 | Long             | EC               | CORP              | ZA        |      57255 | NS      | $1139374.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HECLA MINING CO                                              | Hecla Mining Co                                                                                                                            | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |     661000 | PA      | $665936.35    | 0.06%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                                   | HEICO Corp                                                                                                                                 | CUSIP: 422806AB5<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    1237000 | PA      | $1284900.14   | 0.11%             | 2033-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                            | Herc Holdings Inc                                                                                                                          | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    1016000 | PA      | $1077949.71   | 0.09%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| HERC HOLDINGS INC                                            | Herc Holdings Inc                                                                                                                          | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     845000 | PA      | $856784.98    | 0.07%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                               | Hertz Corp/The                                                                                                                             | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    1923000 | PA      | $1314947.50   | 0.11%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| HERTZ CORP/THE                                               | Hertz Corp/The                                                                                                                             | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    3191000 | PA      | $3220708.21   | 0.27%             | 2029-07-15      | Fixed         | 12.62%                | No            |                  2 | On Loan: No      |
| ESC GCB144A HERTZ CORP                                       | ESC GCB144A HERTZ CORP                                                                                                                     | CUSIP: 428ESCAB3<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     987000 | PA      | $69090.00     | 0.01%             | 2024-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ESC 144A HERTZ CORP                                          | ESC 144A HERTZ CORP                                                                                                                        | CUSIP: 428ESCAD9<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    1887000 | PA      | $382117.50    | 0.03%             | 2028-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                     | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                                   | CUSIP: 431318BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1172000 | PA      | $1099846.76   | 0.09%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                     | Hilton Domestic Operating Co Inc                                                                                                           | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    1268000 | PA      | $1236093.32   | 0.10%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                     | Hilton Domestic Operating Co Inc                                                                                                           | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    1818000 | PA      | $1689058.71   | 0.14%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                     | Hilton Domestic Operating Co Inc                                                                                                           | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    1840000 | PA      | $1900013.44   | 0.16%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                     | Hilton Domestic Operating Co Inc                                                                                                           | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    1693000 | PA      | $1705482.20   | 0.14%             | 2034-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                     | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc                                                                  | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1343000 | PA      | $1381493.07   | 0.12%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                        | Amrize Finance US LLC                                                                                                                      | CUSIP: 43475RAT3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     659000 | PA      | $679952.24    | 0.06%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOME BANCSHARES INC                                          | Home BancShares Inc/AR                                                                                                                     | CUSIP: 436893AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1058000 | PA      | $1002019.42   | 0.08%             | 2032-01-30      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                        | HUB International Ltd                                                                                                                      | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    1322000 | PA      | $1388734.69   | 0.12%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                        | HUB International Ltd                                                                                                                      | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     909000 | PA      | $954612.71    | 0.08%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                                     | Hughes Satellite Systems Corp                                                                                                              | CUSIP: 444454AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     844000 | PA      | $807150.19    | 0.07%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                                     | Hughes Satellite Systems Corp                                                                                                              | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1504000 | PA      | $1375021.17   | 0.12%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HUNT COS INC                                                 | Hunt Cos Inc                                                                                                                               | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |    1435000 | PA      | $1407119.82   | 0.12%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JB Hunt Transport Services Inc                               | JB Hunt Transport Services Inc                                                                                                             | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |       7325 | NS      | $1423540.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES                                        | Huntington Bancshares Inc/OH                                                                                                               | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    1615000 | PA      | $1687892.36   | 0.14%             | 2039-11-18      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                        | Huntington Bancshares Inc/OH                                                                                                               | CUSIP: 446150BG8<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     883000 | PA      | $887185.42    | 0.07%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                     | Huntington Ingalls Industries Inc                                                                                                          | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    1157000 | PA      | $1146676.08   | 0.10%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                     | Huntington Ingalls Industries Inc                                                                                                          | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     390000 | PA      | $403186.72    | 0.03%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                     | Huntington Ingalls Industries Inc                                                                                                          | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     904000 | PA      | $958640.58    | 0.08%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                 | Hudson Yards 2025-SPRL Mortgage Trust                                                                                                      | CUSIP: 44855PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     590000 | PA      | $614468.78    | 0.05%             | 2040-01-13      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                 | Hudson Yards 2025-SPRL Mortgage Trust                                                                                                      | CUSIP: 44855PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $254673.90    | 0.02%             | 2040-01-13      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| ILFC E-CAPITAL TRUST I                                       | ILFC E-Capital Trust I                                                                                                                     | CUSIP: 44965TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1806000 | PA      | $1517962.32   | 0.13%             | 2065-12-21      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| ILFC E-CAPITAL TRUST II                                      | ILFC E-Capital Trust II                                                                                                                    | CUSIP: 44965UAA2<br>LEI: N/A                  | Long             | SN               | CORP              | US        |     836000 | PA      | $724067.79    | 0.06%             | 2065-12-21      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| ITR CONCESSION CO LLC                                        | ITR Concession Co LLC                                                                                                                      | CUSIP: 450636AC9<br>LEI: 5493007GBY3OBTILCX44 | Long             | DBT              | CORP              | US        |     785000 | PA      | $773679.54    | 0.07%             | 2035-07-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| IDACORP Inc                                                  | IDACORP Inc                                                                                                                                | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |      10886 | NS      | $1377732.16   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| IDAHO POWER CO                                               | Idaho Power Co                                                                                                                             | CUSIP: 45138LBK8<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    1113000 | PA      | $1147294.49   | 0.10%             | 2034-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                               | Idaho Power Co                                                                                                                             | CUSIP: 45138LBL6<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1315686.96   | 0.11%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| IDEXX Laboratories Inc                                       | IDEXX Laboratories Inc                                                                                                                     | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       1856 | NS      | $1255639.68   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLUMINA INC                                                 | Illumina Inc                                                                                                                               | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     866000 | PA      | $874527.75    | 0.07%             | 2030-12-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                            | Imola Merger Corp                                                                                                                          | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     886000 | PA      | $875243.74    | 0.07%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                      | Imperial Brands Finance PLC                                                                                                                | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     866000 | PA      | $890615.02    | 0.08%             | 2035-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                      | Crescent Energy Finance LLC                                                                                                                | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    1183000 | PA      | $1123390.78   | 0.09%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SOUTHSTATE BANK NA                                           | South State Bank NA                                                                                                                        | CUSIP: 45384BAD8<br>LEI: 8I3UVGYULPJQIP7FQV10 | Long             | DBT              | CORP              | US        |    1334000 | PA      | $1424045.00   | 0.12%             | 2034-08-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group PLC                            | InterContinental Hotels Group PLC                                                                                                          | CUSIP: 45857P806<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |       9275 | NS      | $1306198.25   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Intuitive Surgical Inc                                       | Intuitive Surgical Inc                                                                                                                     | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       2203 | NS      | $1247691.08   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INC                                            | Iron Mountain Inc                                                                                                                          | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    3572000 | PA      | $3407571.52   | 0.29%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                            | Iron Mountain Inc                                                                                                                          | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    1223000 | PA      | $1234027.42   | 0.10%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ISTANBUL METROPOLITAN MU                                     | Istanbul Metropolitan Municipality                                                                                                         | CUSIP: 46522TAC2<br>LEI: 213800T1VDQSNKA2MD76 | Long             | DBT              | NUSS              | TR        |    1074000 | PA      | $1180558.04   | 0.10%             | 2028-12-06      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                            | Ivanhoe Mines Ltd                                                                                                                          | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |    1111000 | PA      | $1150249.41   | 0.10%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                | J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-BOLT                                                                           | CUSIP: 46653HAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2110000 | PA      | $30416.92     | 0.00%             | 2033-08-15      | Floating      | 11.14%                | No            |                  3 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                       | JW Commercial Mortgage Trust 2024-MRCO                                                                                                     | CUSIP: 46657XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2030000 | PA      | $2035659.64   | 0.17%             | 2039-06-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                       | JW Trust 2024-BERY                                                                                                                         | CUSIP: 46676AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     810000 | PA      | $812599.70    | 0.07%             | 2039-11-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP                                     | Jacobs Engineering Group Inc                                                                                                               | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    1087000 | PA      | $1147663.22   | 0.10%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                      | Jane Street Group / JSG Finance Inc                                                                                                        | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1531000 | PA      | $1609618.86   | 0.14%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                      | Jane Street Group / JSG Finance Inc                                                                                                        | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2010000 | PA      | $2099357.26   | 0.18%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                            | Japan Tobacco Inc                                                                                                                          | CUSIP: 471105AE6<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    1026000 | PA      | $1095655.27   | 0.09%             | 2035-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Jersey Mikes Funding LLC                                     | Jersey Mike's Funding LLC                                                                                                                  | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     918062 | PA      | $937930.66    | 0.08%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                      | JetBlue Airways Corp / JetBlue Loyalty LP                                                                                                  | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    1858000 | PA      | $1873488.68   | 0.16%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS A                                       | JetBlue 2019-1 Class A Pass Through Trust                                                                                                  | CUSIP: 477143AJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     728199 | PA      | $678384.22    | 0.06%             | 2028-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS B                                       | JetBlue 2019-1 Class B Pass Through Trust                                                                                                  | CUSIP: 477165AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     597096 | PA      | $608062.47    | 0.05%             | 2029-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JT INTL FIN SERVICES BV                                      | JT International Financial Services BV                                                                                                     | CUSIP: 480914AA8<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |    1273000 | PA      | $1428484.59   | 0.12%             | 2032-10-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                         | Kaiser Aluminum Corp                                                                                                                       | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1528000 | PA      | $1482418.35   | 0.13%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                  | KeyBank NA/Cleveland OH                                                                                                                    | CUSIP: 49327V2B9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    1946000 | PA      | $1912498.64   | 0.16%             | 2029-04-13      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CATURUS ENERGY LLC                                           | Caturus Energy LLC                                                                                                                         | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |    1114000 | PA      | $1161026.40   | 0.10%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| KINROSS GOLD CORP                                            | Kinross Gold Corp                                                                                                                          | CUSIP: 496902AT4<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | DBT              | CORP              | CA        |    1873000 | PA      | $2044630.63   | 0.17%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                     | LABL Inc                                                                                                                                   | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    1275000 | PA      | $805332.57    | 0.07%             | 2028-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                     | LABL Inc                                                                                                                                   | CUSIP: 50168QAF2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    1288000 | PA      | $686262.63    | 0.06%             | 2031-10-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                | LGI Homes Inc                                                                                                                              | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    2412000 | PA      | $2307770.53   | 0.19%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| LKQ CORP                                                     | LKQ Corp                                                                                                                                   | CUSIP: 501889AF6<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |    1344000 | PA      | $1442059.02   | 0.12%             | 2033-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                             | LPL Holdings Inc                                                                                                                           | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    1574000 | PA      | $1659882.87   | 0.14%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                             | LPL Holdings Inc                                                                                                                           | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     880000 | PA      | $906347.02    | 0.08%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                          | LYB International Finance III LLC                                                                                                          | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    1170000 | PA      | $1164970.29   | 0.10%             | 2036-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                     | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                                         | CUSIP: 505742AS5<br>LEI: N/A                  | Long             | DBT              |  | US        |    1108000 | PA      | $1134589.78   | 0.10%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                              | Lamb Weston Holdings Inc                                                                                                                   | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    1505000 | PA      | $1457172.15   | 0.12%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                          | LBM Acquisition LLC                                                                                                                        | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    1271000 | PA      | $1326529.99   | 0.11%             | 2031-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                        | Level 3 Financing Inc                                                                                                                      | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     661000 | PA      | $634560.00    | 0.05%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                        | Level 3 Financing Inc                                                                                                                      | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    3161000 | PA      | $2933123.51   | 0.25%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                        | Level 3 Financing Inc                                                                                                                      | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     980000 | PA      | $895974.80    | 0.08%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                        | Level 3 Financing Inc                                                                                                                      | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    1557779 | PA      | $1597249.44   | 0.13%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                         | LifePoint Health Inc                                                                                                                       | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     996000 | PA      | $1093493.38   | 0.09%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                          | Lightning Power LLC                                                                                                                        | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    2754000 | PA      | $2930024.66   | 0.25%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                     | Lindblad Expeditions LLC                                                                                                                   | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    1691000 | PA      | $1764820.61   | 0.15%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                     | Lloyds Banking Group PLC                                                                                                                   | CUSIP: 539439BF5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    1103000 | PA      | $1101746.88   | 0.09%             | 2035-09-27      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| LONG RIDGE ENERGY LLC                                        | Long Ridge Energy LLC                                                                                                                      | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |    1615000 | PA      | $1720420.74   | 0.15%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                       | Lumen Technologies Inc                                                                                                                     | CUSIP: 550241AA1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    1292000 | PA      | $1221540.78   | 0.10%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MC BRAZIL DWNSTRM                                            | MC Brazil Downstream Trading SARL                                                                                                          | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |    1323912 | PA      | $1161959.71   | 0.10%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                                       | MIWD Holdco II LLC / MIWD Finance Corp                                                                                                     | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1747999.62   | 0.15%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| MA'ADEN SUKUK LTD                                            | Ma'aden Sukuk Ltd                                                                                                                          | CUSIP: 55407NAB8<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |     696000 | PA      | $721602.26    | 0.06%             | 2035-02-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                     | Macquarie Airfinance Holdings Ltd                                                                                                          | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    2152000 | PA      | $2306009.92   | 0.19%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                                         | MAD Commercial Mortgage Trust 2025-11MD                                                                                                    | CUSIP: 55616AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2390000 | PA      | $2414997.97   | 0.20%             | 2042-10-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Madison Square Garden Entertainment Corp                     | Madison Square Garden Entertainment Corp                                                                                                   | CUSIP: 558256103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12209 | NS      | $657943.01    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                     | Warnermedia Holdings Inc                                                                                                                   | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    2012000 | PA      | $1768688.84   | 0.15%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                     | Warnermedia Holdings Inc                                                                                                                   | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    2386000 | PA      | $1577981.10   | 0.13%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                     | Warnermedia Holdings Inc                                                                                                                   | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    2514000 | PA      | $1775512.50   | 0.15%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MARUBENI CORP                                                | Marubeni Corp                                                                                                                              | CUSIP: 573810AE8<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | DBT              | CORP              | JP        |    1079000 | PA      | $1115492.75   | 0.09%             | 2035-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| MARVELL TECHNOLOGY INC                                       | Marvell Technology Inc                                                                                                                     | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1107000 | PA      | $1184183.08   | 0.10%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST STADIUM AUTH REVENUE                             | Maryland Stadium Authority                                                                                                                 | CUSIP: 574296FU8<br>LEI: 549300VA283TTQRDNF71 | Long             | DBT              | MUN               | US        |    1110000 | PA      | $1111155.51   | 0.09%             | 2055-06-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                                   | MasTec Inc                                                                                                                                 | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    1047000 | PA      | $1092473.34   | 0.09%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                         | Matador Resources Co                                                                                                                       | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    1172000 | PA      | $1189363.06   | 0.10%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                       | Mauser Packaging Solutions Holding Co                                                                                                      | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    1312000 | PA      | $1302862.38   | 0.11%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                       | Mauser Packaging Solutions Holding Co                                                                                                      | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    1131000 | PA      | $1091415.00   | 0.09%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                               | McCormick & Co Inc/MD                                                                                                                      | CUSIP: 579780AT4<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     934000 | PA      | $948556.52    | 0.08%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                        | McGraw-Hill Education Inc                                                                                                                  | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    1119000 | PA      | $1181464.82   | 0.10%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                                      | Meituan                                                                                                                                    | CUSIP: 58533EAF0<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |    1688000 | PA      | $1696500.53   | 0.14%             | 2029-10-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                        | Melco Resorts Finance Ltd                                                                                                                  | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     645000 | PA      | $678996.38    | 0.06%             | 2032-04-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                        | Melco Resorts Finance Ltd                                                                                                                  | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    1190000 | PA      | $1194119.26   | 0.10%             | 2033-09-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MEMPHIS-SHELBY CNTY TN INDL DEV BRD ECON DEV GROWTH ENGINE T | Memphis-Shelby County Industrial Development Board                                                                                         | CUSIP: 58611YAD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1415000 | PA      | $1079183.71   | 0.09%             | 2045-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MERCADOLIBRE INC                                             | MercadoLibre Inc                                                                                                                           | CUSIP: 58733RAG7<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |    1174000 | PA      | $1164125.16   | 0.10%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                        | Micron Technology Inc                                                                                                                      | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     665000 | PA      | $689572.97    | 0.06%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                                     | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                                                                                  | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1234000 | PA      | $1214672.85   | 0.10%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                      | Millrose Properties Inc                                                                                                                    | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              |  | US        |    1141000 | PA      | $1168234.53   | 0.10%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                      | Millrose Properties Inc                                                                                                                    | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              |  | US        |     936000 | PA      | $945133.85    | 0.08%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                                          | Minejesa Capital BV                                                                                                                        | CUSIP: 602736AA8<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |    1114760 | PA      | $1111536.34   | 0.09%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| MINERA MEXICO SA DE CV                                       | Minera Mexico SA de CV                                                                                                                     | CUSIP: 60284MAC6<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |    2352000 | PA      | $2436672.00   | 0.21%             | 2032-02-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MOBILE CNTY AL INDL DEV AUTH SOL WST DISP REVENUE            | Mobile County Industrial Development Authority                                                                                             | CUSIP: 60733UAB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1205000 | PA      | $1107455.25   | 0.09%             | 2054-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                             | Modena Buyer LLC Term Loan                                                                                                                 | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |     801870 | PA      | $799300.25    | 0.07%             | 2031-07-01      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                        | Molina Healthcare Inc                                                                                                                      | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    1975000 | PA      | $1834461.09   | 0.15%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                                        | Monster Beverage Corp                                                                                                                      | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      15463 | NS      | $1185548.21   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTEGO BAY AIRPORT REVE                                     | Montego Bay Airport Revenue Finance Ltd                                                                                                    | CUSIP: 61238BAA9<br>LEI: 2549008BQQ5ON8H2UC19 | Long             | DBT              | CORP              | KY        |    1174000 | PA      | $1176923.26   | 0.10%             | 2035-06-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                           | Murphy Oil USA Inc                                                                                                                         | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1496537.40   | 0.13%             | 2029-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                          | NCL Corp Ltd                                                                                                                               | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    1717000 | PA      | $1759130.63   | 0.15%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NMI HOLDINGS                                                 | NMI Holdings Inc                                                                                                                           | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |     944000 | PA      | $978673.12    | 0.08%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                              | NGPL PipeCo LLC                                                                                                                            | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    1530000 | PA      | $1409963.19   | 0.12%             | 2031-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                               | NRG Energy Inc                                                                                                                             | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1501000 | PA      | $1664472.41   | 0.14%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                               | NRG Energy Inc                                                                                                                             | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    2111000 | PA      | $2307050.68   | 0.19%             | 2028-03-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                               | NRG Energy Inc                                                                                                                             | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     716000 | PA      | $725858.15    | 0.06%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NYO Commercial Mortgage Trust                                | NYO Commercial Mortgage Trust 2021-1290                                                                                                    | CUSIP: 62955HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1920000 | PA      | $1918564.99   | 0.16%             | 2038-11-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| NYO Commercial Mortgage Trust                                | NYO Commercial Mortgage Trust 2021-1290                                                                                                    | CUSIP: 62955HAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $498257.95    | 0.04%             | 2038-12-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| NYO Commercial Mortgage Trust                                | NYO Commercial Mortgage Trust 2021-1290                                                                                                    | CUSIP: 62955HAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     870000 | PA      | $865036.74    | 0.07%             | 2038-11-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| NY Commercial Mortgage Trust                                 | NY Commercial Mortgage Trust 2025-299P                                                                                                     | CUSIP: 62957FAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     660000 | PA      | $689296.87    | 0.06%             | 2047-02-10      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Natera Inc                                                   | Natera Inc                                                                                                                                 | CUSIP: 632307104<br>LEI: 529900CQ3OZ0A0VYVU59 | Long             | EC               | CORP              | US        |       5223 | NS      | $1196537.07   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS CO                                         | National Fuel Gas Co                                                                                                                       | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    1127000 | PA      | $1164012.74   | 0.10%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                     | Navoi Mining & Metallurgical Combinat                                                                                                      | CUSIP: 63890CAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |    1862000 | PA      | $1949757.05   | 0.16%             | 2030-05-14      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                               | NCR Atleos Corp                                                                                                                            | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    1485000 | PA      | $1612644.66   | 0.14%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                            | NatWest Group PLC                                                                                                                          | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    1159000 | PA      | $1307358.95   | 0.11%             | 2033-11-10      | Fixed         | 8.12%                 | No            |                  2 | On Loan: —       |
| NAVIENT CORP                                                 | Navient Corp                                                                                                                               | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     816000 | PA      | $810643.86    | 0.07%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| NAVIENT CORP                                                 | Navient Corp                                                                                                                               | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    1437000 | PA      | $1505172.72   | 0.13%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| NETAPP INC                                                   | NetApp Inc                                                                                                                                 | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     518000 | PA      | $482771.08    | 0.04%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN GRP/FIN                                     | Neuberger Berman Group LLC / Neuberger Berman Finance Corp                                                                                 | CUSIP: 64128XAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1377000 | PA      | $1202385.73   | 0.10%             | 2045-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Frontera Generation Holdings LLC                             | Frontera Generation Holdings LLC 2021 2nd Lien Term Loan                                                                                   | CUSIP: 64440DAD7<br>LEI: 549300Z0VKX5FIRQMN80 | Long             | LON              | CORP              | US        |     129376 | PA      | $126788.48    | 0.01%             | 2028-07-28      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY INDL DEV AGY RENTAL REVENUE                 | New York City Industrial Development Agency                                                                                                | CUSIP: 64943QAA6<br>LEI: 549300XR20ZR5DHL9534 | Long             | DBT              | MUN               | US        |     685000 | PA      | $750068.56    | 0.06%             | 2029-03-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| NEWMARK GROUP INC                                            | Newmark Group Inc                                                                                                                          | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1565000 | PA      | $1680346.18   | 0.14%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                                            | Nexa Resources SA                                                                                                                          | CUSIP: 65290DAC7<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |    1644000 | PA      | $1697342.39   | 0.14%             | 2037-04-08      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| Nextpower Inc                                                | Nextpower Inc                                                                                                                              | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      14970 | NS      | $1304036.70   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                                           | NextEra Energy Inc                                                                                                                         | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      15973 | NS      | $1282312.44   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                                                 | NiSource Inc                                                                                                                               | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    1129000 | PA      | $1169901.41   | 0.10%             | 2055-03-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                              | Nissan Motor Co Ltd                                                                                                                        | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     798000 | PA      | $787765.27    | 0.07%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                              | Nissan Motor Co Ltd                                                                                                                        | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    3242000 | PA      | $3058505.13   | 0.26%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                      | Nissan Motor Acceptance Co LLC                                                                                                             | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     404000 | PA      | $419313.34    | 0.04%             | 2028-09-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                      | Nissan Motor Acceptance Co LLC                                                                                                             | CUSIP: 65480CAG0<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     255000 | PA      | $255528.96    | 0.02%             | 2027-09-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| NISSAN MOTOR ACCEPTANCE                                      | Nissan Motor Acceptance Co LLC                                                                                                             | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    1762000 | PA      | $1763541.06   | 0.15%             | 2030-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                              | Nissan Motor Co Ltd                                                                                                                        | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     978000 | PA      | $1039721.93   | 0.09%             | 2032-07-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                              | Nissan Motor Co Ltd                                                                                                                        | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    1191000 | PA      | $1266655.12   | 0.11%             | 2035-07-17      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                              | Nordea Bank Abp                                                                                                                            | CUSIP: 65558RAK5<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     677000 | PA      | $694130.13    | 0.06%             | 2031-09-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: —       |
| Continental Credit Card llc                                  | Continental Finance Credit Card ABS Master Trust                                                                                           | CUSIP: 66981PAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1798000 | PA      | $1825530.80   | 0.15%             | 2032-12-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| NRTH PARK Mortgage Trust                                     | NRTH Commercial Mortgage Trust 2025-PARK                                                                                                   | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1010000 | PA      | $1012407.64   | 0.09%             | 2040-10-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                 | Novelis Corp                                                                                                                               | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    1196000 | PA      | $1156167.72   | 0.10%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                 | Novelis Corp                                                                                                                               | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    1719000 | PA      | $1785767.68   | 0.15%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                           | nVent Finance Sarl                                                                                                                         | CUSIP: 67078AAE3<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    1086000 | PA      | $980355.14    | 0.08%             | 2031-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                           | nVent Finance Sarl                                                                                                                         | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    1794000 | PA      | $1871721.66   | 0.16%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                     | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1013000 | PA      | $1140400.96   | 0.10%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                     | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1103000 | PA      | $1144138.59   | 0.10%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                     | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1159602.00   | 0.10%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                     | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     921000 | PA      | $974056.05    | 0.08%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                     | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     615000 | PA      | $630137.00    | 0.05%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                     | Occidental Petroleum Corp                                                                                                                  | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1052000 | PA      | $1073710.83   | 0.09%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                                         | Oceaneering International Inc                                                                                                              | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |    1740000 | PA      | $1766197.44   | 0.15%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                                       | Old Republic International Corp                                                                                                            | CUSIP: 680223AM6<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |    1098000 | PA      | $1143840.73   | 0.10%             | 2034-03-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                    | Olin Corp                                                                                                                                  | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    1347000 | PA      | $1325683.09   | 0.11%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                    | Olin Corp                                                                                                                                  | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    1172000 | PA      | $1164638.42   | 0.10%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                     | Olympus Water US Holding Corp                                                                                                              | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    1206000 | PA      | $1171586.79   | 0.10%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                     | Olympus Water US Holding Corp                                                                                                              | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    1429000 | PA      | $1468030.03   | 0.12%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ONE Park Mortgage Trust                                      | ONE 2021-PARK Mortgage Trust                                                                                                               | CUSIP: 682413AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2750000 | PA      | $2743611.75   | 0.23%             | 2036-03-15      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                     | 1011778 BC ULC / New Red Finance Inc                                                                                                       | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    1098000 | PA      | $1128383.36   | 0.10%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Avenue of Americas                                           | 1301 Trust 2025-AOA                                                                                                                        | CUSIP: 682461AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     790000 | PA      | $802514.86    | 0.07%             | 2042-08-11      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Avenue of Americas                                           | 1301 Trust 2025-AOA                                                                                                                        | CUSIP: 682461AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     770000 | PA      | $783036.41    | 0.07%             | 2042-08-11      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                    | ONEOK Inc                                                                                                                                  | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $1161905.04   | 0.10%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                    | ONEOK Inc                                                                                                                                  | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1057000 | PA      | $1133726.81   | 0.10%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OneMain Holdings Inc                                         | OneMain Holdings Inc                                                                                                                       | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |      19046 | NS      | $1286557.30   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FINANCE CORP                                         | OneMain Finance Corp                                                                                                                       | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    1623000 | PA      | $1708823.35   | 0.14%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                         | OneMain Finance Corp                                                                                                                       | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    1844000 | PA      | $1884442.61   | 0.16%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                         | OneMain Finance Corp                                                                                                                       | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    1351000 | PA      | $1369749.96   | 0.12%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| 1345 Trust                                                   | 1345T 2025-AOA                                                                                                                             | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     980000 | PA      | $984521.13    | 0.08%             | 2042-06-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                               | 1261229 BC Ltd                                                                                                                             | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    4137000 | PA      | $4305652.62   | 0.36%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| OPAL BIDCO                                                   | OPAL BIDCO                                                                                                                                 | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    1593000 | PA      | $1632695.58   | 0.14%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                 | Fibercop SpA                                                                                                                               | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    1147000 | PA      | $1092339.03   | 0.09%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                                                                                | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $4025447.45   | 0.34%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                                                                                | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1814000 | PA      | $1608396.25   | 0.14%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                     | ORLEN SA                                                                                                                                   | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |     993000 | PA      | $1048148.84   | 0.09%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                               | OWN Equipment Fund I LLC                                                                                                                   | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1572445 | PA      | $1596960.22   | 0.13%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                       | PNC Financial Services Group Inc/The                                                                                                       | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1256000 | PA      | $1232273.16   | 0.10%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TXNM ENERGY INC                                              | TXNM Energy Inc                                                                                                                            | CUSIP: 69349HAJ6<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | DBT              | CORP              | US        |    1177000 | PA      | $1173816.13   | 0.10%             | 2056-07-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Pagaya Point of Sale Holdings Grantor Trust                  | Pagaya Point of Sale Holdings Grantor Trust 2025-1                                                                                         | CUSIP: 694952AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1175000 | PA      | $1184646.87   | 0.10%             | 2034-01-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BANC OF CALIFORNIA                                           | Banc of California                                                                                                                         | CUSIP: 69506YSC4<br>LEI: 549300A7DTSCJLJ33451 | Long             | SN               | CORP              | US        |     950000 | PA      | $891195.00    | 0.08%             | 2031-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                                    | Palantir Technologies Inc                                                                                                                  | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |       7091 | NS      | $1260425.25   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PALOMINO FUNDING TRUST I                                     | Palomino Funding Trust I                                                                                                                   | CUSIP: 69754AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2239000 | PA      | $2368856.25   | 0.20%             | 2028-05-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                        | Panama Government International Bonds                                                                                                      | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    2044000 | PA      | $2160712.40   | 0.18%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                        | Panther Escrow Issuer LLC                                                                                                                  | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1069000 | PA      | $1108422.60   | 0.09%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                      | Park River Holdings Inc                                                                                                                    | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |    1959000 | PA      | $2028270.24   | 0.17%             | 2031-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                      | Park River Holdings Inc                                                                                                                    | CUSIP: 70082LAD9<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |    1207524 | PA      | $1193939.36   | 0.10%             | 2030-12-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                       | Patrick Industries Inc                                                                                                                     | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    1102000 | PA      | $1131543.52   | 0.10%             | 2032-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                        | PennyMac Financial Services Inc                                                                                                            | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     440000 | PA      | $443736.48    | 0.04%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                        | PennyMac Financial Services Inc                                                                                                            | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1266972.45   | 0.11%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                        | PennyMac Financial Services Inc                                                                                                            | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    1138000 | PA      | $1200685.59   | 0.10%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                        | PennyMac Financial Services Inc                                                                                                            | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    2055000 | PA      | $2152499.23   | 0.18%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                             | Roche Holding AG                                                                                                                           | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       3174 | NS      | $1310767.26   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                     | Performance Food Group Inc                                                                                                                 | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    1140000 | PA      | $1176660.12   | 0.10%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Perimeter Master Note Business Trust                         | Perimeter Master Note Business Trust                                                                                                       | CUSIP: 71384PBC4<br>LEI: 5493005H6EB040833X54 | Long             | ABS-O            | CORP              | US        |    1600000 | PA      | $1610558.08   | 0.14%             | 2030-12-16      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                     | Perrigo Finance Unlimited Co                                                                                                               | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    1197000 | PA      | $1158798.22   | 0.10%             | 2030-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                     | Perrigo Finance Unlimited Co                                                                                                               | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    1489000 | PA      | $1451472.58   | 0.12%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                          | Petroleos Mexicanos                                                                                                                        | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    1415000 | PA      | $1164359.25   | 0.10%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                          | Petroleos Mexicanos                                                                                                                        | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    2534000 | PA      | $2937982.95   | 0.25%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| PETSMART LLC/PETSMART FI                                     | PetSmart LLC / PetSmart Finance Corp                                                                                                       | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1212478.39   | 0.10%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                      | Phillips Edison Grocery Center Operating Partnership I LP                                                                                  | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |     868000 | PA      | $910266.90    | 0.08%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                      | Phillips Edison Grocery Center Operating Partnership I LP                                                                                  | CUSIP: 71845JAC2<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |     766000 | PA      | $757897.46    | 0.06%             | 2035-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                     | Piedmont Operating Partnership LP                                                                                                          | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    1728000 | PA      | $1911416.38   | 0.16%             | 2028-07-20      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                     | Piedmont Operating Partnership LP                                                                                                          | CUSIP: 720198AK6<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |     718000 | PA      | $725736.91    | 0.06%             | 2033-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| POLARIS INC                                                  | Polaris Inc                                                                                                                                | CUSIP: 731068AB8<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |    1197000 | PA      | $1209968.30   | 0.10%             | 2031-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Powell Industries Inc                                        | Powell Industries Inc                                                                                                                      | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |       3937 | NS      | $1255036.86   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVINCIA DE CORDOBA                                         | Provincia de Cordoba                                                                                                                       | CUSIP: 74408DAF1<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |    1626000 | PA      | $1714210.50   | 0.14%             | 2032-07-02      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI TOLL REVENUE                              | Public Finance Authority                                                                                                                   | CUSIP: 74448UAD0<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    1300000 | PA      | $1339598.91   | 0.11%             | 2065-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                             | Puget Energy Inc                                                                                                                           | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $980819.17    | 0.08%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                               | PulteGroup Inc                                                                                                                             | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1041000 | PA      | $1142315.47   | 0.10%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                    | Qorvo Inc                                                                                                                                  | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    1083000 | PA      | $1068548.01   | 0.09%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                    | Qorvo Inc                                                                                                                                  | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    1324000 | PA      | $1229246.62   | 0.10%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                          | Quanta Services Inc                                                                                                                        | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    1123000 | PA      | $1151927.10   | 0.10%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                        | QXO Building Products Inc                                                                                                                  | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    2198000 | PA      | $2297390.66   | 0.19%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                        | Quikrete Holdings Inc                                                                                                                      | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    1671000 | PA      | $1740404.99   | 0.15%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                     | RHP Hotel Properties LP / RHP Finance Corp                                                                                                 | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              |  | US        |     805000 | PA      | $840071.44    | 0.07%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                   | ROCK Trust 2024-CNTR                                                                                                                       | CUSIP: 74970WAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1200000 | PA      | $1241363.76   | 0.10%             | 2041-11-13      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                   | ROCK Trust 2024-CNTR                                                                                                                       | CUSIP: 74970WAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1160000 | PA      | $1207875.64   | 0.10%             | 2041-11-13      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                   | ROCK Trust 2024-CNTR                                                                                                                       | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2930000 | PA      | $3125851.75   | 0.26%             | 2041-11-13      | Fixed         | 8.82%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                            | Rakuten Group Inc                                                                                                                          | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     813000 | PA      | $910040.01    | 0.08%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                              | Rand Parent LLC                                                                                                                            | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2076000 | PA      | $2164350.45   | 0.18%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| RAYONIER LP                                                  | Rayonier LP                                                                                                                                | CUSIP: 75508XAA4<br>LEI: 5493004X96PV3VY6KB95 | Long             | DBT              |  | US        |    2532000 | PA      | $2283923.76   | 0.19%             | 2031-05-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Reddit Inc                                                   | Reddit Inc                                                                                                                                 | CUSIP: 75734B100<br>LEI: 529900APN1YHPBHPI679 | Long             | EC               | CORP              | US        |       5621 | NS      | $1292099.27   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| REGAL REXNORD CORP                                           | Regal Rexnord Corp                                                                                                                         | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $1128072.92   | 0.10%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                           | Regal Rexnord Corp                                                                                                                         | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    2079000 | PA      | $2237395.50   | 0.19%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                         | LifePoint Health Inc 2024 1st Lien Term Loan B                                                                                             | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |     656370 | PA      | $659258.03    | 0.06%             | 2031-05-19      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                       | Regions Financial Corp                                                                                                                     | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     941000 | PA      | $970489.90    | 0.08%             | 2035-09-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RENTOKIL TERMINIX LLC                                        | Rentokil Terminix Funding LLC                                                                                                              | CUSIP: 760130AB0<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1487755.76   | 0.13%             | 2035-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAP MARKETS                                       | Repsol E&P Capital Markets US LLC                                                                                                          | CUSIP: 76026AAC1<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |     611000 | PA      | $623395.44    | 0.05%             | 2035-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                       | Resorts World Las Vegas LLC / RWLV Capital Inc                                                                                             | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1784001.20   | 0.15%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Rhythm Pharmaceuticals Inc                                   | Rhythm Pharmaceuticals Inc                                                                                                                 | CUSIP: 76243J105<br>LEI: 529900JPNWXQ8DPLA551 | Long             | EC               | CORP              | US        |      10881 | NS      | $1164702.24   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RIDE 2025-SHRE                                               | RIDE 2025-SHRE                                                                                                                             | CUSIP: 765692AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1630000 | PA      | $1679169.44   | 0.14%             | 2047-02-14      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP                                                  | ROBLOX Corp                                                                                                                                | CUSIP: 771049AA1<br>LEI: 529900ANZDBDFU91SO19 | Long             | DBT              | CORP              | US        |    1928000 | PA      | $1846255.88   | 0.16%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                           | Roche Holdings Inc                                                                                                                         | CUSIP: 771196CU4<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    1389000 | PA      | $1382975.28   | 0.12%             | 2035-12-02      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN                                     | TGNR Intermediate Holdings LLC                                                                                                             | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |     434000 | PA      | $431322.91    | 0.04%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                               | Rocket Cos Inc                                                                                                                             | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1701000 | PA      | $1775621.17   | 0.15%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                     | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                                                        | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1269000 | PA      | $1179936.64   | 0.10%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Rockwell Automation Inc                                      | Rockwell Automation Inc                                                                                                                    | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       2932 | NS      | $1140753.24   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLLINS INC                                                  | Rollins Inc                                                                                                                                | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |    1133000 | PA      | $1156535.88   | 0.10%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                      | Romanian Government International Bond                                                                                                     | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1396000 | PA      | $1457577.56   | 0.12%             | 2036-05-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                       | Roper Technologies Inc                                                                                                                     | CUSIP: 776696AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     706000 | PA      | $713999.53    | 0.06%             | 2032-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                       | Roper Technologies Inc                                                                                                                     | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     960000 | PA      | $842572.80    | 0.07%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                      | Royal Caribbean Cruises Ltd                                                                                                                | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    1121000 | PA      | $1152214.97   | 0.10%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                      | Royal Caribbean Cruises Ltd                                                                                                                | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    3181000 | PA      | $3253030.69   | 0.27%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                           | Royalty Pharma PLC                                                                                                                         | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    1702000 | PA      | $1744810.95   | 0.15%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SCG Hotel Issuer Inc                                         | SCG Trust 2025-SNIP                                                                                                                        | CUSIP: 78398JAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     690000 | PA      | $694751.20    | 0.06%             | 2042-09-15      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| SESI LLC                                                     | SESI LLC                                                                                                                                   | CUSIP: 78412FAX2<br>LEI: XDZ56K6RXS5J1ESBZS35 | Long             | DBT              | CORP              | US        |    1258000 | PA      | $1239263.13   | 0.10%             | 2030-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                              | SEB Funding LLC                                                                                                                            | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1134158 | PA      | $1133383.44   | 0.10%             | 2052-01-30      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| SMRT                                                         | SMRT 2022-MINI                                                                                                                             | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     750000 | PA      | $750188.48    | 0.06%             | 2039-01-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                               | SWCH Commercial Mortgage Trust 2025-DATA                                                                                                   | CUSIP: 78489CAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1640000 | PA      | $1627781.67   | 0.14%             | 2042-02-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL TRUST                                          | SVB Financial Trust                                                                                                                        | CUSIP: 78500B403<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     156880 | NS      | $20394.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SABAL TRAIL TRANS                                            | Sabal Trail Transmission LLC                                                                                                               | CUSIP: 78516FAA7<br>LEI: 5493002DWITGSZFUI977 | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1120172.03   | 0.09%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SABESP LUX SARL                                              | Sabesp Lux Sarl                                                                                                                            | CUSIP: 785170AB7<br>LEI: 984500C7VFFH4QD3B757 | Long             | DBT              | CORP              | LU        |    1136000 | PA      | $1141280.26   | 0.10%             | 2030-08-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                              | Sands China Ltd                                                                                                                            | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    1442000 | PA      | $1470426.15   | 0.12%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                              | Sands China Ltd                                                                                                                            | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    2240000 | PA      | $2212217.50   | 0.19%             | 2030-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SATURN OIL & GAS INC                                         | Saturn Oil & Gas Inc                                                                                                                       | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | DBT              | CORP              | CA        |    1147000 | PA      | $1131677.80   | 0.10%             | 2029-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                                | EW Scripps Co/The                                                                                                                          | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |    1805000 | PA      | $1804040.12   | 0.15%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust                                | SDR Commercial Mortgage Trust 2024-DSNY                                                                                                    | CUSIP: 811304AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     730000 | PA      | $729892.76    | 0.06%             | 2039-05-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                              | Sealed Air Corp                                                                                                                            | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $1120874.62   | 0.09%             | 2033-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                                     | SeaWorld Parks & Entertainment Inc                                                                                                         | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |    2394000 | PA      | $2333598.18   | 0.20%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                       | Sempra                                                                                                                                     | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    1411000 | PA      | $1435952.83   | 0.12%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| DCP RIGHTS, LLC                                              | SHOW Trust 2022-BIZ                                                                                                                        | CUSIP: 82539LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3850000 | PA      | $1850926.77   | 0.16%             | 2027-01-15      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| SHRN Trust                                                   | SHRN Trust 2025-MF18                                                                                                                       | CUSIP: 82556AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     450000 | PA      | $451855.98    | 0.04%             | 2040-10-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| SHRN Trust                                                   | SHRN Trust 2025-MF18                                                                                                                       | CUSIP: 82556AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $502675.90    | 0.04%             | 2040-10-15      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Sibanye Stillwater Ltd                                       | Sibanye Stillwater Ltd                                                                                                                     | CUSIP: 82575P107<br>LEI: 378900F238434B74D281 | Long             | EC               | CORP              | ZA        |     104336 | NS      | $1486788.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Television Group Inc                                | Sinclair Television Group Inc 2025 Term Loan B6                                                                                            | CUSIP: 829229AU7<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |    2695690 | PA      | $2475317.14   | 0.21%             | 2029-12-31      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group Inc                                | Sinclair Television Group Inc 2025 Term Loan B7                                                                                            | CUSIP: 829229AV5<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |    1477663 | PA      | $1347628.62   | 0.11%             | 2030-12-31      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                     | Sinclair Television Group Inc                                                                                                              | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    1139000 | PA      | $1190391.68   | 0.10%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                     | South Bow USA Infrastructure Holdings LLC                                                                                                  | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1136700.42   | 0.10%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                     | Delta Air Lines Inc / SkyMiles IP Ltd                                                                                                      | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    1446135 | PA      | $1455158.49   | 0.12%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                         | Smithfield Foods Inc                                                                                                                       | CUSIP: 832248BB3<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    1446000 | PA      | $1466465.45   | 0.12%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                     | Snam SpA                                                                                                                                   | CUSIP: 83304JAB3<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |     637000 | PA      | $666536.28    | 0.06%             | 2035-05-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                     | Snam SpA                                                                                                                                   | CUSIP: 83304JAC1<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    1064000 | PA      | $1144609.31   | 0.10%             | 2055-05-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Snowflake Inc                                                | Snowflake Inc                                                                                                                              | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |       5302 | NS      | $1163046.72   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                             | Societe Generale SA                                                                                                                        | CUSIP: 83368RBX9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    1095000 | PA      | $1157839.03   | 0.10%             | 2035-01-19      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| SolarEdge Technologies Inc                                   | SolarEdge Technologies Inc                                                                                                                 | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |      37614 | NS      | $1085163.90   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| SOLSTICE ADVANCED MATERI                                     | Solstice Advanced Materials Inc                                                                                                            | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    1181000 | PA      | $1192118.04   | 0.10%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S                                                    | Sotheby's                                                                                                                                  | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |     752000 | PA      | $748069.00    | 0.06%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Sotheby's Artfi Master Trust 2024-A                          | Sotheby's Artfi Master Trust                                                                                                               | CUSIP: 83589CAB4<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |    1356000 | PA      | $1356459.82   | 0.11%             | 2031-12-22      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds      | Republic of South Africa Government International Bonds                                                                                    | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    2306000 | PA      | $1946376.46   | 0.16%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                     | Republic of South Africa Government International Bond                                                                                     | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1517000 | PA      | $1506369.24   | 0.13%             | 2055-12-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                                     | South Bow Canadian Infrastructure Holdings Ltd                                                                                             | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    1132000 | PA      | $1210644.52   | 0.10%             | 2055-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                         | Southern Copper Corp                                                                                                                       | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |      11941 | NS      | $1713175.27   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST GAS CORP                                           | Southwest Gas Corp                                                                                                                         | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    1055000 | PA      | $1018490.84   | 0.09%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Spin Holdco Inc                                              | Spin Holdco Inc 2021 Term Loan                                                                                                             | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |    1337953 | PA      | $1038586.20   | 0.09%             | 2028-03-04      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                    | Block Inc                                                                                                                                  | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    1123000 | PA      | $1168498.35   | 0.10%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                       | Standard Chartered PLC                                                                                                                     | CUSIP: 853254CZ1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    1470000 | PA      | $1575634.19   | 0.13%             | 2035-01-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| STANDARD INDUSTRI INC/NY                                     | Standard Industries Inc/NY                                                                                                                 | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     891000 | PA      | $860158.36    | 0.07%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                  | Staples Inc                                                                                                                                | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    1154000 | PA      | $1148738.58   | 0.10%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Star Holding LLC                                             | Star Holding LLC 2024 1st Lien Term Loan B                                                                                                 | CUSIP: 85512FAC2<br>LEI: 254900BDGPE9N1WAKD59 | Long             | LON              | CORP              | US        |     455159 | PA      | $448331.43    | 0.04%             | 2031-07-31      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| STAR HOLDING LLC                                             | Star Holding LLC                                                                                                                           | CUSIP: 85513AAA6<br>LEI: 254900BDGPE9N1WAKD59 | Long             | DBT              | CORP              | US        |     546000 | PA      | $526404.01    | 0.04%             | 2031-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                      | Starwood Property Trust Inc                                                                                                                | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     134000 | PA      | $140247.48    | 0.01%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                      | Starwood Property Trust Inc                                                                                                                | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    2186000 | PA      | $2280651.61   | 0.19%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                                       | Montenegro Government International Bond                                                                                                   | CUSIP: 857305AA4<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |     923000 | PA      | $984518.66    | 0.08%             | 2031-03-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                            | State Street Corp                                                                                                                          | CUSIP: 857477CS0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    1341000 | PA      | $1390327.34   | 0.12%             | 2030-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                                   | FIXED INC CLEARING CORP.REPO                                                                                                               | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |    3658599 | PA      | $3658599.39   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                           | Steel Dynamics Inc                                                                                                                         | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       7568 | NS      | $1282397.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEBRIAR ABF LLC                                           | Stonebriar ABF Issuer LLC                                                                                                                  | CUSIP: 86177CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1214000 | PA      | $1250371.44   | 0.11%             | 2030-12-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                              | Stream Innovations 2024-1 Issuer Trust                                                                                                     | CUSIP: 86324CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     376606 | PA      | $391865.84    | 0.03%             | 2044-07-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                     | Sumitomo Mitsui Financial Group Inc                                                                                                        | CUSIP: 86562MDK3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     669000 | PA      | $692433.73    | 0.06%             | 2034-06-05      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                            | Suncor Energy Inc                                                                                                                          | CUSIP: 867229AC0<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    1408000 | PA      | $1583431.62   | 0.13%             | 2032-02-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                                           | SunCoke Energy Inc                                                                                                                         | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |    1912000 | PA      | $1777137.69   | 0.15%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                    | Sunoco LP                                                                                                                                  | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    1723000 | PA      | $1765786.50   | 0.15%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                     | Suriname Government International Bond                                                                                                     | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |    1158000 | PA      | $1254982.50   | 0.11%             | 2035-11-06      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SWISS RE SUB FIN PLC                                         | Swiss RE Subordinated Finance PLC                                                                                                          | CUSIP: 87088QAA2<br>LEI: 636700H29EH5Z8ZU8L04 | Long             | DBT              | CORP              | GB        |    1200000 | PA      | $1249207.86   | 0.11%             | 2035-04-05      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Sycamore Tree CLO Ltd                                        | Sycamore Tree CLO 2025-7 Ltd                                                                                                               | CUSIP: 87122KAJ4<br>LEI: 2138001WII41ZXUQO254 | Long             | ABS-CBDO         | CORP              | KY        |     420000 | PA      | $420840.00    | 0.04%             | 2038-08-28      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Symbotic Inc                                                 | Symbotic Inc                                                                                                                               | CUSIP: 87151X101<br>LEI: 529900UN9QT55OG9I235 | Long             | EC               | CORP              | US        |      19537 | NS      | $1162451.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                                       | Synovus Financial Corp                                                                                                                     | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |     935000 | PA      | $972005.01    | 0.08%             | 2030-11-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                               | TD SYNNEX Corp                                                                                                                             | CUSIP: 87162WAN0<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    1433000 | PA      | $1419625.01   | 0.12%             | 2035-10-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                          | Synchrony Financial                                                                                                                        | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    2687000 | PA      | $2888644.46   | 0.24%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SYNERGY INFRASTRUCTURE H                                     | Synergy Infrastructure Holdings LLC                                                                                                        | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1205498.45   | 0.10%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TAV HAVALIMANLARI HOLDIN                                     | TAV Havalimanlari Holding AS                                                                                                               | CUSIP: 87216EAA4<br>LEI: 789000PBM9TT5D88M597 | Long             | DBT              | CORP              | TR        |    1080000 | PA      | $1129560.96   | 0.10%             | 2028-12-07      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust                    | TCO Commercial Mortgage Trust 2024-DPM                                                                                                     | CUSIP: 87231EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     800000 | PA      | $801619.20    | 0.07%             | 2039-12-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust                    | TCO Commercial Mortgage Trust 2024-DPM                                                                                                     | CUSIP: 87231EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     450000 | PA      | $451342.17    | 0.04%             | 2039-12-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| TKO Group Holdings Inc                                       | TKO Group Holdings Inc                                                                                                                     | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4399 | NS      | $919391.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                      | Talen Energy Supply LLC                                                                                                                    | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    1237000 | PA      | $1310260.41   | 0.11%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                      | Talen Energy Supply LLC                                                                                                                    | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     793000 | PA      | $809164.43    | 0.07%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                      | Talen Energy Supply LLC                                                                                                                    | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    1529000 | PA      | $1582078.70   | 0.13%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                            | Tampa Electric Co                                                                                                                          | CUSIP: 875127BN1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    2194000 | PA      | $2229252.14   | 0.19%             | 2035-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Tank Holding Corp                                            | Tank Holding Corp 2022 Term Loan                                                                                                           | CUSIP: 87583FAN8<br>LEI: 549300WQKU58ILVYFJ26 | Long             | LON              | CORP              | US        |    1013925 | PA      | $935979.68    | 0.08%             | 2028-03-31      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                 | Tapestry Inc                                                                                                                               | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       9770 | NS      | $1248312.90   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                                     | Team Health Holdings Inc                                                                                                                   | CUSIP: 87817AAE7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |     517000 | PA      | $524168.21    | 0.04%             | 2028-06-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                        | Tenet Healthcare Corp                                                                                                                      | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    1057000 | PA      | $1100388.79   | 0.09%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                                  | Tenneco Inc                                                                                                                                | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    1154000 | PA      | $1158477.36   | 0.10%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Teradyne Inc                                                 | Teradyne Inc                                                                                                                               | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       4886 | NS      | $945734.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CMG Media Corporation                                        | CMG Media Corporation 2024 Term Loan                                                                                                       | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1733805 | PA      | $1623188.62   | 0.14%             | 2029-06-18      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                                    | Tesla Inc                                                                                                                                  | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       3272 | NS      | $1471483.84   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS Commercial Mortgage Trust                              | TEXAS Commercial Mortgage Trust 2025-TWR                                                                                                   | CUSIP: 88231WAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     710000 | PA      | $711393.45    | 0.06%             | 2042-04-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| TIFFANY & CO                                                 | Tiffany & Co                                                                                                                               | CUSIP: 886546AD2<br>LEI: 549300EJG9IEYQL5XT21 | Long             | DBT              | CORP              | US        |    1466000 | PA      | $1388280.82   | 0.12%             | 2044-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                        | Topaz Solar Farms LLC                                                                                                                      | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2183870 | PA      | $2198316.30   | 0.19%             | 2039-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                        | Toronto-Dominion Bank/The                                                                                                                  | CUSIP: 89116C4H7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    1119000 | PA      | $1138952.89   | 0.10%             | 2085-10-31      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| TRANSATLANTIC HOLDINGS                                       | Transatlantic Holdings Inc                                                                                                                 | CUSIP: 893521AB0<br>LEI: RN37QJVS1BV19MNIC295 | Long             | DBT              | CORP              | US        |     934000 | PA      | $1169601.95   | 0.10%             | 2039-11-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                      | Transcontinental Gas Pipe Line Co LLC                                                                                                      | CUSIP: 893574AS2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1169000 | PA      | $1177406.56   | 0.10%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                | TransDigm Inc                                                                                                                              | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1632000 | PA      | $1708747.54   | 0.14%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                | TransDigm Inc                                                                                                                              | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1123000 | PA      | $1150266.44   | 0.10%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                | TransDigm Inc                                                                                                                              | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1208000 | PA      | $1259121.61   | 0.11%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                     | Transocean International Ltd                                                                                                               | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    1168000 | PA      | $1225390.86   | 0.10%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                     | Transocean International Ltd                                                                                                               | CUSIP: 893830AF6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     191000 | PA      | $181241.38    | 0.02%             | 2031-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                     | Transocean International Ltd                                                                                                               | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     853000 | PA      | $734148.18    | 0.06%             | 2038-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                     | Transocean International Ltd                                                                                                               | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    1195000 | PA      | $1184473.13   | 0.10%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                                  | Trimble Inc                                                                                                                                | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    1426000 | PA      | $1536055.86   | 0.13%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                            | Trinidad & Tobago Government International Bond                                                                                            | CUSIP: 896292AM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    1161000 | PA      | $1175512.50   | 0.10%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                        | Trivium Packaging Finance BV                                                                                                               | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    1604000 | PA      | $1720692.60   | 0.15%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                   | Tronox Inc                                                                                                                                 | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    2666000 | PA      | $1868643.34   | 0.16%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                       | Turkiye Government International Bonds                                                                                                     | CUSIP: 900123DH0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1014000 | PA      | $1141896.46   | 0.10%             | 2029-03-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Turning Point Brands Inc                                     | Turning Point Brands Inc                                                                                                                   | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |      12818 | NS      | $1389471.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc                                                   | Twilio Inc                                                                                                                                 | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |       6846 | NS      | $973775.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| X Corp.                                                      | X Corp Term Loan                                                                                                                           | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2885255 | PA      | $2840952.02   | 0.24%             | 2029-10-26      | Floating      | 10.45%                | No            |                  2 | On Loan: No      |
| X Corp.                                                      | X Corp 2025 Fixed Term Loan                                                                                                                | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1143000 | PA      | $1141159.77   | 0.10%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                 | UBS Group AG                                                                                                                               | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     802000 | PA      | $941008.25    | 0.08%             | 2033-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                 | UBS Group AG                                                                                                                               | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1209000 | PA      | $1330140.59   | 0.11%             | 2028-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINCO I BV                                           | Sunrise FinCo I BV                                                                                                                         | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    2867000 | PA      | $2733111.10   | 0.23%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                             | UWM Holdings LLC                                                                                                                           | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1194000 | PA      | $1192669.62   | 0.10%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                               | US Bank NA                                                                                                                                 | CUSIP: 90357PBC7<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |     758948 | PA      | $762986.26    | 0.06%             | 2032-02-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                | UniCredit SpA                                                                                                                              | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    2274000 | PA      | $2440029.40   | 0.21%             | 2034-04-02      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                                      | United Airlines 2020-1 Class A Pass Through Trust                                                                                          | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     793016 | PA      | $813694.24    | 0.07%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                          | United Airlines Inc                                                                                                                        | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     696000 | PA      | $693471.85    | 0.06%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT                                      | United Airlines 2023-1 Class A Pass Through Trust                                                                                          | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1257645 | PA      | $1318229.85   | 0.11%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2024-1 AA PTT                                     | United Airlines 2024-1 Class AA Pass Through Trust                                                                                         | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2218768 | PA      | $2288655.97   | 0.19%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                        | Universal Health Services Inc                                                                                                              | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    1204000 | PA      | $1182018.34   | 0.10%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                     | Univision Communications Inc                                                                                                               | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    1490000 | PA      | $1432418.41   | 0.12%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                     | USA Compression Partners LP / USA Compression Finance Corp                                                                                 | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     700000 | PA      | $724906.95    | 0.06%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                     | USA Compression Partners LP / USA Compression Finance Corp                                                                                 | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1155000 | PA      | $1169402.85   | 0.10%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                         | Republic of Uzbekistan International Bond                                                                                                  | CUSIP: 91822Q2J5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    1387000 | PA      | $1501282.35   | 0.13%             | 2032-05-25      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                                        | VFH Parent LLC / Valor Co-Issuer Inc                                                                                                       | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1306000 | PA      | $1371132.83   | 0.12%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VSP OPTICAL GROUP INC                                        | VSP Optical Group Inc                                                                                                                      | CUSIP: 91836LAA0<br>LEI: 549300PHX8USLM2BT742 | Long             | DBT              | CORP              | US        |    1162000 | PA      | $1170172.52   | 0.10%             | 2035-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                      | VZ Secured Financing BV                                                                                                                    | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    2453000 | PA      | $2221763.44   | 0.19%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                        | Vale Overseas Ltd                                                                                                                          | CUSIP: 91911TAT0<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    1402000 | PA      | $1403822.60   | 0.12%             | 2056-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vale SA                                                      | Vale SA                                                                                                                                    | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |     102640 | NS      | $1337399.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VALLOUREC SACA                                               | Vallourec SACA                                                                                                                             | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |    1088000 | PA      | $1156579.51   | 0.10%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                       | Velocity Commercial Capital Loan Trust 2024-2                                                                                              | CUSIP: 92259QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     646319 | PA      | $664178.72    | 0.06%             | 2054-06-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                        | Venture Global Plaquemines LNG LLC                                                                                                         | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    1644000 | PA      | $1684689.05   | 0.14%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                       | Venture Global LNG Inc                                                                                                                     | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    2160000 | PA      | $2240140.32   | 0.19%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                                         | Vermilion Energy Inc                                                                                                                       | CUSIP: 923725AD7<br>LEI: 8945009D1HGCJC8M8A68 | Long             | DBT              | CORP              | CA        |    1169000 | PA      | $1157306.53   | 0.10%             | 2030-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                                     | Vertiv Group Corp                                                                                                                          | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |     921000 | PA      | $910224.21    | 0.08%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ACPRODUCTS HOLDINGS INC                                      | ACProducts Holdings Inc                                                                                                                    | CUSIP: 92641PAA4<br>LEI: 254900KTNXVUUHWHBF39 | Long             | DBT              | CORP              | US        |    1468000 | PA      | $704465.66    | 0.06%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                           | Viking Cruises Ltd                                                                                                                         | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    1060000 | PA      | $1135678.70   | 0.10%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                     | Viper Energy Partners LLC                                                                                                                  | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     991000 | PA      | $1011959.65   | 0.09%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                     | Virgin Media Finance PLC                                                                                                                   | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    2518000 | PA      | $2222404.93   | 0.19%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                  | Vistra Corp                                                                                                                                | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    1135000 | PA      | $1159066.17   | 0.10%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                  | Vistra Corp                                                                                                                                | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     384000 | PA      | $424696.70    | 0.04%             | 2029-01-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                             | Vmed O2 UK Financing I PLC                                                                                                                 | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    2598000 | PA      | $2371401.40   | 0.20%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                             | Vmed O2 UK Financing I PLC                                                                                                                 | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    1253000 | PA      | $1157770.12   | 0.10%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                                | VoltaGrid LLC                                                                                                                              | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    1169000 | PA      | $1158748.74   | 0.10%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                            | Vornado Realty LP                                                                                                                          | CUSIP: 929043AL1<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |    1300000 | PA      | $1180129.12   | 0.10%             | 2031-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                         | WMG Acquisition Corp                                                                                                                       | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    1209000 | PA      | $1164788.93   | 0.10%             | 2029-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                         | WEC Energy Group Inc                                                                                                                       | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    1179000 | PA      | $1187303.74   | 0.10%             | 2056-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                         | WR Grace Holdings LLC                                                                                                                      | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    1804000 | PA      | $1828335.35   | 0.15%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WB Commercial Mortgage Trust                                 | WB Commercial Mortgage Trust 2024-HQ                                                                                                       | CUSIP: 92943PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     630000 | PA      | $629632.65    | 0.05%             | 2040-03-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                            | WBI Operating LLC                                                                                                                          | CUSIP: 92944BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1344000 | PA      | $1339628.64   | 0.11%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                              | WHARF Commercial Mortgage Trust 2025-DC                                                                                                    | CUSIP: 92987LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     880000 | PA      | $905217.28    | 0.08%             | 2040-07-15      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| LUXCO3 SHARES                                                | LUXCO3 SHARES                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      31158 | NS      | $561153.71    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanon Government International Bonds                       | Lebanon Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    3165000 | PA      | $740092.52    | 0.06%             | 2027-03-23      | None          | 6.85%                 | Yes           |                  2 | On Loan: No      |
| Claires Holdings LLC                                         | CLAIRES HOLDINGS                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1067 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Gibson Brands                                                | GIBSON BRANDS PRIVATE EQUITY                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9315 | NS      | $605475.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| WARRIOR MET COAL INC                                         | Warrior Met Coal Inc                                                                                                                       | CUSIP: 93627CAB7<br>LEI: 549300152B1S9YKBYV79 | Long             | DBT              | CORP              | US        |     849000 | PA      | $869499.11    | 0.07%             | 2028-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL BANK F                                     | Washington Mutual Bank / Debt not acquired by JPMorgan                                                                                     | CUSIP: 93933WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1250000 | PA      | $0.00         | 0.00%             | 2011-06-15      | None          | 6.88%                 | No            |                  3 | On Loan: No      |
| WATCO COS LLC/FINANCE CO                                     | Watco Cos LLC / Watco Finance Corp                                                                                                         | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1348000 | PA      | $1412524.72   | 0.12%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UTEX                                                         | UTEX                                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8205 | NS      | $239996.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FRONTERA GENERATION                                          | FRONTERA GENERATION                                                                                                                        | CUSIP: 000000000<br>LEI: 549300Z0VKX5FIRQMN80 | Long             | EC               | CORP              | US        |       9472 | NS      | $137344.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                  | Wayfair LLC                                                                                                                                | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     468000 | PA      | $500250.35    | 0.04%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                  | Wayfair LLC                                                                                                                                | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    1170000 | PA      | $1204222.50   | 0.10%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FGI Operating Company LLC                                    | FGI Operating Company LLC Exit Term Loan                                                                                                   | CUSIP: 30252KAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      68047 | PA      | $0.00         | 0.00%             | 2026-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| WEATHERFORD INTERNATIONA                                     | Weatherford International Ltd                                                                                                              | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    1756000 | PA      | $1799271.35   | 0.15%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WEBSTER FINANCIAL CORP                                       | Webster Financial Corp                                                                                                                     | CUSIP: 947890AJ8<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |    1622000 | PA      | $1598637.86   | 0.14%             | 2029-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LORD ABBETT PVT CR FUND 1 LP                                 | LORD ABBETT PVT CR FUND 1 LP                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | RF                | US        |     609774 | NS      | $15366316.06  | 1.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                        | Wells Fargo Commercial Mortgage Trust 2025-609M                                                                                            | CUSIP: 95004NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2220000 | PA      | $2225496.28   | 0.19%             | 2042-08-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORP                                     | Western Alliance Bancorp                                                                                                                   | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |    3026000 | PA      | $2916125.94   | 0.25%             | 2031-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                         | Western Digital Corp                                                                                                                       | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    1421000 | PA      | $1311223.71   | 0.11%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                     | Western Midstream Operating LP                                                                                                             | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    1896000 | PA      | $1858318.90   | 0.16%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                     | Western Midstream Operating LP                                                                                                             | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    1053000 | PA      | $1108511.73   | 0.09%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC                                        | Whistler Pipeline LLC                                                                                                                      | CUSIP: 96337RAC6<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |    2360000 | PA      | $2446122.96   | 0.21%             | 2034-09-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDING                                     | White Cap Supply Holdings LLC                                                                                                              | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1219959.44   | 0.10%             | 2030-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WILLIAM CARTER                                               | William Carter Co/The                                                                                                                      | CUSIP: 96926JAG2<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |    1712000 | PA      | $1772180.22   | 0.15%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| WINDFALL MINING GROUP                                        | Windfall Mining Group Inc / Groupe Minier Windfall Inc                                                                                     | CUSIP: 973244AA4<br>LEI: 984500E4L49391BFF948 | Long             | DBT              | CORP              | CA        |    1093000 | PA      | $1142308.92   | 0.10%             | 2032-05-13      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                         | Wingstop Funding LLC                                                                                                                       | CUSIP: 974153AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1334675 | PA      | $1294458.31   | 0.11%             | 2050-12-05      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| WINGSTOP FUNDING LLC                                         | Wingstop Funding LLC                                                                                                                       | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1070000 | PA      | $1101540.60   | 0.09%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                      | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  165600000 | PA      | $8866850.54   | 0.75%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Wise CLO Ltd                                                 | Wise CLO 2025-4 Ltd                                                                                                                        | CUSIP: 97720CAG3<br>LEI: 2549003B5WUFFPI2NX19 | Long             | ABS-CBDO         | CORP              | KY        |     900000 | PA      | $900949.50    | 0.08%             | 2038-09-20      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Woodward Inc                                                 | Woodward Inc                                                                                                                               | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |       3991 | NS      | $1206559.12   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WULF COMPUTE LLC                                             | WULF Compute LLC                                                                                                                           | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2271000 | PA      | $2341420.14   | 0.20%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                               | Wynn Macau Ltd                                                                                                                             | CUSIP: 98313RAD8<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    1193000 | PA      | $1192896.16   | 0.10%             | 2027-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                               | Wynn Macau Ltd                                                                                                                             | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    1146000 | PA      | $1161779.63   | 0.10%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                      | XPO Inc                                                                                                                                    | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     961000 | PA      | $1014304.75   | 0.09%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                       | XPLR Infrastructure Operating Partners LP                                                                                                  | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    1098000 | PA      | $1154476.73   | 0.10%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| X.AI LLC/X.AI CO ISSUER                                      | X.AI LLC / X.AI Co Issuer Corp                                                                                                             | CUSIP: 983984AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3345000 | PA      | $3568970.09   | 0.30%             | 2030-06-30      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                | ZF North America Capital Inc                                                                                                               | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    1064000 | PA      | $1089850.38   | 0.09%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                | ZF North America Capital Inc                                                                                                               | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    2335000 | PA      | $2357868.99   | 0.20%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                | ZF North America Capital Inc                                                                                                               | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    1158000 | PA      | $1145090.03   | 0.10%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                                      | Zebra Technologies Corp                                                                                                                    | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |    1613000 | PA      | $1671864.82   | 0.14%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Zaxby's Funding LLC                                          | Zaxbys Funding LLC                                                                                                                         | CUSIP: 98920MAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     488812 | PA      | $498928.38    | 0.04%             | 2054-04-30      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                           | Zegona Finance PLC                                                                                                                         | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    1455000 | PA      | $1547715.51   | 0.13%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                                             | Zions Bancorp NA                                                                                                                           | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    1140000 | PA      | $1214050.35   | 0.10%             | 2035-11-19      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| ANASTASIA PARENT, LLC                                        | ANASTASIA PARENT, LLC                                                                                                                      | CUSIP: 000000000<br>LEI: 254900JLBMA86EYGCG20 | Long             | EC               | CORP              | US        |       8104 | NS      | $151950.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                              | Long: BLYO16AP5 IRS USD R V 12MUSCPI INF_SLYO16AP5 CCPINFLATIONZERO / Short: BLYO16AP5 IRS USD P F  2.54375 FIX_SLYO16AP5 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |    2807089 | OU      | $35251.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                              | Long: BLXA0Y9I4 IRS USD R V 12MUSCPI INF_SLXA0Y9I4 CCPINFLATIONZERO / Short: BLXA0Y9I4 IRS USD P F  2.54375 FIX_SLXA0Y9I4 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |    1392911 | OU      | $17491.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                              | Long: BLFD0V9M5 IRS USD R V 12MUSCPI INF_SLFD0V9M5 CCPINFLATIONZERO / Short: BLFD0V9M5 IRS USD P F  2.74750 FIX_SLFD0V9M5 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |    6000000 | OU      | $-210530.10   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                              | Long: BLK60ADV5 IRS USD R V 12MUSCPI INF_SLK60ADV5 CCPINFLATIONZERO / Short: BLK60ADV5 IRS USD P F  2.66500 FIX_SLK60ADV5 CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |    4373000 | OU      | $-92281.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                              | Long: B64129770 IRS USD R V 12MUSCPI 264129772 CCPINFLATIONZERO / Short: B64129770 IRS USD P F  2.66500 264129771 CCPINFLATIONZERO         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DIR              |  | US        |   10000000 | OU      | $-58431.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                              | Long: S60882563 CDS USD R F  5.00000 560882565 CCPCDX / Short: S60882563 CDS USD P V 03MEVENT 560882564 CCPCDX                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2559000 | OU      | $198911.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                                  | Cie Financiere Richemont SA                                                                                                                | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |       1711 | NS      | $368978.71    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                     | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   97563393 | PA      | $6018503.73   | 0.51%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Mirabela Nickel Ltd                                          | MIRABELA NICKEL                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15172 | PA      | $0.00         | 0.00%             | 2044-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BONOS TESORERIA PESOS                                        | Bonos de la Tesoreria de la Republica en pesos                                                                                             | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        | 2700000000 | PA      | $2994954.71   | 0.25%             | 2030-09-01      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                     | Brazil Notas do Tesouro Nacional Serie F                                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   26365000 | PA      | $4228165.36   | 0.36%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                          | Ecuador Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    4957627 | PA      | $4905621.49   | 0.41%             | 2030-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                                     | Provincia de Buenos Aires/Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |    1409823 | PA      | $1085817.44   | 0.09%             | 2037-09-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Angola Government International Bonds                        | Angola Government International Bonds                                                                                                      | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     710000 | PA      | $692682.18    | 0.06%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                      | Hungary Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  188940000 | PA      | $585844.07    | 0.05%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HEATHROW FINANCE PLC                                         | Heathrow Finance PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 549300F740QSGMPHQJ60 | Long             | DBT              | CORP              | GB        |    2196000 | PA      | $2981282.49   | 0.25%             | 2031-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Galderma Group AG                                            | Galderma Group AG                                                                                                                          | CUSIP: 000000000<br>LEI: 89450001OK6O8ELQ4584 | Long             | EC               | CORP              | CH        |       5711 | NS      | $1162946.21   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Zambia Government International Bonds                        | Zambia Government International Bonds                                                                                                      | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    2357338 | PA      | $2327643.84   | 0.20%             | 2033-06-30      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                                         | Republic of Cameroon International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |    1644000 | PA      | $1641033.39   | 0.14%             | 2031-07-31      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds                       | Ukraine Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    3826943 | PA      | $2165326.33   | 0.18%             | 2035-02-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Romania Government International Bonds                       | Romania Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1194000 | PA      | $1185885.72   | 0.10%             | 2035-03-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Ghana Government International Bonds                         | Ghana Government International Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    4512818 | PA      | $4139863.33   | 0.35%             | 2035-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                     | Navoi Mining & Metallurgical Combinat                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |     225000 | PA      | $240444.36    | 0.02%             | 2031-10-17      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Sri Lanka Government International Bonds                     | Sri Lanka Government International Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     481153 | PA      | $440019.20    | 0.04%             | 2038-02-15      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Sri Lanka Government International Bonds                     | Sri Lanka Government International Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    2511260 | PA      | $2290943.72   | 0.19%             | 2036-05-15      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                                       | Brazil Letras do Tesouro Nacional                                                                                                          | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   26424000 | PA      | $4125587.52   | 0.35%             | 2027-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PUNCH FINANCE PLC                                            | Punch Finance PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 2138006IJRIU1Q5DN388 | Long             | DBT              | CORP              | GB        |    1055000 | PA      | $1449816.89   | 0.12%             | 2030-12-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                           | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   10276000 | PA      | $3291889.59   | 0.28%             | 2035-08-12      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| BENTELER INTERNATIONAL A                                     | Benteler International AG                                                                                                                  | CUSIP: 000000000<br>LEI: 529900ZAFSOBVFCKF263 | Long             | DBT              | CORP              | AT        |     149000 | PA      | $188487.85    | 0.02%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CZECHOSLOVAK GROUP                                           | Czechoslovak Group AS                                                                                                                      | CUSIP: 000000000<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |    1121000 | PA      | $1152959.30   | 0.10%             | 2031-01-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CZECHOSLOVAK GROUP                                           | Czechoslovak Group AS                                                                                                                      | CUSIP: 000000000<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |     748000 | PA      | $769325.20    | 0.06%             | 2031-01-10      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                           | Angolan Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    1405000 | PA      | $1415131.79   | 0.12%             | 2031-01-15      | Fixed         | 9.24%                 | Yes           |                  2 | On Loan: No      |
| CORPORACIAN QUIPORT SA                                       | Corp Quiport SA                                                                                                                            | CUSIP: 000000000<br>LEI: 9845008C1QFC4A49E084 | Long             | DBT              | CORP              | EC        |     232000 | PA      | $248878.70    | 0.02%             | 2037-12-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                       | US LONG BOND(CBT) MAR26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        109 | NC      | $-131685.52   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                       | US ULTRA BOND CBT MAR26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         69 | NC      | $-148031.25   | -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        |        624 | NC      | $-177297.94   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                       | US 2YR NOTE (CBT) MAR26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       1731 | NC      | $-23208.59    | -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        |        367 | NC      | $-283381.13   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                     | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    1240000 | PA      | $290780.00    | 0.02%             | 2027-04-12      | None          | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Fresnillo PLC                                                | Fresnillo PLC                                                                                                                              | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | GB        |      24907 | NS      | $1110614.26   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bellis Acquisition Company PLC                               | Bellis Acquisition Company PLC 2024 EUR Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | LON              | CORP              | GB        |    1473077 | PA      | $1578757.31   | 0.13%             | 2031-05-14      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| ARGENT FINCO LLC                                             | ARGENT FINCO LLC TERM LOAN B                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     469000 | PA      | $473396.88    | 0.04%             | 2032-11-12      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| ANASTASIA PARENT LLC                                         | ANASTASIA PARENT LLC 2025 TERM LOAN                                                                                                        | CUSIP: 000000000<br>LEI: 254900JLBMA86EYGCG20 | Long             | LON              | CORP              | US        |     573705 | PA      | $530677.44    | 0.04%             | 2030-06-24      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                         | Egypt Government International Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     239000 | PA      | $235156.69    | 0.02%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Dr Ing hc F Porsche AG                                       | Dr Ing hc F Porsche AG                                                                                                                     | CUSIP: 000000000<br>LEI: 529900EWEX125AULXI58 | Long             | EP               | CORP              | DE        |      24431 | NS      | $1301251.68   | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                                     | Provincia de Buenos Aires/Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |     132171 | PA      | $101795.16    | 0.01%             | 2037-09-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                      | Hungary Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  580830000 | PA      | $1800972.86   | 0.15%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALFA BANK (ALFA BOND)                                        | Alfa Bank AO Via Alfa Bond Issuance PLC                                                                                                    | CUSIP: 000000000<br>LEI: 54930015QM0G7XTNYR27 | Long             | DBT              | CORP              | IE        |    2645000 | PA      | $0.00         | 0.00%             | 2031-10-26      | Fixed         | 5.50%                 | Yes           |                  3 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                                     | AL Candelaria -spain- SA                                                                                                                   | CUSIP: 000000000<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |     251000 | PA      | $222924.40    | 0.02%             | 2033-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SK HYNIX INC                                                 | SK hynix Inc                                                                                                                               | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |     690000 | PA      | $761396.23    | 0.06%             | 2033-01-17      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                                     | AL Candelaria -spain- SA                                                                                                                   | CUSIP: 000000000<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |    1012000 | PA      | $898802.74    | 0.08%             | 2033-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Alloy Finco Limited                                          | Alloy Finco Limited USD Holdco PIK Term Loan                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | JE        |    1860722 | PA      | $4419213.94   | 0.37%             | 2028-03-06      | Floating      | 13.50%                | No            |                  2 | On Loan: No      |
| Credo Technology Group Holding Ltd                           | Credo Technology Group Holding Ltd                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       8847 | NS      | $1272994.83   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CSN ISLANDS XI CORP                                          | CSN Inova Ventures                                                                                                                         | CUSIP: 000000000<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |    1772000 | PA      | $1644189.54   | 0.14%             | 2028-01-28      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                        | Melco Resorts Finance Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     504000 | PA      | $499316.00    | 0.04%             | 2029-12-04      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| NU Holdings Ltd/Cayman Islands                               | NU Holdings Ltd/Cayman Islands                                                                                                             | CUSIP: 000000000<br>LEI: 5493002DG1RHWK9W2X27 | Long             | EC               | CORP              | KY        |      70127 | NS      | $1173925.98   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| STUDIO CITY FINANCE LTD                                      | Studio City Finance Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |    1863000 | PA      | $1800511.14   | 0.15%             | 2029-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                     | Virgin Media Bristol LLC 2023 USD Term Loan Y                                                                                              | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    1146000 | PA      | $1137210.18   | 0.10%             | 2031-03-31      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Viking Holdings Ltd                                          | Viking Holdings Ltd                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      20864 | NS      | $1489898.24   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AEGEA FINANCE SARL                                           | Aegea Finance Sarl                                                                                                                         | CUSIP: 000000000<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |    1628000 | PA      | $1724248.42   | 0.15%             | 2031-01-20      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Egypt Government International Bonds                         | Egypt Government International Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    3575000 | PA      | $3517511.18   | 0.30%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| JFrog Ltd                                                    | JFrog Ltd                                                                                                                                  | CUSIP: 000000000<br>LEI: 2549002N8E00AY49G567 | Long             | EC               | CORP              | IL        |      26542 | NS      | $1657813.32   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                      | El Salvador Government International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    2644000 | PA      | $2825775.00   | 0.24%             | 2029-02-28      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                                     | AES Panama Generation Holdings SRL                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    1231299 | PA      | $1159513.81   | 0.10%             | 2030-05-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                        | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    3091600 | PA      | $877241.50    | 0.07%             | 2023-05-07      | None          | 9.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                        | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     607800 | PA      | $192368.70    | 0.02%             | 2022-08-23      | None          | 12.75%                | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                        | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    2721600 | PA      | $895406.40    | 0.08%             | 2026-10-21      | None          | 11.75%                | Yes           |                  2 | On Loan: No      |
| Dominican Republic International Bonds                       | Dominican Republic International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    2302000 | PA      | $2362657.70   | 0.20%             | 2033-02-22      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Costa Rica Government International Bonds                    | Costa Rica Government International Bonds                                                                                                  | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    1076000 | PA      | $1211172.50   | 0.10%             | 2054-11-13      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Bolivia Government International Bonds                       | Bolivia Government International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 529900TGIRPY3SZXEB56 | Long             | DBT              | NUSS              | BO        |    1985000 | PA      | $1835390.55   | 0.16%             | 2028-03-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| HONDURAS GOVERNMENT                                          | Honduras Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |    1293000 | PA      | $1285242.00   | 0.11%             | 2030-06-24      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                     | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    1390400 | PA      | $326048.80    | 0.03%             | 2027-04-12      | None          | 5.38%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                     | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    1997398 | PA      | $479375.52    | 0.04%             | 2026-11-15      | None          | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                     | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    6001462 | PA      | $1407342.84   | 0.12%             | 2024-05-16      | None          | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                         | Provincia de Cordoba                                                                                                                       | CUSIP: 000000000<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |     934287 | PA      | $895794.38    | 0.08%             | 2029-02-01      | Variable      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                         | Samarco Mineracao SA                                                                                                                       | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |    2610337 | PA      | $2647247.17   | 0.22%             | 2031-06-30      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| MACQUARIE BANK LONDON                                        | Macquarie Bank Ltd/London                                                                                                                  | CUSIP: 000000000<br>LEI: 549300MPRNPO6FWNKN78 | Long             | DBT              | CORP              | AU        |     501000 | PA      | $509904.27    | 0.04%             | 2027-03-08      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| NICKEL INDUSTRIES LTD                                        | Nickel Industries Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 54930007K0WX53TSIK16 | Long             | DBT              | CORP              | AU        |    1158000 | PA      | $1202082.96   | 0.10%             | 2030-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                        | Freeport Indonesia PT                                                                                                                      | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    1115000 | PA      | $1136464.87   | 0.10%             | 2052-04-14      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: —       |
| Citibank NA                                                  | CITIBANK NA DDCA                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | RF                | US        |    2748333 | NS      | $2748332.65   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-21

**Name of Applicant:** LORD ABBETT SERIES FUND INC

**Signature:** Michael Hebert

**Name of Signer:** Michael Hebert

**Title:** Chief Financial Officer