# EDGAR Filing Document

**Accession Number:** 0000351601
**File Stem:** 0001410368-25-040891
**Filing Date:** 2025-12
**Character Count:** 679231
**Document Hash:** 0cf55b31436ffeb8e8378baaaf3760b2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-040891.hdr.sgml**: 20251222

**ACCESSION NUMBER**: 0001410368-25-040891

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251222

**DATE AS OF CHANGE**: 20251222

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** RUSSELL INVESTMENT CO
- **CENTRAL INDEX KEY:** 0000351601

**ORGANIZATION NAME:**
- **EIN:** 911151059
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03153
- **FILM NUMBER:** 251591615

**BUSINESS ADDRESS:**
- **STREET 1:** 401 UNION STREET
- **STREET 2:** 18TH FLOOR
- **CITY:** SEATTLE
- **STATE:** WA
- **BUSINESS PHONE:** 800-787-7354

**MAIL ADDRESS:**
- **STREET 1:** 401 UNION STREET
- **STREET 2:** 18TH FLOOR
- **CITY:** SEATTLE
- **STATE:** WA

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RUSSELL FRANK INVESTMENT CO
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Opportunistic Credit Fund (Series ID: S000029199)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000089839 | Class Y      | RGCYX           |
| C000089840 | Class A      | RGCAX           |
| C000089841 | Class C      | RGCCX           |
| C000089843 | Class S      | RGCSX           |
| C000178390 | Class M      | RGOTX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** RUSSELL INVESTMENT CO

- **b. Investment Company Act file number:** 811-03153

- **c. CIK number of Registrant:** 0000351601

- **d. LEI of Registrant:** 549300J63VJ9OS4TCK93

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

  - **Street Address 1:** 401 Union Street

  - **City:** Seattle

  - **State:** WA

  - **Foreign country:** US

  - **Zip / Postal Code:** 98101

  - **Telephone number:** 800-787-7354

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

- **a. Name of Series:** Opportunistic Credit Fund

- **b. EDGAR series identifier (if any):** S000029199

- **c. LEI of Series:** QMX8CVY41B3G014K7N60

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**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:** $505523097.42

**Total Liabilities:** $8172944.85

**Net Assets:** $497350152.57

**Delayed Delivery Securities:** $2857140.48

**Cash Not Reported:** $1229724.39

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -302.35000000 | **1-Year:** -9614.90000000 | **5-Year:** -25096.79000000 | **10-Year:** -30203.81000000 | **30-Year:** -15282.04000000

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

- **3-Month:** -1041.45000000 | **1-Year:** -21436.60000000 | **5-Year:** -43251.86000000 | **10-Year:** -28481.59000000 | **30-Year:** -8721.27000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000089839 | 1.10%                | 0.69%                | 0.66%                |
| Class ID C000089840 | 1.20%                | 0.67%                | 0.64%                |
| Class ID C000089841 | 1.16%                | 0.61%                | 0.47%                |
| Class ID C000089843 | 1.10%                | 0.68%                | 0.65%                |
| Class ID C000178390 | 1.22%                | 0.69%                | 0.66%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $312577.20               | $3999363.11                                |
| Month 2  | $733426.55               | $441266.38                                 |
| Month 3  | $752322.09               | $-1003574.95                               |

**Designated Index Information**

- **Index Name:** RIC Opportunistic Credit Composite Index

- **Index Identifier:** CMP000133

### Schedule of Portfolio Investments

| Name                                                                                                | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| AB BSL CLO                                                                                          | AB BSL CLO 3 Ltd                                                                | CUSIP: 00037QAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $592786.20    | 0.12%             | 2038-04-20      | Floating      | 5.88%                 | Yes           | 2                  | On Loan: No      |
| AB BSL CLO                                                                                          | AB BSL CLO 5 Ltd                                                                | CUSIP: 00038GAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    350000 | PA      | $351036.00    | 0.07%             | 2038-01-20      | Floating      | 5.98%                 | Yes           | 2                  | On Loan: No      |
| Ace Securities Corp.                                                                                | ACE Securities Corp Mortgage Loan Trust Series 2007-D1                          | CUSIP: 00083BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    656092 | PA      | $508315.23    | 0.10%             | 2038-02-25      | Variable      | 7.25%                 | Yes           | 2                  | On Loan: No      |
| AES PANAMA GENERATION HL                                                                            | AES Panama Generation Holdings SRL                                              | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |     79971 | PA      | $74664.14     | 0.02%             | 2030-05-31      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| ACREC LLC                                                                                           | Acrec 2025 Fl 3 LLC                                                             | CUSIP: 00112HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $499989.30    | 0.10%             | 2042-08-18      | Floating      | 5.34%                 | Yes           | 2                  | On Loan: No      |
| AES CORP/THE                                                                                        | AES Corp/The                                                                    | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     99000 | PA      | $96166.29     | 0.02%             | 2055-07-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| AHP HEALTH PARTN                                                                                    | AHP Health Partners Inc                                                         | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |     86000 | PA      | $85658.31     | 0.02%             | 2029-07-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| AMC NETWORKS INC                                                                                    | AMC Networks Inc                                                                | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    173000 | PA      | $181684.59    | 0.04%             | 2029-01-15      | Fixed         | 10.25%                | Yes           | 2                  | On Loan: No      |
| AMC ENTERTAINMENT HLDGS                                                                             | AMC Entertainment Holdings Inc                                                  | CUSIP: 00165CBA1<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |    135000 | PA      | $114777.64    | 0.02%             | 2029-02-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| ANGI GROUP LLC                                                                                      | ANGI Group LLC                                                                  | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    307000 | PA      | $283456.99    | 0.06%             | 2028-08-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| AREIT CRE Trust                                                                                     | AREIT 2025-CRE10 Ltd                                                            | CUSIP: 00193DAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $744806.07    | 0.15%             | 2030-01-17      | Floating      | 6.13%                 | Yes           | 2                  | On Loan: No      |
| ATS CORP                                                                                            | ATS Corp                                                                        | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |    173000 | PA      | $166851.97    | 0.03%             | 2028-12-15      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                                            | American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    186000 | PA      | $187341.27    | 0.04%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| ABU DHABI DEVELOPMENT HO                                                                            | Abu Dhabi Developmental Holding Co PJSC                                         | CUSIP: 00402AAA9<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |    352000 | PA      | $355925.62    | 0.07%             | 2030-05-06      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                                             | Adani Ports & Special Economic Zone Ltd                                         | CUSIP: 00652MAE2<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    155000 | PA      | $151217.69    | 0.03%             | 2029-07-03      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| ADAPTHEALTH LLC                                                                                     | AdaptHealth LLC                                                                 | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    193000 | PA      | $183196.08    | 0.04%             | 2029-08-01      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                                                              | Adient Global Holdings Ltd                                                      | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    697000 | PA      | $720613.15    | 0.14%             | 2033-02-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| AEGEA FINANCE SARL                                                                                  | Aegea Finance Sarl                                                              | CUSIP: 00775CAE6<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |    384000 | PA      | $374970.47    | 0.08%             | 2036-01-20      | Fixed         | 7.63%                 | Yes           | 2                  | On Loan: No      |
| AEGON LTD                                                                                           | Aegon Ltd                                                                       | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |    142000 | PA      | $143599.03    | 0.03%             | 2048-04-11      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| AIRCASTLE LTD                                                                                       | Aircastle Ltd                                                                   | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    131000 | PA      | $137545.70    | 0.03%             | 2028-07-18      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                                              | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    141000 | PA      | $134536.65    | 0.03%             | 2029-03-15      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                                              | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    738000 | PA      | $741361.34    | 0.15%             | 2034-03-31      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                                                             | Algonquin Power & Utilities Corp                                                | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    172000 | PA      | $168616.05    | 0.03%             | 2082-01-18      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ALLIANT ENERGY FINANCE                                                                              | Alliant Energy Finance LLC                                                      | CUSIP: 01882YAE6<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    152000 | PA      | $158891.21    | 0.03%             | 2029-03-30      | Fixed         | 5.95%                 | Yes           | 2                  | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                                                             | Allied Universal Holdco LLC                                                     | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26056.15     | 0.01%             | 2031-02-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                                                                                  | Ally Financial Inc                                                              | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    108000 | PA      | $113945.59    | 0.02%             | 2030-01-03      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                                                                                  | Ally Financial Inc                                                              | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     77000 | PA      | $77314.75     | 0.02%             | 2040-01-17      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| ALPHA GENERATION LLC                                                                                | Alpha Generation LLC                                                            | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    696000 | PA      | $715370.94    | 0.14%             | 2032-10-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                                                                    | Altice France SA                                                                | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $383151.92    | 0.08%             | 2032-03-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| ALTA EQUIPMENT GROUP                                                                                | Alta Equipment Group Inc                                                        | CUSIP: 02128LAC0<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |    428000 | PA      | $388657.76    | 0.08%             | 2029-06-01      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| ALTAGAS LTD                                                                                         | AltaGas Ltd                                                                     | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |     44000 | PA      | $45298.76     | 0.01%             | 2054-10-15      | Fixed         | 7.20%                 | Yes           | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                                                                    | Altice France SA                                                                | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    324000 | PA      | $278397.00    | 0.06%             | 2029-07-15      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| ALTRIA GROUP INC                                                                                    | Altria Group Inc                                                                | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     69000 | PA      | $70985.52     | 0.01%             | 2039-02-14      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| ALTRIA GROUP INC                                                                                    | Altria Group Inc                                                                | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    142000 | PA      | $149733.99    | 0.03%             | 2028-11-01      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                                             | America Movil SAB de CV                                                         | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    123000 | PA      | $120437.54    | 0.02%             | 2029-04-22      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| AMERICAN AXLE & MFG INC                                                                             | American Axle & Manufacturing Inc                                               | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    167000 | PA      | $167626.08    | 0.03%             | 2032-10-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| GLOBAL NET LEASE INC                                                                                | Global Net Lease Inc                                                            | CUSIP: 02608AAA7<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              |  | US        |    175000 | PA      | $172004.57    | 0.03%             | 2028-09-30      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| AMERIGAS PART/FIN CORP                                                                              | AmeriGas Partners LP / AmeriGas Finance Corp                                    | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $186706.34    | 0.04%             | 2028-06-01      | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                                                              | AngloGold Ashanti Holdings PLC                                                  | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    102000 | PA      | $98919.26     | 0.02%             | 2028-11-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF ANGOLA                                                                                  | Angolan Government International Bond                                           | CUSIP: 035198AH3<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    801000 | PA      | $782201.53    | 0.16%             | 2031-01-15      | Fixed         | 9.24%                 | Yes           | 2                  | On Loan: No      |
| ANTERO RESOURCES CORP                                                                               | Antero Resources Corp                                                           | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     89000 | PA      | $89650.69     | 0.02%             | 2030-03-01      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| APA CORP                                                                                            | APA Corp                                                                        | CUSIP: 03743QBB3<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    140000 | PA      | $123116.56    | 0.02%             | 2040-09-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| APA CORP                                                                                            | APA Corp                                                                        | CUSIP: 03743QBD9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    118000 | PA      | $91516.64     | 0.02%             | 2043-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| APA CORP                                                                                            | APA Corp                                                                        | CUSIP: 03743QBG2<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    210000 | PA      | $174359.69    | 0.04%             | 2049-07-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| APOLLO CMMRL REAL EST FI                                                                            | Apollo Commercial Real Estate Finance Inc                                       | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              |  | US        |    176000 | PA      | $169359.74    | 0.03%             | 2029-06-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| APPALACHIAN POWER CO                                                                                | Appalachian Power Co                                                            | CUSIP: 037735CY1<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     87000 | PA      | $64248.30     | 0.01%             | 2050-05-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                                            | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03837AAD2<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    264000 | PA      | $269499.78    | 0.05%             | 2054-12-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| ARAMARK SERVICES INC                                                                                | Aramark Services Inc                                                            | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    182000 | PA      | $181681.34    | 0.04%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| ARCHES BUYER INC                                                                                    | Arches Buyer Inc                                                                | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    198000 | PA      | $193534.64    | 0.04%             | 2028-06-01      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| ARES Commercial Mortgage Trust                                                                      | ARES Trust 2025-IND3                                                            | CUSIP: 039955AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $749967.87    | 0.15%             | 2042-04-15      | Floating      | 5.53%                 | Yes           | 2                  | On Loan: No      |
| ARES CAPITAL CORP                                                                                   | Ares Capital Corp                                                               | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     77000 | PA      | $73312.92     | 0.01%             | 2028-06-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Argentina Republic Government International Bonds                                                   | Argentina Republic Government International Bonds                               | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    588364 | PA      | $481351.07    | 0.10%             | 2030-07-09      | Variable      | 0.75%                 | No            | 2                  | On Loan: No      |
| Argentina Republic Government International Bonds                                                   | Argentina Republic Government International Bonds                               | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   2284862 | PA      | $1602327.25   | 0.32%             | 2035-07-09      | Variable      | 4.13%                 | No            | 2                  | On Loan: No      |
| ARETEC GROUP INC                                                                                    | Aretec Group Inc                                                                | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |    684000 | PA      | $743840.85    | 0.15%             | 2030-08-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| Arroyo Mortgage Trust                                                                               | Arroyo Mortgage Trust 2019-2                                                    | CUSIP: 042858AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53184 | PA      | $51799.10     | 0.01%             | 2049-04-25      | Variable      | 3.80%                 | Yes           | 2                  | On Loan: No      |
| ARSENAL AIC PARENT LLC                                                                              | Arsenal AIC Parent LLC                                                          | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    168000 | PA      | $178526.21    | 0.04%             | 2030-10-01      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| ASHLAND INC                                                                                         | Ashland Inc                                                                     | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53507.70     | 0.01%             | 2031-09-01      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                                                            | Ashton Woods USA LLC / Ashton Woods Finance Co                                  | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    217000 | PA      | $217541.75    | 0.04%             | 2033-08-01      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| AVATION CAPITAL SA                                                                                  | Avation Capital SA                                                              | CUSIP: 05351CAA5<br>LEI: 54930056OEYSV06OMD90 | Long             | DBT              | CORP              | LU        |       291 | PA      | $290.81       | 0.00%             | 2026-10-31      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| AVANGRID INC                                                                                        | Avangrid Inc                                                                    | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    149000 | PA      | $146566.32    | 0.03%             | 2029-06-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| AVANTOR FUNDING INC                                                                                 | Avantor Funding Inc                                                             | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    199000 | PA      | $195740.21    | 0.04%             | 2028-07-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| AVERY DENNISON CORP                                                                                 | Avery Dennison Corp                                                             | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    117000 | PA      | $119094.31    | 0.02%             | 2028-12-06      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                                                                 | Avianca Midco 2 PLC                                                             | CUSIP: 05369YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    112000 | PA      | $111039.88    | 0.02%             | 2030-02-14      | Fixed         | 9.63%                 | Yes           | 2                  | On Loan: No      |
| AVNET INC                                                                                           | Avnet Inc                                                                       | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    500000 | PA      | $452857.58    | 0.09%             | 2031-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AVNET INC                                                                                           | Avnet Inc                                                                       | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98636.32     | 0.02%             | 2028-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| AXALTA COAT/DUTCH HLD BV                                                                            | Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV          | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    160000 | PA      | $159417.88    | 0.03%             | 2027-06-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| AXON ENTERPRISE INC                                                                                 | Axon Enterprise Inc                                                             | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    283000 | PA      | $291746.79    | 0.06%             | 2030-03-15      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| AXON ENTERPRISE INC                                                                                 | Axon Enterprise Inc                                                             | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    197000 | PA      | $204305.19    | 0.04%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| The BAHA Trust                                                                                      | BAHA Trust 2024-MAR                                                             | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $729729.80    | 0.15%             | 2041-12-10      | Variable      | 7.52%                 | Yes           | 2                  | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                                                        | BAMLL Trust 2025-ASHF                                                           | CUSIP: 05494CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $500216.73    | 0.10%             | 2042-02-15      | Floating      | 7.03%                 | Yes           | 2                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                                         | BBCMS Mortgage Trust 2024-5C27                                                  | CUSIP: 05555FAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $443980.11    | 0.09%             | 2057-07-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| BMD2 Re-REMIC Trust                                                                                 | BMD2 Re-Remic Trust 2019-FRR1                                                   | CUSIP: 055631HH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    892000 | PA      | $760224.04    | 0.15%             | 2052-05-25      | Variable      | 2.36%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2025-LUNR                                                              | CUSIP: 05594CAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    477792 | PA      | $478700.31    | 0.10%             | 2040-06-15      | Floating      | 5.88%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2021-ARIA                                                              | CUSIP: 05608RAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $499128.68    | 0.10%             | 2036-10-15      | Floating      | 6.04%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Commercial Mortgage Trust 2021-21M                                           | CUSIP: 05609CAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $174641.20    | 0.04%             | 2036-10-15      | Floating      | 6.32%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Commercial Mortgage Trust 2021-VOLT                                          | CUSIP: 05609VAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    387531 | PA      | $387035.63    | 0.08%             | 2036-09-15      | Floating      | 6.55%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Commercial Mortgage Trust 2024-KING                                          | CUSIP: 05612RAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    493503 | PA      | $494953.01    | 0.10%             | 2034-05-15      | Floating      | 6.52%                 | Yes           | 2                  | On Loan: No      |
| Bain Capital Credit CLO, Limited                                                                    | Bain Capital Credit CLO 2022-1 Ltd                                              | CUSIP: 05684UAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1102289.10   | 0.22%             | 2038-10-18      | Floating      | 5.73%                 | Yes           | 2                  | On Loan: No      |
| Bain Capital Credit CLO, Limited                                                                    | Bain Capital Credit CLO 2024-4 Ltd                                              | CUSIP: 05685VAG7<br>LEI: 254900X1J8WOE4EG9026 | Long             | ABS-CBDO         | CORP              | KY        |    450000 | PA      | $450969.30    | 0.09%             | 2037-10-23      | Floating      | 5.76%                 | Yes           | 2                  | On Loan: No      |
| KINGDOM OF BAHRAIN                                                                                  | Bahrain Government International Bond                                           | CUSIP: 056909AA2<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    651000 | PA      | $659475.73    | 0.13%             | 2037-10-06      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| BALL CORP                                                                                           | Ball Corp                                                                       | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    250000 | PA      | $228611.70    | 0.05%             | 2030-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| BANCO DE BOGOTA SA                                                                                  | Banco de Bogota SA                                                              | CUSIP: 059514AE9<br>LEI: 549300LYHE7LWSKDZT53 | Long             | DBT              | CORP              | CO        |    126000 | PA      | $125177.02    | 0.03%             | 2027-08-03      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| BANCO INBURSA                                                                                       | Banco Inbursa SA Institucion De Banca Multiple Grupo Financiero Inbursa         | CUSIP: 05969LAB7<br>LEI: 9598007PWYZP4GP23S45 | Long             | DBT              | CORP              | MX        |    124000 | PA      | $124133.81    | 0.02%             | 2027-04-11      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| BANCO DE CREDITO DEL PER                                                                            | Banco de Credito del Peru S.A.                                                  | CUSIP: 05971U2K2<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    189000 | PA      | $189789.68    | 0.04%             | 2037-01-15      | Fixed         | 5.65%                 | Yes           | 2                  | On Loan: No      |
| BANGKOK BANK PCL/HK                                                                                 | Bangkok Bank PCL/Hong Kong                                                      | CUSIP: 059895AW2<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |    206000 | PA      | $211240.48    | 0.04%             | 2028-09-21      | Fixed         | 5.30%                 | Yes           | 2                  | On Loan: No      |
| BANK OF MONTREAL                                                                                    | Bank of Montreal                                                                | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    224000 | PA      | $220117.19    | 0.04%             | 2032-12-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                                 | Bank of Nova Scotia/The                                                         | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $63526.85     | 0.01%             | 2082-10-27      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                                 | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     59000 | PA      | $57353.34     | 0.01%             | 2037-05-04      | Fixed         | 4.59%                 | No            | 2                  | On Loan: No      |
| Banc of America Commercial Mortgage Trust                                                           | Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3               | CUSIP: 06427DAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $487079.92    | 0.10%             | 2050-02-15      | Variable      | 4.35%                 | No            | 2                  | On Loan: No      |
| Bank                                                                                                | BANK 2021-BNK31                                                                 | CUSIP: 06541ABM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1517052 | PA      | $77300.36     | 0.02%             | 2054-02-15      | Variable      | 1.28%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                                                                   | Barclays Bank PLC                                                               | CUSIP: 06738C828<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |     82000 | PA      | $87072.01     | 0.02%             | 2034-12-15      | Fixed         | 6.28%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                                                                        | Barclays PLC                                                                    | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    194000 | PA      | $204900.97    | 0.04%             | 2029-09-13      | Fixed         | 6.49%                 | No            | 2                  | On Loan: No      |
| BAUSCH HEALTH COS INC                                                                               | Bausch Health Cos Inc                                                           | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    340000 | PA      | $244974.07    | 0.05%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| BAUSCH HEALTH COS INC                                                                               | Bausch Health Cos Inc                                                           | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    554000 | PA      | $450800.10    | 0.09%             | 2029-02-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| BAUSCH HEALTH COS INC                                                                               | Bausch Health Cos Inc                                                           | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    488000 | PA      | $446150.22    | 0.09%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| BAUSCH HEALTH COS INC                                                                               | Bausch Health Cos Inc                                                           | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    453000 | PA      | $476745.28    | 0.10%             | 2028-09-30      | Fixed         | 11.00%                | Yes           | 2                  | On Loan: No      |
| BAUSCH HEALTH COS INC                                                                               | Bausch Health Cos Inc                                                           | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    102000 | PA      | $103429.85    | 0.02%             | 2030-10-15      | Fixed         | 14.00%                | Yes           | 2                  | On Loan: No      |
| Bay View Federal Savings And Loan Assoc.                                                            | BAY 2025-LIVN Mortgage Trust                                                    | CUSIP: 072925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $252782.20    | 0.05%             | 2035-05-15      | Floating      | 5.83%                 | Yes           | 2                  | On Loan: No      |
| BCPE FLAVOR DEBT/ISSUER                                                                             | BCPE Flavor Debt Merger Sub LLC and BCPE Flavor Issuer Inc                      | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $307694.24    | 0.06%             | 2032-07-01      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                                         | BBCMS Mortgage Trust 2024-5C31                                                  | CUSIP: 07336YAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $220582.84    | 0.04%             | 2057-12-15      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                                         | BBCMS Mortgage Trust 2025-C32                                                   | CUSIP: 07337AAT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $400276.94    | 0.08%             | 2062-02-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| BEACH ACQUISITION BIDCO                                                                             | Beach Acquisition Bidco LLC                                                     | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    134000 | PA      | $144132.51    | 0.03%             | 2033-07-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| BELL CANADA                                                                                         | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     27000 | PA      | $28229.86     | 0.01%             | 2055-09-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| BELL CANADA                                                                                         | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $91310.52     | 0.02%             | 2055-09-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| BELLRING BRANDS INC                                                                                 | BellRing Brands Inc                                                             | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |    279000 | PA      | $287752.31    | 0.06%             | 2030-03-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                                                            | Benchmark 2025-V17 Mortgage Trust                                               | CUSIP: 081934AW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $503427.59    | 0.10%             | 2058-09-15      | Variable      | 5.87%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                                              | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127963.99    | 0.03%             | 2048-08-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| BERRY GLOBAL INC                                                                                    | Berry Global Inc                                                                | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    131000 | PA      | $126854.30    | 0.03%             | 2027-01-15      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| BIMBO BAKERIES USA INC                                                                              | Bimbo Bakeries USA Inc                                                          | CUSIP: 09031WAC7<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |    171000 | PA      | $179201.17    | 0.04%             | 2029-01-15      | Fixed         | 6.05%                 | Yes           | 2                  | On Loan: No      |
| Birch Grove CLO Ltd.                                                                                | Birch Grove CLO 3 Ltd                                                           | CUSIP: 09076VAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300461.40    | 0.06%             | 2038-01-19      | Floating      | 5.68%                 | Yes           | 2                  | On Loan: No      |
| Birch Grove CLO Ltd.                                                                                | Birch Grove Clo 9 Ltd                                                           | CUSIP: 09077WAG3<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250763.25    | 0.05%             | 2037-10-22      | Floating      | 5.86%                 | Yes           | 2                  | On Loan: No      |
| BLACKSTONE MORTGAGE TR                                                                              | Blackstone Mortgage Trust Inc                                                   | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |    180000 | PA      | $176343.50    | 0.04%             | 2027-01-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| BLOCK FINANCIAL LLC                                                                                 | Block Financial LLC                                                             | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    111000 | PA      | $105504.62    | 0.02%             | 2028-07-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Bluemountain CLO Ltd                                                                                | BlueMountain CLO XXXIV Ltd                                                      | CUSIP: 09631JAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $849980.45    | 0.17%             | 2035-04-20      | Floating      | 5.78%                 | Yes           | 2                  | On Loan: No      |
| BNP PARIBAS                                                                                         | BNP Paribas SA                                                                  | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    137000 | PA      | $130856.32    | 0.03%             | 2028-09-30      | Fixed         | 1.90%                 | Yes           | 2                  | On Loan: No      |
| BNP PARIBAS                                                                                         | BNP Paribas SA                                                                  | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     94000 | PA      | $88194.37     | 0.02%             | 2029-09-15      | Fixed         | 2.16%                 | Yes           | 2                  | On Loan: No      |
| Boca Commercial Mortgage Trust                                                                      | BOCA Commercial Mortgage Trust 2024-BOCA                                        | CUSIP: 096817AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $501264.18    | 0.10%             | 2041-08-15      | Floating      | 6.37%                 | Yes           | 2                  | On Loan: No      |
| BOEING CO/THE                                                                                       | Boeing Co/The                                                                   | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    399000 | PA      | $441513.58    | 0.09%             | 2034-05-01      | Fixed         | 6.53%                 | No            | 2                  | On Loan: No      |
| BOMBARDIER INC                                                                                      | Bombardier Inc                                                                  | CUSIP: 097751AL5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    242000 | PA      | $269138.10    | 0.05%             | 2034-05-01      | Fixed         | 7.45%                 | Yes           | 2                  | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                                             | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    157000 | PA      | $154066.20    | 0.03%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                                             | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    225000 | PA      | $219526.51    | 0.04%             | 2029-07-01      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| BOSTON GAS COMPANY                                                                                  | Boston Gas Co                                                                   | CUSIP: 100743AK9<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |     83000 | PA      | $81668.05     | 0.02%             | 2027-08-01      | Fixed         | 3.15%                 | Yes           | 2                  | On Loan: No      |
| BOYD GAMING CORP                                                                                    | Boyd Gaming Corp                                                                | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    192000 | PA      | $191238.94    | 0.04%             | 2027-12-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                                                                            | Brand Industrial Services Inc                                                   | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |    166000 | PA      | $159745.75    | 0.03%             | 2030-08-01      | Fixed         | 10.38%                | Yes           | 2                  | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                                                            | Brandywine Operating Partnership LP                                             | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |    224000 | PA      | $215186.41    | 0.04%             | 2029-10-01      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                                                            | Brandywine Operating Partnership LP                                             | CUSIP: 105340AQ6<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |     78000 | PA      | $76791.21     | 0.02%             | 2027-11-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                                                            | Brandywine Operating Partnership LP                                             | CUSIP: 105340AR4<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |    261000 | PA      | $278895.69    | 0.06%             | 2028-03-15      | Fixed         | 8.30%                 | No            | 2                  | On Loan: No      |
| Brant Point CLO Ltd                                                                                 | Brant Point CLO 2025-7 Ltd                                                      | CUSIP: 105488AG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    650000 | PA      | $652180.75    | 0.13%             | 2038-07-25      | Floating      | 6.33%                 | Yes           | 2                  | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                                              | Brazilian Government International Bond                                         | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1090000 | PA      | $1104056.21   | 0.22%             | 2056-01-12      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                                                            | Brighthouse Financial Inc                                                       | CUSIP: 10922NAH6<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    155000 | PA      | $101156.36    | 0.02%             | 2051-12-22      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| BROOKLYN UNION GAS CO                                                                               | Brooklyn Union Gas Co/The                                                       | CUSIP: 114259AT1<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    103000 | PA      | $101391.55    | 0.02%             | 2029-03-04      | Fixed         | 3.87%                 | Yes           | 2                  | On Loan: No      |
| BRUNSWICK CORP                                                                                      | Brunswick Corp/DE                                                               | CUSIP: 117043AV1<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    128000 | PA      | $103232.97    | 0.02%             | 2052-04-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| BUCKEYE PARTNERS LP                                                                                 | Buckeye Partners LP                                                             | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     96000 | PA      | $90137.94     | 0.02%             | 2043-11-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| BUCKEYE PARTNERS LP                                                                                 | Buckeye Partners LP                                                             | CUSIP: 118230AP6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     58000 | PA      | $53406.94     | 0.01%             | 2044-10-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| BUCKEYE PARTNERS LP                                                                                 | Buckeye Partners LP                                                             | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    413000 | PA      | $409406.87    | 0.08%             | 2026-12-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| BUCKEYE PARTNERS LP                                                                                 | Buckeye Partners LP                                                             | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    817000 | PA      | $807157.33    | 0.16%             | 2027-12-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                                            | Builders FirstSource Inc                                                        | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168325.29    | 0.03%             | 2030-03-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2022-LBA6                                                              | CUSIP: 12433EAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $498928.53    | 0.10%             | 2039-01-15      | Floating      | 6.73%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2025-VLT6                                                              | CUSIP: 12433KAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $497417.31    | 0.10%             | 2042-03-15      | Floating      | 7.22%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2021-LGCY                                                              | CUSIP: 12434DAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380000 | PA      | $377834.48    | 0.08%             | 2036-10-15      | Floating      | 5.15%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2021-RISE                                                              | CUSIP: 12434EAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    422665 | PA      | $421732.32    | 0.08%             | 2036-11-15      | Floating      | 5.90%                 | Yes           | 2                  | On Loan: No      |
| CBB INTL SUKUK PROG WLL                                                                             | CBB International Sukuk Programme Co WLL                                        | CUSIP: 124808AB2<br>LEI: 5493006IRJ2IWXTNIM16 | Long             | DBT              | NUSS              | BH        |    200000 | PA      | $209002.12    | 0.04%             | 2033-07-07      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                    | Paramount Global                                                                | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     99000 | PA      | $96955.76     | 0.02%             | 2029-06-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $28707.59     | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    758000 | PA      | $719517.53    | 0.14%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1111000 | PA      | $933344.60    | 0.19%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| CCL INDUSTRIES INC                                                                                  | CCL Industries Inc                                                              | CUSIP: 124900AD3<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $178320.84    | 0.04%             | 2030-06-01      | Fixed         | 3.05%                 | Yes           | 2                  | On Loan: No      |
| CDW LLC/CDW FINANCE                                                                                 | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91000 | PA      | $87889.58     | 0.02%             | 2028-12-01      | Fixed         | 3.28%                 | No            | 2                  | On Loan: No      |
| CD Commercial Mortgage Trust                                                                        | CD 2019-CD8 Mortgage Trust                                                      | CUSIP: 12515BAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7423388 | PA      | $308788.30    | 0.06%             | 2057-08-15      | Variable      | 1.38%                 | No            | 2                  | On Loan: No      |
| Cantor Commercial Real Estate Lending                                                               | Cantor Commercial Real Estate Lending 2019-CF2                                  | CUSIP: 12528YAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    775000 | PA      | $602295.92    | 0.12%             | 2052-11-15      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Cascade Funding Mortgage Trust                                                                      | Cascade Funding Mortgage Trust 2021-FRR1                                        | CUSIP: 12529YCA8<br>LEI: 984500AB3AED98FEEV98 | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $3195279.45   | 0.64%             | 2029-08-29      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| VIRIDIEN                                                                                            | Viridien                                                                        | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $523696.50    | 0.11%             | 2030-10-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                                            | CHS/Community Health Systems Inc                                                | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    460000 | PA      | $455422.41    | 0.09%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                                            | CHS/Community Health Systems Inc                                                | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    175000 | PA      | $158516.12    | 0.03%             | 2029-04-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                                            | CHS/Community Health Systems Inc                                                | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    329000 | PA      | $293742.86    | 0.06%             | 2031-02-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                                            | CHS/Community Health Systems Inc                                                | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    180000 | PA      | $151169.87    | 0.03%             | 2030-04-01      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                                            | CHS/Community Health Systems Inc                                                | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    330000 | PA      | $309312.21    | 0.06%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| CI FINANCIAL CORP                                                                                   | CI Financial Corp                                                               | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |     89000 | PA      | $80176.69     | 0.02%             | 2030-12-17      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| CHC GROUP LLC                                                                                       | CHC Group LLC                                                                   | CUSIP: 12550EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    100000 | PA      | $93355.56     | 0.02%             | 2030-09-01      | Fixed         | 11.75%                | Yes           | 2                  | On Loan: No      |
| CIFC Funding Ltd                                                                                    | Cifc Funding 2014-IV-R Ltd                                                      | CUSIP: 12552FBJ1<br>LEI: 5493006JGTCIL6LCS728 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $498464.00    | 0.10%             | 2035-01-17      | Floating      | 5.68%                 | Yes           | 2                  | On Loan: No      |
| CIM Trust                                                                                           | CIM Trust 2018-INV1                                                             | CUSIP: 12553XAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    158049 | PA      | $148243.53    | 0.03%             | 2048-08-25      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| CIM Trust                                                                                           | CIM Trust 2019-INV1                                                             | CUSIP: 12555DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23190 | PA      | $22205.50     | 0.00%             | 2049-02-25      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| FIRST-CITIZENS BANK/TRST                                                                            | First-Citizens Bank & Trust Co                                                  | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    101000 | PA      | $104577.48    | 0.02%             | 2028-03-09      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| CIM Trust                                                                                           | CIM Trust 2019-J2                                                               | CUSIP: 12558TAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    232728 | PA      | $210104.01    | 0.04%             | 2049-10-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| CIM Trust                                                                                           | CIM Trust 2019-J2                                                               | CUSIP: 12558TAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99669 | PA      | $90238.65     | 0.02%             | 2049-10-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| CLI Funding LLC                                                                                     | CLI Funding VI LLC                                                              | CUSIP: 12563LAN7<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |    486403 | PA      | $456529.79    | 0.09%             | 2045-09-18      | Fixed         | 2.08%                 | Yes           | 2                  | On Loan: No      |
| CIM Trust                                                                                           | CIM Trust 2021-J2                                                               | CUSIP: 12564EAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340141 | PA      | $283283.23    | 0.06%             | 2051-04-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| CIM Trust                                                                                           | CIM Trust 2021-J1                                                               | CUSIP: 12564KAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    677204 | PA      | $564005.99    | 0.11%             | 2051-03-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| CMG MEDIA CORPORATION                                                                               | CMG Media Corp                                                                  | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    687102 | PA      | $604248.23    | 0.12%             | 2029-06-18      | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| CMS ENERGY CORP                                                                                     | CMS Energy Corp                                                                 | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    128000 | PA      | $125926.77    | 0.03%             | 2050-06-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CBL & Associates LP                                                                                 | CBL & Associates LP                                                             | CUSIP: 125ESCAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $0.00         | 0.00%             | 2026-12-15      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| XPO CNW INC                                                                                         | XPO CNW Inc                                                                     | CUSIP: 12612WAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    222000 | PA      | $236685.77    | 0.05%             | 2034-05-01      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| CNO FINANCIAL GROUP INC                                                                             | CNO Financial Group Inc                                                         | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    114000 | PA      | $115837.99    | 0.02%             | 2029-05-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                                                                    | CSC Holdings LLC                                                                | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    243000 | PA      | $86558.67     | 0.02%             | 2030-12-01      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                                                                    | CSC Holdings LLC                                                                | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    811000 | PA      | $639399.06    | 0.13%             | 2029-01-31      | Fixed         | 11.75%                | Yes           | 2                  | On Loan: No      |
| CTR PARTNERSHIP/CARETRST                                                                            | CTR Partnership LP / CareTrust Capital Corp                                     | CUSIP: 126458AE8<br>LEI: N/A                  | Long             | DBT              |  | US        |    136000 | PA      | $133199.46    | 0.03%             | 2028-06-30      | Fixed         | 3.88%                 | Yes           | 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        |    758000 | PA      | $750805.09    | 0.15%             | 2031-06-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| CVR ENERGY INC                                                                                      | CVR Energy Inc                                                                  | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    725000 | PA      | $717054.69    | 0.14%             | 2028-02-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| CVS HEALTH CORP                                                                                     | CVS Health Corp                                                                 | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68052.74     | 0.01%             | 2045-07-20      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                                                                     | CVS Health Corp                                                                 | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    112000 | PA      | $116456.04    | 0.02%             | 2054-12-10      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                                                                     | CVS Health Corp                                                                 | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     54000 | PA      | $56751.97     | 0.01%             | 2055-03-10      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| C&W SENIOR FINANCE LTD                                                                              | C&W Senior Finance Ltd                                                          | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |    419000 | PA      | $425850.37    | 0.09%             | 2033-01-15      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| COMM Mortgage Trust                                                                                 | COMM 2024-CBM Mortgage Trust                                                    | CUSIP: 12674GAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $515814.77    | 0.10%             | 2041-12-10      | Variable      | 7.93%                 | Yes           | 2                  | On Loan: No      |
| COTERRA ENERGY INC                                                                                  | Coterra Energy Inc                                                              | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    122000 | PA      | $121373.03    | 0.02%             | 2027-05-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| COTERRA ENERGY INC                                                                                  | Coterra Energy Inc                                                              | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     91000 | PA      | $90894.34     | 0.02%             | 2029-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| CAESARS ENTERTAIN INC                                                                               | Caesars Entertainment Inc                                                       | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    151000 | PA      | $155440.84    | 0.03%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| CAESARS ENTERTAIN INC                                                                               | Caesars Entertainment Inc                                                       | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9540.49      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| CALI Mortgage Trust                                                                                 | Cali 2024-Sun                                                                   | CUSIP: 12988DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $300515.78    | 0.06%             | 2041-07-15      | Floating      | 5.97%                 | Yes           | 2                  | On Loan: No      |
| CAMERON LNG LLC                                                                                     | Cameron LNG LLC                                                                 | CUSIP: 133434AA8<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    146000 | PA      | $133779.73    | 0.03%             | 2031-07-15      | Fixed         | 2.90%                 | Yes           | 2                  | On Loan: No      |
| CANADIAN NATL RESOURCES                                                                             | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     69000 | PA      | $71943.59     | 0.01%             | 2035-02-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Canadian Natural Resources Ltd                                                                      | Canadian Natural Resources Ltd                                                  | CUSIP: 000000000<br>LEI: 549300T15RIMIKZC5Q38 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $999530.00    | 0.20%             | 2025-11-05      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                                            | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     64000 | PA      | $65943.35     | 0.01%             | 2115-09-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                            | Capital One Financial Corp                                                      | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    203000 | PA      | $219698.59    | 0.04%             | 2034-06-08      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| CAPSTONE COPPER CORP                                                                                | Capstone Copper Corp                                                            | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |     13000 | PA      | $13460.07     | 0.00%             | 2033-03-31      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| CARNIVAL CORP                                                                                       | Carnival Corp                                                                   | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    163000 | PA      | $160366.16    | 0.03%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| CARNIVAL CORP                                                                                       | Carnival Corp                                                                   | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    629000 | PA      | $638435.00    | 0.13%             | 2029-05-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| CARNIVAL CORP                                                                                       | Carnival Corp                                                                   | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     59000 | PA      | $62027.80     | 0.01%             | 2029-08-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| CARNIVAL CORP                                                                                       | Carnival Corp                                                                   | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     35000 | PA      | $36092.35     | 0.01%             | 2033-02-15      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| CARNIVAL CORP                                                                                       | Carnival Corp                                                                   | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     13000 | PA      | $13391.58     | 0.00%             | 2030-03-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| CARNIVAL CORP                                                                                       | Carnival Corp                                                                   | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    118000 | PA      | $121232.55    | 0.02%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| CARRIAGE PURCHASER INC                                                                              | Carriage Purchaser Inc                                                          | CUSIP: 14445LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    744000 | PA      | $694399.89    | 0.14%             | 2029-10-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| CARVANA CO                                                                                          | Carvana Co                                                                      | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |   1132041 | PA      | $1260607.18   | 0.25%             | 2031-06-01      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Cedar Funding Ltd                                                                                   | Cedar Funding V CLO Ltd                                                         | CUSIP: 15032AAU1<br>LEI: 635400NWFWJ92O7QGD64 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250336.75    | 0.05%             | 2031-07-17      | Floating      | 6.24%                 | Yes           | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                            | Celanese US Holdings LLC                                                        | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    137000 | PA      | $137624.88    | 0.03%             | 2032-07-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                            | Celanese US Holdings LLC                                                        | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    536000 | PA      | $544388.51    | 0.11%             | 2030-11-15      | Fixed         | 7.05%                 | No            | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                            | Celanese US Holdings LLC                                                        | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    944000 | PA      | $967049.20    | 0.19%             | 2033-11-15      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                                            | Celulosa Arauco y Constitucion SA                                               | CUSIP: 151191BB8<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     58000 | PA      | $57498.23     | 0.01%             | 2027-11-02      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                                            | Celulosa Arauco y Constitucion SA                                               | CUSIP: 151191BJ1<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     60000 | PA      | $57844.47     | 0.01%             | 2030-01-29      | Fixed         | 4.20%                 | Yes           | 2                  | On Loan: No      |
| CEMEX SAB DE CV                                                                                     | Cemex SAB de CV                                                                 | CUSIP: 151290BV4<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     68000 | PA      | $69050.04     | 0.01%             | 2029-11-19      | Fixed         | 5.45%                 | Yes           | 2                  | On Loan: No      |
| CEMEX SAB DE CV                                                                                     | Cemex SAB de CV                                                                 | CUSIP: 151290BX0<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    144000 | PA      | $145828.71    | 0.03%             | 2030-09-17      | Fixed         | 5.20%                 | Yes           | 2                  | On Loan: No      |
| CENCOSUD SA                                                                                         | Cencosud SA                                                                     | CUSIP: 15132HAH4<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |    123000 | PA      | $123095.47    | 0.02%             | 2027-07-17      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| CENTENE CORP                                                                                        | Centene Corp                                                                    | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123115.04    | 0.02%             | 2027-12-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CENOVUS ENERGY INC                                                                                  | Cenovus Energy Inc                                                              | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $132807.74    | 0.03%             | 2032-01-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                                            | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAN8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     91000 | PA      | $81450.29     | 0.02%             | 2044-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                                              | Lumen Technologies Inc                                                          | CUSIP: 156700AM8<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    246000 | PA      | $244447.72    | 0.05%             | 2039-09-15      | Fixed         | 7.60%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    132000 | PA      | $130016.94    | 0.03%             | 2028-02-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Chase Mortgage Finance Corporation                                                                  | Chase Home Lending Mortgage Trust 2019-ATR2                                     | CUSIP: 16159GAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    101567 | PA      | $92339.62     | 0.02%             | 2049-07-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Chase Mortgage Finance Corporation                                                                  | Chase Home Lending Mortgage Trust 2019-1                                        | CUSIP: 16159WAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    403253 | PA      | $354298.55    | 0.07%             | 2050-03-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Chase Mortgage Finance Corporation                                                                  | Chase Home Lending Mortgage Trust 2019-1                                        | CUSIP: 16159WBH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63008 | PA      | $57046.50     | 0.01%             | 2050-03-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Chase Mortgage Finance Corporation                                                                  | Chase Home Lending Mortgage Trust Series 2024-6                                 | CUSIP: 161931AK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300733 | PA      | $303319.87    | 0.06%             | 2055-05-25      | Variable      | 6.00%                 | Yes           | 2                  | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                                            | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    108000 | PA      | $107991.42    | 0.02%             | 2029-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Chile Government International Bonds                                                                | Chile Government International Bonds                                            | CUSIP: 168863DT2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    937000 | PA      | $812503.11    | 0.16%             | 2033-07-27      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| CHOBANI HOLDCO II LLC                                                                               | Chobani Holdco II LLC                                                           | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    221321 | PA      | $234458.70    | 0.05%             | 2029-10-01      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| CHNGE Mortgage Trust 2022-1                                                                         | CHNGE Mortgage Trust 2022-1                                                     | CUSIP: 17030JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    281223 | PA      | $271095.82    | 0.05%             | 2067-01-25      | Variable      | 3.01%                 | Yes           | 2                  | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                                              | Church & Dwight Co Inc                                                          | CUSIP: 171340AL6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    158000 | PA      | $127267.94    | 0.03%             | 2047-08-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| CIMPRESS PLC                                                                                        | Cimpress PLC                                                                    | CUSIP: 17186HAH5<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |    317000 | PA      | $322179.96    | 0.06%             | 2032-09-15      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                                 | Citigroup Commercial Mortgage Trust 2016-C2                                     | CUSIP: 17291CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $476287.10    | 0.10%             | 2049-08-10      | Variable      | 3.25%                 | Yes           | 2                  | On Loan: No      |
| CITGO PETROLEUM CORP                                                                                | CITGO Petroleum Corp                                                            | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    180000 | PA      | $187337.59    | 0.04%             | 2029-01-15      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                                 | Citigroup Commercial Mortgage Trust 2019-GC41                                   | CUSIP: 17328FBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2072284 | PA      | $62075.89     | 0.01%             | 2056-08-10      | Variable      | 1.03%                 | No            | 2                  | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                                                   | CITIGROUP MORTGAGE LOAN TRUST 2021-J1                                           | CUSIP: 17329EAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    502687 | PA      | $417297.89    | 0.08%             | 2051-04-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                                                   | Citigroup Mortgage Loan Trust 2021-J2                                           | CUSIP: 17329MBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    428279 | PA      | $356683.92    | 0.07%             | 2051-07-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| CIVITAS RESOURCES INC                                                                               | Civitas Resources Inc                                                           | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    603000 | PA      | $619582.50    | 0.12%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| CIVITAS RESOURCES INC                                                                               | Civitas Resources Inc                                                           | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    241000 | PA      | $258313.47    | 0.05%             | 2033-06-15      | Fixed         | 9.63%                 | Yes           | 2                  | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                                                            | Clarios Global LP / Clarios US Finance Co                                       | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    211000 | PA      | $215798.38    | 0.04%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                                            | Clear Channel Outdoor Holdings Inc                                              | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    387000 | PA      | $405832.58    | 0.08%             | 2030-04-01      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                                | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26583.70     | 0.01%             | 2032-03-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                                | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102752.72    | 0.02%             | 2029-11-01      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                                | Cleveland-Cliffs Inc                                                            | CUSIP: 18683KAC5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     52000 | PA      | $44512.05     | 0.01%             | 2040-10-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                                              | Cloud Software Group Inc                                                        | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52733.06     | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                                              | Cloud Software Group Inc                                                        | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    312000 | PA      | $327968.78    | 0.07%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| CLYDESDALE ACQUISITION                                                                              | Clydesdale Acquisition Holdings Inc                                             | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    698000 | PA      | $699806.77    | 0.14%             | 2030-04-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| COINBASE GLOBAL INC                                                                                 | Coinbase Global Inc                                                             | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    402000 | PA      | $383168.09    | 0.08%             | 2028-10-01      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| COINBASE GLOBAL INC                                                                                 | Coinbase Global Inc                                                             | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    120000 | PA      | $107280.80    | 0.02%             | 2031-10-01      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| Colombia Government International Bonds                                                             | Colombia Government International Bonds                                         | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   2098000 | PA      | $2363501.52   | 0.48%             | 2035-04-25      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                                                                                        | Comcast Corp                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     64000 | PA      | $38699.03     | 0.01%             | 2051-11-01      | Fixed         | 2.89%                 | 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        |    636000 | PA      | $673700.47    | 0.14%             | 2033-01-24      | Fixed         | 8.65%                 | Yes           | 2                  | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                                                       | Commonbond Student Loan Trust 2017-A-GS                                         | CUSIP: 20267VAD9<br>LEI: 549300LRCNJYVPZRKK63 | Long             | ABS-O            | CORP              | US        |     55131 | PA      | $50873.67     | 0.01%             | 2041-05-25      | Fixed         | 5.28%                 | Yes           | 2                  | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                                                       | Commonbond Student Loan Trust 2020-A-GS                                         | CUSIP: 20267WAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     56105 | PA      | $46338.67     | 0.01%             | 2050-08-25      | Fixed         | 3.16%                 | Yes           | 2                  | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                                                       | Commonbond Student Loan Trust 2021-A-GS                                         | CUSIP: 20268WAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    172371 | PA      | $134785.52    | 0.03%             | 2052-03-25      | Fixed         | 1.40%                 | Yes           | 2                  | On Loan: No      |
| COMMSCOPE LLC                                                                                       | CommScope LLC                                                                   | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154613.82    | 0.03%             | 2029-09-01      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| COMMSCOPE TECH LLC                                                                                  | CommScope Technologies LLC                                                      | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |    311000 | PA      | $309516.35    | 0.06%             | 2027-03-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| COMMSCOPE LLC                                                                                       | CommScope LLC                                                                   | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    327000 | PA      | $333061.87    | 0.07%             | 2031-12-15      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                                                                            | Compass Group Diversified Holdings LLC                                          | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |    200447 | PA      | $181662.07    | 0.04%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| CONAGRA BRANDS INC                                                                                  | Conagra Brands Inc                                                              | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87943.05     | 0.02%             | 2028-11-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| CONAGRA BRANDS INC                                                                                  | Conagra Brands Inc                                                              | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    137000 | PA      | $129361.86    | 0.03%             | 2027-11-01      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                                                            | Connect Finco SARL / Connect US Finco LLC                                       | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    166000 | PA      | $175879.39    | 0.04%             | 2029-09-15      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| CONNECT HOLDING II LLC                                                                              | Connect Holding II LLC                                                          | CUSIP: 20753PAD3<br>LEI: 254900LCX7S2QHYUOI31 | Long             | DBT              | CORP              | US        |    306000 | PA      | $299342.59    | 0.06%             | 2031-04-03      | Fixed         | 10.50%                | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20753UAB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $503855.39    | 0.10%             | 2044-01-25      | Floating      | 5.98%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754LAF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $714289.61    | 0.14%             | 2041-12-25      | Floating      | 7.33%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1200000 | PA      | $1225554.25   | 0.25%             | 2040-01-25      | Floating      | 7.30%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 207932AB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $629656.11    | 0.13%             | 2042-12-25      | Floating      | 7.93%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 207941AB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $705134.12    | 0.14%             | 2044-03-25      | Floating      | 6.13%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 207941AF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1033521.66   | 0.21%             | 2044-03-25      | Floating      | 6.98%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 207942AC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $537482.76    | 0.11%             | 2043-06-25      | Floating      | 8.93%                 | Yes           | 2                  | On Loan: No      |
| CONSOLIDATED ENERGY FIN                                                                             | Consolidated Energy Finance SA                                                  | CUSIP: 20914UAE6<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    179000 | PA      | $171188.67    | 0.03%             | 2026-05-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| CONSOLIDATED ENERGY FIN                                                                             | Consolidated Energy Finance SA                                                  | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    826000 | PA      | $562161.14    | 0.11%             | 2028-10-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| CONSTELLATION BRANDS INC                                                                            | Constellation Brands Inc                                                        | CUSIP: 21036PAY4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    109000 | PA      | $107626.97    | 0.02%             | 2028-02-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| CORELOGIC INC                                                                                       | CoreLogic Inc                                                                   | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |    181000 | PA      | $174710.66    | 0.04%             | 2028-05-01      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                            | Corebridge Financial Inc                                                        | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    126000 | PA      | $129115.92    | 0.03%             | 2052-12-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| CODELCO INC                                                                                         | Corp Nacional del Cobre de Chile                                                | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    782000 | PA      | $854653.20    | 0.17%             | 2055-01-13      | Fixed         | 6.78%                 | Yes           | 2                  | On Loan: No      |
| IVORY COAST                                                                                         | Ivory Coast Government International Bond                                       | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    350000 | PA      | $371649.05    | 0.07%             | 2037-01-30      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| IVORY COAST                                                                                         | Ivory Coast Government International Bond                                       | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    218000 | PA      | $228930.63    | 0.05%             | 2036-04-01      | Fixed         | 8.08%                 | Yes           | 2                  | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                                                            | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC            | CUSIP: 22207AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $189900.07    | 0.04%             | 2030-07-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| CRANE NXT CO                                                                                        | Crane NXT Co                                                                    | CUSIP: 224399AP0<br>LEI: 549300EXNPSXEWUD3N21 | Long             | DBT              | CORP              | US        |     68000 | PA      | $73016.45     | 0.01%             | 2036-11-15      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| CRANE NXT CO                                                                                        | Crane NXT Co                                                                    | CUSIP: 224399AT2<br>LEI: 549300EXNPSXEWUD3N21 | Long             | DBT              | CORP              | US        |    171000 | PA      | $122221.41    | 0.02%             | 2048-03-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                                                                  | Credit Agricole SA                                                              | CUSIP: 22535WAK3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    145000 | PA      | $149155.24    | 0.03%             | 2030-01-10      | Fixed         | 5.34%                 | Yes           | 2                  | On Loan: No      |
| CROWN CORK & SEAL CO INC                                                                            | Crown Cork & Seal Co Inc                                                        | CUSIP: 228255AH8<br>LEI: 7HLDMDH0ZXNUH6PT7Z42 | Long             | DBT              | CORP              | US        |    481000 | PA      | $494092.57    | 0.10%             | 2026-12-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| DK Trust                                                                                            | DK Trust 2025-LXP                                                               | CUSIP: 23292LAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $751544.73    | 0.15%             | 2037-08-15      | Floating      | 5.87%                 | Yes           | 2                  | On Loan: No      |
| DAE SUKUK DIFC LTD                                                                                  | DAE Sukuk Difc Ltd                                                              | CUSIP: 23302JAC9<br>LEI: 635400AMGMPG1J5EQD94 | Long             | DBT              | CORP              | AE        |    695000 | PA      | $690321.34    | 0.14%             | 2030-10-16      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                                                                         | DBC 2025-DBC Mortgage Trust                                                     | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $751498.65    | 0.15%             | 2038-06-15      | Floating      | 5.40%                 | Yes           | 2                  | On Loan: No      |
| DBWF Mortgage Trust                                                                                 | DBWF Mortgage Trust                                                             | CUSIP: 23306NAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $958139.95    | 0.19%             | 2034-06-10      | Variable      | 3.42%                 | Yes           | 2                  | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                                             | DCP Midstream Operating LP                                                      | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    114000 | PA      | $116540.97    | 0.02%             | 2029-05-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| DT MIDSTREAM INC                                                                                    | DT Midstream Inc                                                                | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    114000 | PA      | $111575.76    | 0.02%             | 2029-06-15      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| DARDEN RESTAURANTS INC                                                                              | Darden Restaurants Inc                                                          | CUSIP: 237194AL9<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    124000 | PA      | $123452.05    | 0.02%             | 2027-05-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| DAVITA INC                                                                                          | DaVita Inc                                                                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    177000 | PA      | $170797.89    | 0.03%             | 2030-06-01      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| DEUTSCHE BANK NY                                                                                    | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    342000 | PA      | $342028.74    | 0.07%             | 2032-12-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                                                            | Deutsche Telekom International Finance BV                                       | CUSIP: 25156PBB8<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |     62000 | PA      | $62311.53     | 0.01%             | 2028-06-21      | Fixed         | 4.38%                 | Yes           | 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        |    398000 | PA      | $396388.06    | 0.08%             | 2032-08-01      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| DIRECTV FIN LLC/COINC                                                                               | Directv Financing LLC / Directv Financing Co-Obligor Inc                        | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1386000 | PA      | $1385111.76   | 0.28%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           | 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        |    137000 | PA      | $136997.22    | 0.03%             | 2031-02-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                                            | Discovery Communications LLC                                                    | CUSIP: 25470DBY4<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     47000 | PA      | $39978.19     | 0.01%             | 2037-09-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                                            | Discovery Communications LLC                                                    | CUSIP: 25470DCA5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    325000 | PA      | $314746.63    | 0.06%             | 2029-05-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| DISH DBS CORP                                                                                       | DISH DBS Corp                                                                   | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    264000 | PA      | $259757.42    | 0.05%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| DISH DBS CORP                                                                                       | DISH DBS Corp                                                                   | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    272000 | PA      | $261064.17    | 0.05%             | 2028-12-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC                                                                                  | Dominican Republic International Bond                                           | CUSIP: 25714PFF0<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1503000 | PA      | $1500498.08   | 0.30%             | 2035-10-28      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Dominos Pizza Master Issuer LLC                                                                     | Domino's Pizza Master Issuer LLC                                                | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    912000 | PA      | $878889.65    | 0.18%             | 2049-10-25      | Fixed         | 3.67%                 | Yes           | 2                  | On Loan: No      |
| Dominos Pizza Master Issuer LLC                                                                     | Domino's Pizza Master Issuer LLC                                                | CUSIP: 25755TAP5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    583500 | PA      | $533394.28    | 0.11%             | 2051-04-25      | Fixed         | 3.15%                 | Yes           | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $283.89       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                                                      | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $19551.26     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                                                      | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $117138.23    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $114402.37    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $19013.63     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                                                             | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $105036.37    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                                                             | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $18484.36     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                                                                            | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $18416.11     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                                                                            | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $104542.43    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |         1 | NC      | $-2258.11     | -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      | $611.56       | 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      | $2330.26      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED GBP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |         1 | NC      | $-302.90      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $2041.20      | 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      | $271.08       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |         1 | NC      | $-2977.86     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $2259.82      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Westpac Banking Corp.                                                                               | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              |  | US        |         1 | NC      | $10955.99     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Westpac Banking Corp.                                                                               | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              |  | US        |         1 | NC      | $32952.29     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                                                                             | PURCHASED CAD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | CA        |         1 | NC      | $-13818.75    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED INR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | IN        |         1 | NC      | $1596.36      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED MYR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MY        |         1 | NC      | $574.88       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED IDR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ID        |         1 | NC      | $2256.30      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD KRW                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $10042.52     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED COP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CO        |         1 | NC      | $12005.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD BRL                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-721.42      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD TWD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $6996.16      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED CLP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CL        |         1 | NC      | $21350.97     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED NOK / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NO        |         1 | NC      | $-29162.94    | -0.01%            |  |  |  | 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      | $24910.10     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                                                      | PURCHASED USD / SOLD CHF                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $55034.71     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                                                              | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $-76123.66    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD THB                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $155.74       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD SGD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $8028.68      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD HUF                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $10972.56     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD HKD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-453.27      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD MXN                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $1032.57      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED TRY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | TR        |         1 | NC      | $25385.28     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED ZAR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ZA        |         1 | NC      | $-1253.31     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD CZK                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $19162.93     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $4558.21      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |         1 | NC      | $-619.51      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                                                                    | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |         1 | NC      | $-297.98      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $808.85       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $-277.94      | -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      | $222.39       | 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      | $461.44       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                                                              | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $119890.95    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                                                              | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $188335.50    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                                                      | PURCHASED USD / SOLD CAD                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $411.36       | 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      | $310.31       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                                                              | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $-5214.37     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                                                                    | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $315.14       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                                                                    | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $104.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                                                                    | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $526.33       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                                                              | PURCHASED GBP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |         1 | NC      | $-203.67      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED IDR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ID        |         1 | NC      | $56.37        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD TWD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-16.64       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED COP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CO        |         1 | NC      | $122.23       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED BRL / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | BR        |         1 | NC      | $589.08       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED CLP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CL        |         1 | NC      | $-20.48       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED MYR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MY        |         1 | NC      | $25.61        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD KRW                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-95.05       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD INR                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $1034.40      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED TRY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | TR        |         1 | NC      | $193.76       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD HUF                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $52.05        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD PLN                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $5965.17      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED THB / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | TH        |         1 | NC      | $1487.95      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD CZK                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $141.94       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                                                                    | PURCHASED USD / SOLD SGD                                                        | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $27.88        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                                                                    | PURCHASED CAD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CA        |         1 | NC      | $-371.37      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                                                                    | PURCHASED USD / SOLD CHF                                                        | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $524.47       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                                                                    | PURCHASED USD / SOLD HKD                                                        | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $7.39         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                                                                    | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $23.10        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                                                                    | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |         1 | NC      | $-4042.70     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                                                                    | PURCHASED ZAR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ZA        |         1 | NC      | $-49.57       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                                                                    | PURCHASED NOK / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | NO        |         1 | NC      | $-523.44      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                                                                    | PURCHASED USD / SOLD SEK                                                        | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $408.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                                                                    | PURCHASED USD / SOLD MXN                                                        | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $21.50        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank USA NA                                                                                    | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-308.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DOW CHEMICAL CO/THE                                                                                 | Dow Chemical Co/The                                                             | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    111000 | PA      | $117689.42    | 0.02%             | 2053-05-15      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| DRESDNER FNDG TRUST I                                                                               | Dresdner Funding Trust I                                                        | CUSIP: 26156FAA1<br>LEI: 549300ZEO4BKB37E3J03 | Long             | DBT              | CORP              | US        |    778000 | PA      | $860511.54    | 0.17%             | 2031-06-30      | Fixed         | 8.15%                 | Yes           | 2                  | On Loan: No      |
| Driven Brands Funding, LLC                                                                          | Driven Brands Funding LLC                                                       | CUSIP: 26209XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    257563 | PA      | $242926.32    | 0.05%             | 2051-10-20      | Fixed         | 2.79%                 | Yes           | 2                  | On Loan: No      |
| Dryden Senior Loan Fund                                                                             | Dryden 30 Senior Loan Fund                                                      | CUSIP: 26249BAW1<br>LEI: 549300AS2O1RYPD2ED41 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500343.50    | 0.10%             | 2028-11-15      | Floating      | 7.07%                 | Yes           | 2                  | On Loan: No      |
| DUKE ENERGY CORP                                                                                    | Duke Energy Corp                                                                | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     97000 | PA      | $93489.53     | 0.02%             | 2082-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                                               | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     54000 | PA      | $55021.43     | 0.01%             | 2040-02-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| ELFI Graduate Loan Program LLC                                                                      | ELFI Graduate Loan Program 2020-A LLC                                           | CUSIP: 26857LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     69881 | PA      | $64893.62     | 0.01%             | 2045-08-25      | Fixed         | 1.73%                 | Yes           | 2                  | On Loan: No      |
| EQT CORP                                                                                            | EQT Corp                                                                        | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    223000 | PA      | $221381.53    | 0.04%             | 2027-10-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| EPR PROPERTIES                                                                                      | EPR Properties                                                                  | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    109000 | PA      | $109894.52    | 0.02%             | 2028-04-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| ECHOSTAR CORP                                                                                       | EchoStar Corp                                                                   | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    187963 | PA      | $194037.85    | 0.04%             | 2030-11-30      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ECHOSTAR CORP                                                                                       | EchoStar Corp                                                                   | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    159194 | PA      | $384415.12    | 0.08%             | 2030-11-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| ECHOSTAR CORP                                                                                       | EchoStar Corp                                                                   | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1237256 | PA      | $1362355.68   | 0.27%             | 2029-11-30      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| ECOPETROL SA                                                                                        | Ecopetrol SA                                                                    | CUSIP: 279158AE9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    201000 | PA      | $186200.79    | 0.04%             | 2043-09-18      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| ECOPETROL SA                                                                                        | Ecopetrol SA                                                                    | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     95000 | PA      | $72729.97     | 0.01%             | 2045-05-28      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ECOPETROL SA                                                                                        | Ecopetrol SA                                                                    | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    120000 | PA      | $88224.14     | 0.02%             | 2051-11-02      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ECOPETROL SA                                                                                        | Ecopetrol SA                                                                    | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     74000 | PA      | $80103.51     | 0.02%             | 2033-01-13      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| ECOPETROL SA                                                                                        | Ecopetrol SA                                                                    | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    249000 | PA      | $258152.94    | 0.05%             | 2036-01-19      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                                                                | Edison International                                                            | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    129000 | PA      | $133223.97    | 0.03%             | 2053-06-15      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                                                                | Edison International                                                            | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    243000 | PA      | $250327.97    | 0.05%             | 2054-06-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| EDO SUKUK LTD                                                                                       | EDO Sukuk Ltd                                                                   | CUSIP: 28135J2B2<br>LEI: 5493000LZIE4T625R469 | Long             | DBT              | CORP              | KY        |    554000 | PA      | $583000.86    | 0.12%             | 2031-07-03      | Fixed         | 5.66%                 | Yes           | 2                  | On Loan: No      |
| Education Management Corporation                                                                    | EDUCATION MGMT CORP NEW                                                         | CUSIP: 28140M301<br>LEI: 549300HJZRTNO4K6DO92 | Long             | EP               | CORP              | US        |      2128 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| COM 144A                                                                                            | COM 144A                                                                        | CUSIP: 28140M871<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   4460190 | NS      | $0.00         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| EDWARDS LIFESCIENCES COR                                                                            | Edwards Lifesciences Corp                                                       | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |    123000 | PA      | $123276.12    | 0.02%             | 2028-06-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| EL PASO NATURAL GAS                                                                                 | El Paso Natural Gas Co LLC                                                      | CUSIP: 283695BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $62167.92     | 0.01%             | 2032-06-15      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Elevation CLO Ltd                                                                                   | Elevation CLO 2021-14 Ltd                                                       | CUSIP: 28623RBN7<br>LEI: 549300JPI8D017HI2768 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $298933.20    | 0.06%             | 2038-01-20      | Floating      | 6.03%                 | Yes           | 2                  | On Loan: No      |
| EMBECTA CORP                                                                                        | Embecta Corp                                                                    | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    170000 | PA      | $161236.73    | 0.03%             | 2030-02-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| EMBECTA CORP                                                                                        | Embecta Corp                                                                    | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    181000 | PA      | $178938.83    | 0.04%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| ABU DHABI GOVT INT'L                                                                                | Abu Dhabi Government International Bond                                         | CUSIP: 29135LAW0<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |   1294000 | PA      | $1291012.59   | 0.26%             | 2035-10-02      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| ENBRIDGE INC                                                                                        | Enbridge Inc                                                                    | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    111000 | PA      | $111490.83    | 0.02%             | 2077-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                                                                                        | Enbridge Inc                                                                    | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     97000 | PA      | $101904.96    | 0.02%             | 2028-11-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                                                            | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     55000 | PA      | $65029.78     | 0.01%             | 2045-10-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| ENEL FINANCE INTL NV                                                                                | Enel Finance International NV                                                   | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    140000 | PA      | $132477.25    | 0.03%             | 2028-07-12      | Fixed         | 2.13%                 | Yes           | 2                  | On Loan: No      |
| ENOVA INTERNATIONAL INC                                                                             | Enova International Inc                                                         | CUSIP: 29357KAH6<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |    272000 | PA      | $288751.75    | 0.06%             | 2028-12-15      | Fixed         | 11.25%                | Yes           | 2                  | On Loan: No      |
| ENTEGRIS INC                                                                                        | Entegris Inc                                                                    | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1117239.91   | 0.22%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                                            | Enterprise Products Operating LLC                                               | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41859.23     | 0.01%             | 2078-02-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| EQUIFAX INC                                                                                         | Equifax Inc                                                                     | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    113000 | PA      | $115280.46    | 0.02%             | 2028-06-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| EVERGY MISSOURI WEST INC                                                                            | Evergy Missouri West Inc                                                        | CUSIP: 30037FAA8<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81321.92     | 0.02%             | 2027-12-15      | Fixed         | 5.15%                 | Yes           | 2                  | On Loan: No      |
| EXCELERATE ENERGY LP                                                                                | Excelerate Energy LP                                                            | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |    112000 | PA      | $117977.59    | 0.02%             | 2030-05-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                                            | F&G Annuities & Life Inc                                                        | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $71330.87     | 0.01%             | 2028-01-13      | Fixed         | 7.40%                 | No            | 2                  | On Loan: No      |
| Export-Import Bank of India                                                                         | Export-Import Bank of India                                                     | CUSIP: 30216KAE2<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    200000 | PA      | $190735.94    | 0.04%             | 2030-01-15      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| Export-Import Bank of India                                                                         | Export-Import Bank of India                                                     | CUSIP: 30216KAF9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    500000 | PA      | $448165.63    | 0.09%             | 2031-01-13      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| Extended Stay America Trust                                                                         | Extended Stay America Trust 2025-ESH                                            | CUSIP: 30227TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $501949.67    | 0.10%             | 2042-10-15      | Floating      | 7.50%                 | Yes           | 2                  | On Loan: No      |
| FORTESCUE TREASURY PTY L                                                                            | Fortescue Treasury Pty Ltd                                                      | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    139000 | PA      | $134604.70    | 0.03%             | 2031-04-01      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| FS KKR CAPITAL CORP                                                                                 | FS KKR Capital Corp                                                             | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    148000 | PA      | $136556.69    | 0.03%             | 2028-10-12      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| FS KKR CAPITAL CORP                                                                                 | FS KKR Capital Corp                                                             | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     59000 | PA      | $56670.49     | 0.01%             | 2027-07-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| FREMF Mortgage Trust                                                                                | FREMF 2016-K57 Mortgage Trust                                                   | CUSIP: 30295DAS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13115022 | PA      | $5991.07      | 0.00%             | 2049-08-25      | Fixed         | 0.10%                 | Yes           | 2                  | On Loan: No      |
| FREMF Mortgage Trust                                                                                | FREMF 2016-K57 Mortgage Trust                                                   | CUSIP: 30295DAU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3675088 | PA      | $2536.55      | 0.00%             | 2049-08-25      | Fixed         | 0.10%                 | Yes           | 2                  | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                                                                            | FactSet Research Systems Inc                                                    | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127755.82    | 0.03%             | 2027-03-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| FS Rialto Issuer Ltd                                                                                | FS Rialto 2025-FL10 Issuer LLC                                                  | CUSIP: 30340KAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $492172.57    | 0.10%             | 2042-08-19      | Floating      | 6.18%                 | Yes           | 2                  | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                                              | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    158000 | PA      | $160014.24    | 0.03%             | 2028-04-17      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                                             | Macy's Retail Holdings LLC                                                      | CUSIP: 314275AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    227000 | PA      | $211423.50    | 0.04%             | 2037-03-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| FERGUSON FINANCE PLC                                                                                | Ferguson Finance PLC                                                            | CUSIP: 314890AA2<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |     51000 | PA      | $51292.25     | 0.01%             | 2028-10-24      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| FERGUSON FINANCE PLC                                                                                | Ferguson Finance PLC                                                            | CUSIP: 314890AC8<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |     73000 | PA      | $72918.78     | 0.01%             | 2027-04-20      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| FERTITTA ENTERTAINMENT                                                                              | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc              | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    303000 | PA      | $289822.00    | 0.06%             | 2029-01-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| Ellington Financial Mortgage Trust                                                                  | Ellington Financial Mortgage Trust 2022-2                                       | CUSIP: 31572YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    367375 | PA      | $363406.41    | 0.07%             | 2067-04-25      | Variable      | 4.30%                 | Yes           | 2                  | On Loan: No      |
| Ellington Financial Mortgage Trust                                                                  | Ellington Financial Mortgage Trust 2019-2                                       | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89439 | PA      | $87099.10     | 0.02%             | 2059-11-25      | Variable      | 3.05%                 | Yes           | 2                  | On Loan: No      |
| FIFTH THIRD BANCORP                                                                                 | Fifth Third Bancorp                                                             | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     83000 | PA      | $102211.60    | 0.02%             | 2038-03-01      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                                            | First Quantum Minerals Ltd                                                      | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    490000 | PA      | $520594.17    | 0.10%             | 2033-03-01      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| FISERV INC                                                                                          | Fiserv Inc                                                                      | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    114000 | PA      | $116381.75    | 0.02%             | 2028-08-21      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Flagstar Mortgage Trust                                                                             | Flagstar Mortgage Trust 2018-1                                                  | CUSIP: 33850TAY4<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |    117711 | PA      | $109892.37    | 0.02%             | 2048-03-25      | Variable      | 3.93%                 | Yes           | 2                  | On Loan: No      |
| Flagstar Mortgage Trust                                                                             | Flagstar Mortgage Trust 2018-6RR                                                | CUSIP: 33851FBP1<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |    396051 | PA      | $390581.04    | 0.08%             | 2048-10-25      | Variable      | 4.91%                 | Yes           | 2                  | On Loan: No      |
| Flagstar Mortgage Trust                                                                             | Flagstar Mortgage Trust 2018-3                                                  | CUSIP: 33851JAC3<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |     68221 | PA      | $63699.00     | 0.01%             | 2048-05-25      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| FLUOR CORP                                                                                          | Fluor Corp                                                                      | CUSIP: 343412AF9<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |    583000 | PA      | $578431.98    | 0.12%             | 2028-09-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| FLOWERS FOODS INC                                                                                   | Flowers Foods Inc                                                               | CUSIP: 343498AC5<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221787.96    | 0.04%             | 2031-03-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| FLUTTER TREASURY DAC                                                                                | Flutter Treasury DAC                                                            | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    719000 | PA      | $728896.62    | 0.15%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Fontainebleau Miami Beach Trust                                                                     | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                              | CUSIP: 34461WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $251265.23    | 0.05%             | 2039-12-15      | Floating      | 7.18%                 | Yes           | 2                  | On Loan: No      |
| FORESTAR GROUP INC                                                                                  | Forestar Group Inc                                                              | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    526000 | PA      | $539354.07    | 0.11%             | 2033-03-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| FORTREA HOLDINGS INC                                                                                | Fortrea Holdings Inc                                                            | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |    347000 | PA      | $333132.40    | 0.07%             | 2030-07-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| FOX CORP                                                                                            | Fox Corp                                                                        | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    179000 | PA      | $181136.95    | 0.04%             | 2029-01-25      | Fixed         | 4.71%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA6                                         | CUSIP: 35564KH44<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $209627.66    | 0.04%             | 2042-09-25      | Floating      | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac - STACR                                                                                 | Freddie Mac STACR REMIC Trust 2021-DNA5                                         | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | USGSE             | US        |    331926 | PA      | $332730.46    | 0.07%             | 2034-01-25      | Floating      | 5.83%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac - STACR                                                                                 | Freddie Mac STACR REMIC Trust 2024-HQA2                                         | CUSIP: 35564NEC3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $502795.00    | 0.10%             | 2044-08-25      | Floating      | 5.98%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac - STACR                                                                                 | Freddie Mac Stacr Remic Trust 2025-Hqa1                                         | CUSIP: 35564NHA4<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $701530.21    | 0.14%             | 2045-02-25      | Floating      | 5.83%                 | Yes           | 2                  | On Loan: No      |
| FRESENIUS MED CARE III                                                                              | Fresenius Medical Care US Finance III Inc                                       | CUSIP: 35805BAB4<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |     89000 | PA      | $78824.18     | 0.02%             | 2031-02-16      | Fixed         | 2.38%                 | Yes           | 2                  | On Loan: No      |
| FULL HOUSE RESORTS INC                                                                              | Full House Resorts Inc                                                          | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |    546000 | PA      | $484769.62    | 0.10%             | 2028-02-15      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| H.B. FULLER CO                                                                                      | HB Fuller Co                                                                    | CUSIP: 359694AB2<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |    480000 | PA      | $473199.52    | 0.10%             | 2027-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                                               | GFL Environmental Inc                                                           | CUSIP: 36168QAM6<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $171055.19    | 0.03%             | 2028-09-01      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                                               | GFL Environmental Inc                                                           | CUSIP: 36168QAN4<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    188000 | PA      | $186108.51    | 0.04%             | 2029-06-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                                               | GFL Environmental Inc                                                           | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    209000 | PA      | $218364.10    | 0.04%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| GGAM FINANCE LTD                                                                                    | GGAM Finance Ltd                                                                | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    925000 | PA      | $947274.46    | 0.19%             | 2027-02-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| GGAM FINANCE LTD                                                                                    | GGAM Finance Ltd                                                                | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    125000 | PA      | $126984.23    | 0.03%             | 2030-03-15      | Fixed         | 5.88%                 | Yes           | 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        |     93000 | PA      | $95569.69     | 0.02%             | 2028-06-01      | Fixed         | 5.75%                 | 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        |     99000 | PA      | $94650.04     | 0.02%             | 2031-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FRONTIER FLORIDA LLC                                                                                | Frontier Florida LLC                                                            | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    229000 | PA      | $238062.62    | 0.05%             | 2028-02-01      | Fixed         | 6.86%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                                                                        | GS Mortgage Securities Trust 2019-GC40                                          | CUSIP: 36257HBR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2925505 | PA      | $96053.37     | 0.02%             | 2052-07-10      | Variable      | 1.12%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Corp Trust 2019-PJ2                               | CUSIP: 36257LAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    836543 | PA      | $803127.04    | 0.16%             | 2049-11-25      | Variable      | 4.36%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Trust 2020-PJ1                                    | CUSIP: 36258FAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850664 | PA      | $754879.76    | 0.15%             | 2050-05-25      | Variable      | 3.60%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Corp Trust 2021-PJ5                               | CUSIP: 36261HBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    353002 | PA      | $279221.15    | 0.06%             | 2051-10-25      | Variable      | 2.58%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Corp Trust 2021-PJ3                               | CUSIP: 36262AAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    704327 | PA      | $585482.49    | 0.12%             | 2051-08-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Trust 2021-PJ6                                    | CUSIP: 36262LAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    731910 | PA      | $608031.06    | 0.12%             | 2051-11-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Trust 2021-PJ6                                    | CUSIP: 36262LAP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $588016.57    | 0.12%             | 2051-11-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Trust 2021-PJ9                                    | CUSIP: 36263CAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    898864 | PA      | $748591.89    | 0.15%             | 2052-02-26      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Trust 2022-PJ1                                    | CUSIP: 36263NAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    793495 | PA      | $660832.97    | 0.13%             | 2052-05-28      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Trust 2021-PJ11                                   | CUSIP: 36263VBN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    444328 | PA      | $343389.32    | 0.07%             | 2052-04-25      | Variable      | 2.85%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                                                                        | GS Mortgage Securities Corp Trust 2023-FUN                                      | CUSIP: 36267CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $503013.13    | 0.10%             | 2028-03-15      | Floating      | 7.42%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Trust 2025-PJ1                                    | CUSIP: 36271DAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    423554 | PA      | $427195.07    | 0.09%             | 2055-06-25      | Variable      | 6.00%                 | Yes           | 2                  | On Loan: No      |
| GSAT Trust 2025-BMF                                                                                 | GSAT Trust 2025-BMF                                                             | CUSIP: 36271XAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $400713.60    | 0.08%             | 2040-07-15      | Floating      | 6.53%                 | Yes           | 2                  | On Loan: No      |
| Galaxy CLO Ltd                                                                                      | Galaxy 31 Clo Ltd                                                               | CUSIP: 36320HAQ2<br>LEI: 549300XTB6S9P2VMDV60 | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $551257.30    | 0.11%             | 2038-07-15      | Floating      | 5.90%                 | Yes           | 2                  | On Loan: No      |
| Gam Resecuritization Trust                                                                          | GAM RE-REMIC Trust 2022-FRR3                                                    | CUSIP: 36459DBU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5567 | PA      | $5487.77      | 0.00%             | 2048-05-27      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Gam Resecuritization Trust                                                                          | GAM RE-REMIC Trust 2022-FRR3                                                    | CUSIP: 36459DBW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    251000 | PA      | $244223.53    | 0.05%             | 2048-05-27      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Gam Resecuritization Trust                                                                          | GAM Re-REMIC Trust 2021-FRR1                                                    | CUSIP: 364614AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    837000 | PA      | $755472.94    | 0.15%             | 2050-11-29      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Gam Resecuritization Trust                                                                          | GAM Re-REMIC Trust 2021-FRR1                                                    | CUSIP: 364614AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1258000 | PA      | $1123624.97   | 0.23%             | 2050-11-29      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| GARTNER INC                                                                                         | Gartner Inc                                                                     | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148769.16    | 0.03%             | 2028-07-01      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| GARTNER INC                                                                                         | Gartner Inc                                                                     | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    154000 | PA      | $147879.88    | 0.03%             | 2029-06-15      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| GENERAL MILLS INC                                                                                   | General Mills Inc                                                               | CUSIP: 370334CW2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88114.35     | 0.02%             | 2028-10-17      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                                                              | General Motors Financial Co Inc                                                 | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119124.58    | 0.02%             | 2028-06-23      | Fixed         | 5.80%                 | 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        |    188000 | PA      | $193670.24    | 0.04%             | 2032-05-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| GENWORTH HOLDINGS INC                                                                               | Genworth Holdings Inc                                                           | CUSIP: 37247DAB2<br>LEI: PXDECZED7L8SRUP41R09 | Long             | DBT              | CORP              | US        |    323000 | PA      | $332957.38    | 0.07%             | 2034-06-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF GHANA                                                                                   | Ghana Government International Bond                                             | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    207000 | PA      | $201324.04    | 0.04%             | 2029-07-03      | Variable      | 5.00%                 | Yes           | 2                  | On Loan: No      |
| GLOBAL NET LEASE/GLOBAL                                                                             | Global Net Lease Inc / Global Net Lease Operating Partnership LP                | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |    999000 | PA      | $968985.78    | 0.19%             | 2027-12-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| GLOBAL MARINE INC                                                                                   | Global Marine Inc                                                               | CUSIP: 379352AL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    203000 | PA      | $193999.00    | 0.04%             | 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        |     70000 | PA      | $71120.66     | 0.01%             | 2033-07-01      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                                                                             | Global Medical Response Inc                                                     | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |    215000 | PA      | $225017.68    | 0.05%             | 2032-10-01      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| GLOBAL INFRASTRUCTURE SO                                                                            | Global Infrastructure Solutions Inc                                             | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |    822000 | PA      | $822095.93    | 0.17%             | 2029-06-01      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| GOAT HOLDCO LLC                                                                                     | Goat Holdco LLC                                                                 | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    615000 | PA      | $630738.78    | 0.13%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| GOEASY LTD                                                                                          | goeasy Ltd                                                                      | CUSIP: 380355AF4<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    187000 | PA      | $184313.51    | 0.04%             | 2026-05-01      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| GOEASY LTD                                                                                          | goeasy Ltd                                                                      | CUSIP: 380355AH0<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    279000 | PA      | $289113.25    | 0.06%             | 2028-12-01      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| GOLUB CAPITAL BDC                                                                                   | Golub Capital BDC Inc                                                           | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    142000 | PA      | $148961.68    | 0.03%             | 2028-12-05      | Fixed         | 7.05%                 | No            | 2                  | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust                                                    | GoodLeap Sustainable Home Solutions Trust 2021-3                                | CUSIP: 382371AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    972458 | PA      | $757875.28    | 0.15%             | 2048-05-20      | Fixed         | 2.10%                 | Yes           | 2                  | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                                              | Goodyear Tire & Rubber Co/The                                                   | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    117000 | PA      | $107882.64    | 0.02%             | 2031-04-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                                              | Goodyear Tire & Rubber Co/The                                                   | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54230.27     | 0.01%             | 2033-04-30      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                                                            | Graphic Packaging International LLC                                             | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    204000 | PA      | $197043.45    | 0.04%             | 2028-03-15      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| GRAY OAK PIPELINE LLC                                                                               | Gray Oak Pipeline LLC                                                           | CUSIP: 38937LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $113353.31    | 0.02%             | 2027-10-15      | Fixed         | 3.45%                 | Yes           | 2                  | On Loan: No      |
| GRUBHUB HOLDINGS INC                                                                                | GrubHub Holdings Inc                                                            | CUSIP: 40010PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     74782 | PA      | $63007.78     | 0.01%             | 2030-07-31      | Fixed         | 13.00%                | Yes           | 2                  | On Loan: No      |
| GRUPO BIMBO SAB DE CV                                                                               | Grupo Bimbo SAB de CV                                                           | CUSIP: 40052VAD6<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |     49000 | PA      | $44302.23     | 0.01%             | 2044-06-27      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                                                                            | HLF Financing Sarl LLC / Herbalife International Inc                            | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    989000 | PA      | $872063.37    | 0.18%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                                                                            | HLF Financing Sarl LLC / Herbalife International Inc                            | CUSIP: 40390DAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    670000 | PA      | $727630.86    | 0.15%             | 2029-04-15      | Fixed         | 12.25%                | Yes           | 2                  | On Loan: No      |
| HCA INC                                                                                             | HCA Inc                                                                         | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138948.32    | 0.03%             | 2029-06-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| HCA INC                                                                                             | HCA Inc                                                                         | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     78000 | PA      | $80435.79     | 0.02%             | 2028-09-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| HLTN Commercial Mortgage Trust 2024-DPLO                                                            | HLTN COMMERCIAL MORTGAGE TRUST                                                  | CUSIP: 40424UAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $500380.23    | 0.10%             | 2041-06-15      | Floating      | 7.37%                 | Yes           | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                   | HSBC Holdings PLC                                                               | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    127000 | PA      | $127760.35    | 0.03%             | 2029-06-19      | Fixed         | 4.58%                 | No            | 2                  | On Loan: No      |
| ENVIRI CORP                                                                                         | Enviri Corp                                                                     | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |    641000 | PA      | $635422.85    | 0.13%             | 2027-07-31      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                                              | Harvest Midstream I LP                                                          | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |   1206000 | PA      | $1221255.73   | 0.25%             | 2028-09-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| HASBRO INC                                                                                          | Hasbro Inc                                                                      | CUSIP: 418056AV9<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128517.29    | 0.03%             | 2027-09-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| KINGDOM OF JORDAN                                                                                   | Jordan Government International Bond                                            | CUSIP: 41809JAB1<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    172000 | PA      | $182140.89    | 0.04%             | 2029-01-13      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                                                              | HAT Holdings I LLC / HAT Holdings II LLC                                        | CUSIP: 418751AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $38442.17     | 0.01%             | 2027-06-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Hawaii Hotel Trust                                                                                  | Hawaii Hotel Trust 2025-MAUI                                                    | CUSIP: 419909AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250399.91    | 0.05%             | 2042-03-15      | Floating      | 6.62%                 | Yes           | 2                  | On Loan: No      |
| HAZINE MUSTESARLIGI VARL                                                                            | Hazine Mustesarligi Varlik Kiralama AS                                          | CUSIP: 421790AN6<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |   1288000 | PA      | $1339330.15   | 0.27%             | 2030-09-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| HERBALIFE LTD                                                                                       | Herbalife Ltd                                                                   | CUSIP: 42703MAF0<br>LEI: 549300BA7TYPBSZZIA41 | Long             | DBT              | CORP              | KY        |    572000 | PA      | $542335.87    | 0.11%             | 2028-06-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| HERC HOLDINGS INC                                                                                   | Herc Holdings Inc                                                               | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    204000 | PA      | $213597.72    | 0.04%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| HERC HOLDINGS INC                                                                                   | Herc Holdings Inc                                                               | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    224000 | PA      | $236227.23    | 0.05%             | 2033-06-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| HERCULES CAPITAL INC                                                                                | Hercules Capital Inc                                                            | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    132000 | PA      | $129459.26    | 0.03%             | 2027-01-20      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| HERTZ CORP/THE                                                                                      | Hertz Corp/The                                                                  | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    168000 | PA      | $166453.03    | 0.03%             | 2029-07-15      | Fixed         | 12.63%                | Yes           | 2                  | On Loan: No      |
| High Ridge Brands Co                                                                                | High Ridge Brands Co                                                            | CUSIP: 42979BAA2<br>LEI: 549300ZIF8QP562GOD97 | Long             | DBT              | CORP              | US        |    970000 | PA      | $0.00         | 0.00%             | 2025-03-15      | None          | 0.00%                 | Yes           | 3                  | On Loan: No      |
| HIGHWOODS REALTY LP                                                                                 | Highwoods Realty LP                                                             | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    122000 | PA      | $119748.02    | 0.02%             | 2029-04-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                                            | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AV6<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    176000 | PA      | $167286.16    | 0.03%             | 2031-02-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                                            | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318BG8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    313000 | PA      | $301262.50    | 0.06%             | 2035-02-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                                            | Hilton Domestic Operating Co Inc                                                | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    132000 | PA      | $121743.68    | 0.02%             | 2032-02-15      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                            | Service Properties Trust                                                        | CUSIP: 44106MAW2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    142000 | PA      | $141636.96    | 0.03%             | 2027-02-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                            | Service Properties Trust                                                        | CUSIP: 44106MAX0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    274000 | PA      | $254414.88    | 0.05%             | 2028-01-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                            | Service Properties Trust                                                        | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    452000 | PA      | $380173.01    | 0.08%             | 2030-02-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                            | Service Properties Trust                                                        | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    495000 | PA      | $427676.21    | 0.09%             | 2029-10-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| HOWARD HUGHES CORP                                                                                  | Howard Hughes Corp/The                                                          | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    192000 | PA      | $191762.93    | 0.04%             | 2028-08-01      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                                            | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    451000 | PA      | $415542.14    | 0.08%             | 2029-04-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                                            | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    129000 | PA      | $110377.14    | 0.02%             | 2030-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                                            | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    271000 | PA      | $264879.77    | 0.05%             | 2028-02-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| HUMANA INC                                                                                          | Humana Inc                                                                      | CUSIP: 444859AZ5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     57000 | PA      | $69165.81     | 0.01%             | 2038-06-15      | Fixed         | 8.15%                 | No            | 2                  | On Loan: No      |
| HUNGARY                                                                                             | Hungary Government International Bond                                           | CUSIP: 445545AV8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    542000 | PA      | $557745.27    | 0.11%             | 2030-09-26      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| HUNGARY                                                                                             | Hungary Government International Bond                                           | CUSIP: 445545AX4<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    646000 | PA      | $701460.33    | 0.14%             | 2055-09-23      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                                            | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123014.35    | 0.02%             | 2027-12-01      | Fixed         | 3.48%                 | No            | 2                  | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                                                                            | Huntsman International LLC                                                      | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    494000 | PA      | $456672.75    | 0.09%             | 2029-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                                                                            | Huntsman International LLC                                                      | CUSIP: 44701QBG6<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    342000 | PA      | $298565.22    | 0.06%             | 2034-10-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| HYATT HOTELS CORP                                                                                   | Hyatt Hotels Corp                                                               | CUSIP: 448579AG7<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42079.80     | 0.01%             | 2028-09-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| INEOS FINANCE PLC                                                                                   | INEOS Finance PLC                                                               | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |     90000 | PA      | $83419.75     | 0.02%             | 2029-04-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| ITT HOLDINGS LLC                                                                                    | ITT Holdings LLC                                                                | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    451000 | PA      | $437306.94    | 0.09%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| ICNQ Mortgage Trust                                                                                 | ICNQ 2024-MF Mortgage Trust                                                     | CUSIP: 450953AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $616250.75    | 0.12%             | 2034-12-10      | Fixed         | 5.78%                 | Yes           | 2                  | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                                               | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    134000 | PA      | $133940.45    | 0.03%             | 2026-05-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                                               | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $442241.19    | 0.09%             | 2027-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                                               | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    334000 | PA      | $287410.94    | 0.06%             | 2029-02-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                                               | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102CJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    226000 | PA      | $217477.00    | 0.04%             | 2030-06-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                                               | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $145551.84    | 0.03%             | 2029-11-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| ICICI BANK LTD/DUBAI                                                                                | ICICI Bank Ltd/Dubai                                                            | CUSIP: 45112EAH2<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | DBT              | CORP              | IN        |    114000 | PA      | $112574.48    | 0.02%             | 2027-12-14      | Fixed         | 3.80%                 | Yes           | 2                  | On Loan: No      |
| IDAHO POWER CO                                                                                      | Idaho Power Co                                                                  | CUSIP: 45138LBJ1<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |     96000 | PA      | $99357.01     | 0.02%             | 2054-04-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                                            | iHeartCommunications Inc                                                        | CUSIP: 45174HBG1<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    375000 | PA      | $341250.00    | 0.07%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                                             | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     97000 | PA      | $99949.33     | 0.02%             | 2027-07-27      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| Imperial Fund LLC                                                                                   | Imperial Fund Mortgage Trust 2022-NQM3                                          | CUSIP: 45276KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    337866 | PA      | $335463.66    | 0.07%             | 2067-05-25      | Variable      | 4.38%                 | Yes           | 2                  | On Loan: No      |
| Indonesia Government International Bonds                                                            | Indonesia Government International Bonds                                        | CUSIP: 455780DJ2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $189881.86    | 0.04%             | 2032-03-31      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF INDONESIA                                                                               | Indonesia Government International Bond                                         | CUSIP: 455780DK9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $169331.00    | 0.03%             | 2052-03-31      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Indonesia Government International Bonds                                                            | Indonesia Government International Bonds                                        | CUSIP: 455780DQ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    293000 | PA      | $295296.93    | 0.06%             | 2028-01-11      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF INDONESIA                                                                               | Indonesia Government International Bond                                         | CUSIP: 455780DS2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    720000 | PA      | $742730.00    | 0.15%             | 2053-01-11      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| INFRAESTRUCTURA ENERGETI                                                                            | Infraestructura Energetica Nova SAPI de CV                                      | CUSIP: 456829AA8<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |    162000 | PA      | $159090.02    | 0.03%             | 2028-01-14      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| INRETAIL CONSUMER                                                                                   | InRetail Consumer                                                               | CUSIP: 45790TAB1<br>LEI: 254900BI1YXHZ31NSP51 | Long             | DBT              | CORP              | PE        |     97000 | PA      | $94295.82     | 0.02%             | 2028-03-22      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                                            | International Flavors & Fragrances Inc                                          | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     76000 | PA      | $76284.73     | 0.02%             | 2028-09-26      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                                            | International Flavors & Fragrances Inc                                          | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    137000 | PA      | $130719.84    | 0.03%             | 2027-10-15      | Fixed         | 1.83%                 | Yes           | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                                                                 | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBB2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    130000 | PA      | $129211.00    | 0.03%             | 2027-07-14      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| INTOWN Mortgage Trust                                                                               | INTOWN 2025-STAY Mortgage Trust                                                 | CUSIP: 46117WAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $500596.14    | 0.10%             | 2042-03-15      | Floating      | 6.28%                 | Yes           | 2                  | On Loan: No      |
| INVERSION ESCROW ISSUER                                                                             | Inversion Escrow Issuer LLC                                                     | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |    363000 | PA      | $354257.75    | 0.07%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| ION PLATFORM FINANCE US                                                                             | ION Platform Finance US Inc                                                     | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195112.13    | 0.04%             | 2032-09-30      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| IRON MOUNTAIN INC                                                                                   | Iron Mountain Inc                                                               | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      4000 | PA      | $3947.47      | 0.00%             | 2029-09-15      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| IRON MOUNTAIN INC                                                                                   | Iron Mountain Inc                                                               | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    171000 | PA      | $164277.32    | 0.03%             | 2031-02-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| ITC HOLDINGS CORP                                                                                   | ITC Holdings Corp                                                               | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    127000 | PA      | $128604.53    | 0.03%             | 2027-09-22      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| J.G. Wentworth XLII LLC                                                                             | JG Wentworth XLII LLC                                                           | CUSIP: 46590UAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    389825 | PA      | $362241.29    | 0.07%             | 2077-10-15      | Fixed         | 4.70%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2019-8                                                 | CUSIP: 46591KBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46190 | PA      | $41393.92     | 0.01%             | 2050-03-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2021-1                                                 | CUSIP: 46592EBM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    268575 | PA      | $223682.70    | 0.04%             | 2051-06-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2025-CCM1                                              | CUSIP: 46593MAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    770193 | PA      | $772886.25    | 0.16%             | 2055-06-25      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| JH NORTH AMERICA HOLDING                                                                            | JH North America Holdings Inc                                                   | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    173000 | PA      | $176213.76    | 0.04%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| JH NORTH AMERICA HOLDING                                                                            | JH North America Holdings Inc                                                   | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189866.77    | 0.04%             | 2032-07-31      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| JB POINDEXTER & CO INC                                                                              | JB Poindexter & Co Inc                                                          | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |    649000 | PA      | $679152.29    | 0.14%             | 2031-12-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                                       | JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC                   | CUSIP: 466330AN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249938.60    | 0.05%             | 2038-04-15      | Floating      | 6.85%                 | Yes           | 2                  | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                                          | JPMBB Commercial Mortgage Securities Trust 2015-C27                             | CUSIP: 46644ABH4<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |    351298 | PA      | $507.34       | 0.00%             | 2048-02-15      | Variable      | 0.71%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2017-6                                                 | CUSIP: 46649HAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55182 | PA      | $50280.63     | 0.01%             | 2048-12-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2018-3                                                 | CUSIP: 46649TBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    680042 | PA      | $622095.56    | 0.13%             | 2048-09-25      | Variable      | 3.70%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2019-1                                                 | CUSIP: 46650HAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22388 | PA      | $21017.57     | 0.00%             | 2049-05-25      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2018-6                                                 | CUSIP: 46650JAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    223627 | PA      | $208224.73    | 0.04%             | 2048-12-25      | Variable      | 3.90%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | J.P. Morgan Mortgage Trust 2019-2                                               | CUSIP: 46650TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14404 | PA      | $13690.58     | 0.00%             | 2049-08-25      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2019-HYB1                                              | CUSIP: 46651FAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    596413 | PA      | $598842.69    | 0.12%             | 2049-10-25      | Variable      | 4.99%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2019-7                                                 | CUSIP: 46651GBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    336564 | PA      | $294606.59    | 0.06%             | 2050-02-25      | Variable      | 2.95%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2019-LTV3                                              | CUSIP: 46651HAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1465 | PA      | $1458.07      | 0.00%             | 2050-03-25      | Variable      | 3.47%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2020-1                                                 | CUSIP: 46651XAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    281580 | PA      | $252467.74    | 0.05%             | 2050-06-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2020-1                                                 | CUSIP: 46651XBH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125402 | PA      | $113536.21    | 0.02%             | 2050-06-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2020-8                                                 | CUSIP: 46652TAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    143254 | PA      | $125207.91    | 0.03%             | 2051-03-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2021-4                                                 | CUSIP: 46652VBN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    199146 | PA      | $165723.31    | 0.03%             | 2051-08-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2020-5                                                 | CUSIP: 46653JBU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    392651 | PA      | $345098.13    | 0.07%             | 2050-12-25      | Variable      | 3.57%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | J.P. Morgan Mortgage Trust 2022-4                                               | CUSIP: 46655GAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    389712 | PA      | $338237.39    | 0.07%             | 2052-10-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | J.P. Morgan Mortgage Trust 2023-8                                               | CUSIP: 46657CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    525000 | PA      | $532813.47    | 0.11%             | 2054-02-25      | Variable      | 6.00%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | J.P. Morgan Mortgage Trust 2023-8                                               | CUSIP: 46657CAR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    968704 | PA      | $963099.76    | 0.19%             | 2054-02-25      | Variable      | 6.23%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust Series 2024-4                                          | CUSIP: 46657WAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    602808 | PA      | $612560.91    | 0.12%             | 2054-10-25      | Variable      | 6.50%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2024-INV1                                              | CUSIP: 46658PAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1007184.10   | 0.20%             | 2055-04-25      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| JACOBS ENGINEERING GROUP                                                                            | Jacobs Engineering Group Inc                                                    | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    175000 | PA      | $184477.81    | 0.04%             | 2028-08-18      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                                                            | Jacobs Entertainment Inc                                                        | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |    514000 | PA      | $498080.76    | 0.10%             | 2029-02-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| JAMES HARDIE INTL FIN                                                                               | James Hardie International Finance DAC                                          | CUSIP: 47032FAB5<br>LEI: 635400G32A4Q1LVQ8M88 | Long             | DBT              | CORP              | IE        |     95000 | PA      | $94546.25     | 0.02%             | 2028-01-15      | Fixed         | 5.00%                 | Yes           | 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        |     26000 | PA      | $27109.10     | 0.01%             | 2033-05-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| JDE PEET'S NV                                                                                       | JDE Peet's NV                                                                   | CUSIP: 47216QAB9<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |     78000 | PA      | $75232.97     | 0.02%             | 2027-01-15      | Fixed         | 1.38%                 | Yes           | 2                  | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                                                            | Jefferson Capital Holdings LLC                                                  | CUSIP: 472481AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    763000 | PA      | $762294.57    | 0.15%             | 2026-08-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                                                            | Jefferson Capital Holdings LLC                                                  | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    351000 | PA      | $370204.42    | 0.07%             | 2029-02-15      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                                                            | Jefferson Capital Holdings LLC                                                  | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    421000 | PA      | $436365.57    | 0.09%             | 2030-05-15      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                                                             | JetBlue Airways Corp / JetBlue Loyalty LP                                       | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    162000 | PA      | $159184.22    | 0.03%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                                                              | Kazakhstan Government International Bond                                        | CUSIP: 486661BN0<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    576000 | PA      | $584787.13    | 0.12%             | 2032-07-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                                                              | Kazakhstan Government International Bond                                        | CUSIP: 486661BQ3<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    238000 | PA      | $236157.53    | 0.05%             | 2030-10-28      | Fixed         | 4.41%                 | Yes           | 2                  | On Loan: No      |
| KENNEDY-WILSON INC                                                                                  | Kennedy-Wilson Inc                                                              | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    184000 | PA      | $173824.74    | 0.03%             | 2029-03-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC                                                                                | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAF7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    220000 | PA      | $221255.39    | 0.04%             | 2028-05-25      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| KINGSTON AIRPORT REV FIN                                                                            | Kingston Airport Revenue Finance Ltd                                            | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |    299000 | PA      | $304389.04    | 0.06%             | 2036-12-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| KIRBY CORPORATION                                                                                   | Kirby Corp                                                                      | CUSIP: 497266AC0<br>LEI: I7NO6FZO5GUCG585T325 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70826.94     | 0.01%             | 2028-03-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| KIOXIA HOLDINGS CORP                                                                                | Kioxia Holdings Corp                                                            | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |    261000 | PA      | $269585.01    | 0.05%             | 2030-07-24      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| KIOXIA HOLDINGS CORP                                                                                | Kioxia Holdings Corp                                                            | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |    320000 | PA      | $334180.27    | 0.07%             | 2033-07-24      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                                             | Kodiak Gas Services LLC                                                         | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166017.11    | 0.03%             | 2029-02-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| KOHL'S CORPORATION                                                                                  | Kohl's Corp                                                                     | CUSIP: 500255AV6<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    132000 | PA      | $85646.51     | 0.02%             | 2045-07-17      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| KOHL'S CORPORATION                                                                                  | Kohl's Corp                                                                     | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    510000 | PA      | $397957.49    | 0.08%             | 2031-05-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                                                | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAT3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    131000 | PA      | $132362.44    | 0.03%             | 2029-01-30      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| KSL Commercial Mortgage Trust                                                                       | KSL Commercial Mortgage Trust 2024-HT2                                          | CUSIP: 500937AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    582544 | PA      | $580651.05    | 0.12%             | 2039-12-15      | Floating      | 7.32%                 | Yes           | 2                  | On Loan: No      |
| KROGER CO                                                                                           | Kroger Co/The                                                                   | CUSIP: 501044DN8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    143000 | PA      | $111419.75    | 0.02%             | 2050-01-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| KSA IJARAH SUKUK LTD                                                                                | KSA Ijarah Sukuk Ltd                                                            | CUSIP: 50116FAB8<br>LEI: 558600OCHJOSSXHWLV71 | Long             | DBT              | NUSS              | KY        |   1134000 | PA      | $1147980.78   | 0.23%             | 2035-09-09      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| KUWAIT INTL BOND                                                                                    | Kuwait International Government Bond                                            | CUSIP: 501499AF4<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |   2709000 | PA      | $2719759.28   | 0.55%             | 2035-10-09      | Fixed         | 4.65%                 | Yes           | 2                  | On Loan: No      |
| BATH & BODY WORKS INC                                                                               | Bath & Body Works Inc                                                           | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    251000 | PA      | $262306.83    | 0.05%             | 2035-11-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| BATH & BODY WORKS INC                                                                               | Bath & Body Works Inc                                                           | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     78000 | PA      | $80719.90     | 0.02%             | 2036-07-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| LKQ CORP                                                                                            | LKQ Corp                                                                        | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118773.55    | 0.02%             | 2028-06-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| LCM Ltd Partnership                                                                                 | LCM 28 Ltd                                                                      | CUSIP: 50200WAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500409.00    | 0.10%             | 2030-10-20      | Floating      | 6.30%                 | Yes           | 2                  | On Loan: No      |
| LCPR SR SECURED FIN DAC                                                                             | LCPR Senior Secured Financing DAC                                               | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    336000 | PA      | $210031.09    | 0.04%             | 2027-10-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| LGENERGYSOLUTION                                                                                    | LG Energy Solution Ltd                                                          | CUSIP: 50205MAB5<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    141000 | PA      | $145972.36    | 0.03%             | 2028-09-25      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| LPL HOLDINGS INC                                                                                    | LPL Holdings Inc                                                                | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    192000 | PA      | $187767.34    | 0.04%             | 2029-03-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| LAMB WESTON HLD                                                                                     | Lamb Weston Holdings Inc                                                        | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    202000 | PA      | $192560.98    | 0.04%             | 2032-01-31      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| ENI USA INC                                                                                         | Eni USA Inc                                                                     | CUSIP: 51808BAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     97000 | PA      | $102613.91    | 0.02%             | 2027-11-15      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| LENNOX INTERNATIONAL INC                                                                            | Lennox International Inc                                                        | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    111000 | PA      | $114660.82    | 0.02%             | 2028-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                                                               | Level 3 Financing Inc                                                           | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    143000 | PA      | $128682.20    | 0.03%             | 2029-01-15      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                                                               | Level 3 Financing Inc                                                           | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    701335 | PA      | $720790.17    | 0.14%             | 2034-03-31      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                                            | Liberty Mutual Group Inc                                                        | CUSIP: 53079EAN4<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    131000 | PA      | $150691.31    | 0.03%             | 2037-03-15      | Fixed         | 7.80%                 | Yes           | 2                  | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                                | LifePoint Health Inc                                                            | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    633000 | PA      | $683671.28    | 0.14%             | 2030-08-15      | Fixed         | 9.88%                 | Yes           | 2                  | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                                | LifePoint Health Inc                                                            | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    712000 | PA      | $784913.15    | 0.16%             | 2030-10-15      | Fixed         | 11.00%                | Yes           | 2                  | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                                | LifePoint Health Inc                                                            | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    820000 | PA      | $872071.52    | 0.18%             | 2032-06-01      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                                | LifePoint Health Inc                                                            | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     53000 | PA      | $57244.42     | 0.01%             | 2032-02-15      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| LIGHTNING POWER LLC                                                                                 | Lightning Power LLC                                                             | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    962000 | PA      | $1019620.35   | 0.21%             | 2032-08-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| BATH & BODY WORKS INC                                                                               | Bath & Body Works Inc                                                           | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144975.66    | 0.03%             | 2033-03-01      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| BATH & BODY WORKS INC                                                                               | Bath & Body Works Inc                                                           | CUSIP: 532716AN7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83428.56     | 0.02%             | 2037-07-15      | Fixed         | 7.60%                 | No            | 2                  | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                                                            | Live Nation Entertainment Inc                                                   | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    382000 | PA      | $380937.58    | 0.08%             | 2027-10-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| LoanCore Issuer, Ltd.                                                                               | LoanCore 2025-CRE9 Issuer LLC                                                   | CUSIP: 538912AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    750000 | PA      | $750230.78    | 0.15%             | 2042-08-18      | Floating      | 5.51%                 | Yes           | 2                  | On Loan: No      |
| LoanCore Issuer, Ltd.                                                                               | LoanCore 2025 2025-CRE8 Issuer LLC                                              | CUSIP: 53947FAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $494228.73    | 0.10%             | 2042-08-17      | Floating      | 6.18%                 | Yes           | 2                  | On Loan: No      |
| LOUISIANA-PACIFIC CORP                                                                              | Louisiana-Pacific Corp                                                          | CUSIP: 546347AM7<br>LEI: 549300C7E2UAO5BVRR75 | Long             | DBT              | CORP              | US        |    117000 | PA      | $112460.46    | 0.02%             | 2029-03-15      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| M&T BANK CORPORATION                                                                                | M&T Bank Corp                                                                   | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     76000 | PA      | $82309.28     | 0.02%             | 2029-10-30      | Fixed         | 7.41%                 | No            | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                                         | MF1 2021-FL6 Ltd                                                                | CUSIP: 55283TAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499684.40    | 0.10%             | 2036-07-16      | Floating      | 6.70%                 | Yes           | 2                  | On Loan: No      |
| MGIC INVESTMENT CORP                                                                                | MGIC Investment Corp                                                            | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |    151000 | PA      | $150959.59    | 0.03%             | 2028-08-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Merit                                                                                               | MHP 2022-MHIL                                                                   | CUSIP: 55293DAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $239828.93    | 0.05%             | 2039-01-15      | Floating      | 6.64%                 | Yes           | 2                  | On Loan: No      |
| MGM RESORTS INTL                                                                                    | MGM Resorts International                                                       | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223417.07    | 0.04%             | 2032-04-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| MHC Commercial Mortgage Trust                                                                       | MHC Commercial Mortgage Trust 2021-MHC                                          | CUSIP: 55316VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $319883.63    | 0.06%             | 2038-04-15      | Floating      | 6.75%                 | Yes           | 2                  | On Loan: No      |
| MPH ACQUISITION HOLDINGS                                                                            | MPH Acquisition Holdings LLC                                                    | CUSIP: 553283AD4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    167000 | PA      | $129736.93    | 0.03%             | 2028-09-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| MPLX LP                                                                                             | MPLX LP                                                                         | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     98000 | PA      | $98126.45     | 0.02%             | 2027-12-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                                             | MPLX LP                                                                         | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    132000 | PA      | $121518.83    | 0.02%             | 2030-08-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                                             | Macy's Retail Holdings LLC                                                      | CUSIP: 55616XAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    229000 | PA      | $185068.87    | 0.04%             | 2042-01-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                                             | Macy's Retail Holdings LLC                                                      | CUSIP: 55616XAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    417000 | PA      | $300570.49    | 0.06%             | 2043-02-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                                             | Macy's Retail Holdings LLC                                                      | CUSIP: 55616XAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    253000 | PA      | $224293.14    | 0.05%             | 2034-12-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding Ltd                                                                            | Madison Park Funding XXXI Ltd                                                   | CUSIP: 55819DBE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $251122.25    | 0.05%             | 2037-07-23      | Floating      | 6.11%                 | Yes           | 2                  | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                            | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    248000 | PA      | $189099.73    | 0.04%             | 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        |     91000 | PA      | $73018.30     | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                            | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    655000 | PA      | $636266.86    | 0.13%             | 2029-03-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Market Street CLO Ltd                                                                               | Market Street CLO Ltd II                                                        | CUSIP: 57064FAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1400000 | PA      | $1401948.80   | 0.28%             | 2038-03-20      | Floating      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| MARKS & SPENCER PLC                                                                                 | Marks & Spencer PLC                                                             | CUSIP: 57069PAA0<br>LEI: 213800CN1RI3UCIZWB95 | Long             | DBT              | CORP              | GB        |    111000 | PA      | $122278.80    | 0.02%             | 2037-12-01      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                                              | Marriott International Inc/MD                                                   | CUSIP: 571903BN2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    162000 | PA      | $168237.78    | 0.03%             | 2028-10-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| MASCO CORP                                                                                          | Masco Corp                                                                      | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    132000 | PA      | $124084.99    | 0.02%             | 2028-02-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| MATTAMY GROUP CORP                                                                                  | Mattamy Group Corp                                                              | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    620000 | PA      | $601768.78    | 0.12%             | 2030-03-01      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| MATTEL INC                                                                                          | Mattel Inc                                                                      | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    223000 | PA      | $216286.30    | 0.04%             | 2029-04-01      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| MAUSER PACKAGING SOLUT                                                                              | Mauser Packaging Solutions Holding Co                                           | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    807000 | PA      | $797246.07    | 0.16%             | 2027-04-15      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| MAUSER PACKAGING SOLUT                                                                              | Mauser Packaging Solutions Holding Co                                           | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    507000 | PA      | $508607.63    | 0.10%             | 2027-04-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                                               | McGraw-Hill Education Inc                                                       | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    474000 | PA      | $473085.29    | 0.10%             | 2028-08-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| MAZOON ASSETS CO SAOC                                                                               | Mazoon Assets Co SAOC                                                           | CUSIP: 57886LAD4<br>LEI: 6354003TDIRN5Y6LJP91 | Long             | DBT              | CORP              | OM        |    254000 | PA      | $260313.50    | 0.05%             | 2031-10-09      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| MCDONALD'S CORP                                                                                     | McDonald's Corp                                                                 | CUSIP: 58013MEH3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     66000 | PA      | $70108.00     | 0.01%             | 2039-02-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| MELCO RESORTS FINANCE                                                                               | Melco Resorts Finance Ltd                                                       | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     92000 | PA      | $96749.98     | 0.02%             | 2032-04-17      | Fixed         | 7.63%                 | Yes           | 2                  | On Loan: No      |
| Mello Mortgage Capital Acceptance Trust                                                             | Mello Mortgage Capital Acceptance 2018-MTG2                                     | CUSIP: 585499BR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    836395 | PA      | $804020.17    | 0.16%             | 2048-10-25      | Variable      | 4.36%                 | Yes           | 2                  | On Loan: No      |
| MERCURY GENERAL CORP                                                                                | Mercury General Corp                                                            | CUSIP: 589400AB6<br>LEI: 5493001Q9EXPCEL4W527 | Long             | DBT              | CORP              | US        |    123000 | PA      | $122673.80    | 0.02%             | 2027-03-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| MERITAGE HOMES CORP                                                                                 | Meritage Homes Corp                                                             | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    119000 | PA      | $116365.91    | 0.02%             | 2029-04-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| METHANEX CORP                                                                                       | Methanex Corp                                                                   | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     36000 | PA      | $31334.41     | 0.01%             | 2044-12-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| METHANEX CORP                                                                                       | Methanex Corp                                                                   | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    757000 | PA      | $753417.37    | 0.15%             | 2029-12-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Merit                                                                                               | MHP Commercial Mortgage Trust 2025-MHIL2                                        | CUSIP: 59317DAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $349992.62    | 0.07%             | 2040-09-15      | Floating      | 6.68%                 | Yes           | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                                         | MF1 2025-FL20 LLC                                                               | CUSIP: 59319CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $501988.75    | 0.10%             | 2043-02-18      | Floating      | 5.48%                 | Yes           | 2                  | On Loan: No      |
| MIDWEST CONNECTOR CAPIT                                                                             | Midwest Connector Capital Co LLC                                                | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    108000 | PA      | $108473.85    | 0.02%             | 2029-04-01      | Fixed         | 4.63%                 | Yes           | 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        |    488000 | PA      | $473809.07    | 0.10%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| MILLROSE PROPERTIES INC                                                                             | Millrose Properties Inc                                                         | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              |  | US        |    338000 | PA      | $339613.04    | 0.07%             | 2032-09-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| MISC CAPITAL TWO LABUAN                                                                             | MISC Capital Two Labuan Ltd                                                     | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |    125000 | PA      | $123831.72    | 0.02%             | 2027-04-06      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| MOLINA HEALTHCARE INC                                                                               | Molina Healthcare Inc                                                           | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    164000 | PA      | $160067.62    | 0.03%             | 2028-06-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| MOLINA HEALTHCARE INC                                                                               | Molina Healthcare Inc                                                           | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    203000 | PA      | $187499.48    | 0.04%             | 2030-11-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| MOLINA HEALTHCARE INC                                                                               | Molina Healthcare Inc                                                           | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    856000 | PA      | $860862.38    | 0.17%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                                              | Mondelez International Inc                                                      | CUSIP: 609207AW5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    114000 | PA      | $69176.59     | 0.01%             | 2050-09-04      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| MONGOLIA INTL BOND                                                                                  | Mongolia Government International Bond                                          | CUSIP: 60937LAJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |    200000 | PA      | $205123.85    | 0.04%             | 2030-02-25      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| LYB FINANCE CO BV                                                                                   | LYB Finance Co BV                                                               | CUSIP: 61238QAA6<br>LEI: 549300BBGA3CFHX0KS75 | Long             | DBT              | CORP              | NL        |     77000 | PA      | $80573.77     | 0.02%             | 2027-03-15      | Fixed         | 8.10%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                                                      | Morgan Stanley Capital I 2017-HR2                                               | CUSIP: 61691NAF2<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   2378600 | PA      | $34611.39     | 0.01%             | 2050-12-15      | Variable      | 0.85%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                                                      | Morgan Stanley Capital I Trust 2019-L3                                          | CUSIP: 61691UBF5<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   5118688 | PA      | $107409.98    | 0.02%             | 2052-11-15      | Variable      | 0.60%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                                                      | Morgan Stanley Capital I Trust 2021-L5                                          | CUSIP: 61691YAP6<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   1472127 | PA      | $66760.70     | 0.01%             | 2054-05-15      | Variable      | 1.26%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley BAML Trust                                                                           | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                     | CUSIP: 61766EBG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7710000 | PA      | $9578.13      | 0.00%             | 2049-05-15      | Variable      | 0.93%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                                                      | Morgan Stanley Capital I Trust 2019-H6                                          | CUSIP: 61769JAC5<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    377000 | PA      | $294784.25    | 0.06%             | 2052-06-15      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                                                      | Morgan Stanley Capital I Trust 2019-H7                                          | CUSIP: 61771MAX8<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   5685714 | PA      | $196970.59    | 0.04%             | 2052-07-15      | Variable      | 1.22%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY DIRECT                                                                               | Morgan Stanley Direct Lending Fund                                              | CUSIP: 61774AAD5<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58757.95     | 0.01%             | 2027-02-11      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                                      | Morgan Stanley Residential Mortgage Loan Trust 2024-2                           | CUSIP: 61776FBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    489985 | PA      | $524265.82    | 0.11%             | 2054-03-25      | Variable      | 7.13%                 | Yes           | 2                  | On Loan: No      |
| Mosaic Solar Loans LLC                                                                              | Mosaic Solar Loan Trust 2018-2-GS                                               | CUSIP: 61946LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125394 | PA      | $117495.94    | 0.02%             | 2044-02-22      | Fixed         | 4.20%                 | Yes           | 2                  | On Loan: No      |
| Mosaic Solar Loans LLC                                                                              | Mosaic Solar Loan Trust 2018-2-GS                                               | CUSIP: 61946LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     48073 | PA      | $43805.09     | 0.01%             | 2044-02-22      | Fixed         | 4.74%                 | Yes           | 2                  | On Loan: No      |
| Mosaic Solar Loans LLC                                                                              | Mosaic Solar Loan Trust 2020-1                                                  | CUSIP: 61946NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    164571 | PA      | $143256.62    | 0.03%             | 2046-04-20      | Fixed         | 3.10%                 | Yes           | 2                  | On Loan: No      |
| Mosaic Solar Loans LLC                                                                              | Mosaic Solar Loan Trust 2020-2                                                  | CUSIP: 61946PAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185821 | PA      | $154372.61    | 0.03%             | 2046-08-20      | Fixed         | 2.21%                 | Yes           | 2                  | On Loan: No      |
| Mosaic Solar Loans LLC                                                                              | Mosaic Solar Loan Trust 2021-2                                                  | CUSIP: 61946RAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    304678 | PA      | $243296.10    | 0.05%             | 2047-04-22      | Fixed         | 2.09%                 | Yes           | 2                  | On Loan: No      |
| Mosaic Solar Loans LLC                                                                              | Mosaic Solar Loan Trust 2021-1                                                  | CUSIP: 61947DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    486870 | PA      | $393620.60    | 0.08%             | 2046-12-20      | Fixed         | 2.05%                 | Yes           | 2                  | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                                              | Motorola Solutions Inc                                                          | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    103000 | PA      | $104116.29    | 0.02%             | 2029-05-23      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| MEDLINE BORROWER LP                                                                                 | Medline Borrower LP                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    134000 | PA      | $130178.99    | 0.03%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| MEDLINE BORROWER LP                                                                                 | Medline Borrower LP                                                             | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39832.72     | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| MURPHY OIL CORP                                                                                     | Murphy Oil Corp                                                                 | CUSIP: 626717AG7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    534000 | PA      | $451878.96    | 0.09%             | 2042-12-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| MURPHY OIL USA INC                                                                                  | Murphy Oil USA Inc                                                              | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    179000 | PA      | $176696.59    | 0.04%             | 2029-09-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| NGPL PIPECO LLC                                                                                     | NGPL PipeCo LLC                                                                 | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    103000 | PA      | $119912.31    | 0.02%             | 2037-12-15      | Fixed         | 7.77%                 | Yes           | 2                  | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                                                               | NGL Energy Operating LLC / NGL Energy Finance Corp                              | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $306737.65    | 0.06%             | 2029-02-15      | Fixed         | 8.13%                 | Yes           | 2                  | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                                                               | NGL Energy Operating LLC / NGL Energy Finance Corp                              | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    379000 | PA      | $387425.84    | 0.08%             | 2032-02-15      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| NRG ENERGY INC                                                                                      | NRG Energy Inc                                                                  | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    133000 | PA      | $127483.71    | 0.03%             | 2027-12-02      | Fixed         | 2.45%                 | Yes           | 2                  | On Loan: No      |
| NRG ENERGY INC                                                                                      | NRG Energy Inc                                                                  | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24482.60     | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| NRG ENERGY INC                                                                                      | NRG Energy Inc                                                                  | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    111000 | PA      | $114329.42    | 0.02%             | 2034-11-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| NCR ATLEOS LLC                                                                                      | NCR Atleos Corp                                                                 | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    164000 | PA      | $177062.55    | 0.04%             | 2029-04-01      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| Navient Student Loan Trust                                                                          | Navient Private Education Refi Loan Trust 2020-H                                | CUSIP: 63935BAA1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |     90564 | PA      | $85530.85     | 0.02%             | 2069-01-15      | Fixed         | 1.31%                 | Yes           | 2                  | On Loan: No      |
| NAVIENT CORP                                                                                        | Navient Corp                                                                    | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35145.66     | 0.01%             | 2032-06-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Navient Student Loan Trust                                                                          | Navient Private Education Refi Loan Trust 2021-A                                | CUSIP: 63942BAB0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $365281.35    | 0.07%             | 2069-05-15      | Fixed         | 2.24%                 | Yes           | 2                  | On Loan: No      |
| NEPTUNE BIDCO US INC                                                                                | Neptune Bidco US Inc                                                            | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    585000 | PA      | $577659.96    | 0.12%             | 2029-04-15      | Fixed         | 9.29%                 | Yes           | 2                  | On Loan: No      |
| NESCO HOLDINGS II INC                                                                               | NESCO Holdings II Inc                                                           | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |    656000 | PA      | $641352.85    | 0.13%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Neuberger Berman CLO Ltd                                                                            | Neuberger Berman Loan Advisers CLO 27 Ltd                                       | CUSIP: 64131WAS6<br>LEI: 549300IWMW28G8CR9G28 | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $552410.10    | 0.11%             | 2038-07-15      | Floating      | 6.00%                 | Yes           | 2                  | On Loan: No      |
| NEW ENTERPRISE STONE & L                                                                            | New Enterprise Stone & Lime Co Inc                                              | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    638000 | PA      | $634172.56    | 0.13%             | 2028-07-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| NEW HOME CO INC/THE                                                                                 | New Home Co Inc/The                                                             | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |    299000 | PA      | $310444.08    | 0.06%             | 2030-11-01      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| NEWELL BRANDS INC                                                                                   | Newell Brands Inc                                                               | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    759000 | PA      | $714805.75    | 0.14%             | 2036-04-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| NEWELL BRANDS INC                                                                                   | Newell Brands Inc                                                               | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    650000 | PA      | $539283.13    | 0.11%             | 2046-04-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| NEWELL BRANDS INC                                                                                   | Newell Brands Inc                                                               | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    446000 | PA      | $423700.00    | 0.09%             | 2030-05-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| NEWELL BRANDS INC                                                                                   | Newell Brands Inc                                                               | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    316000 | PA      | $325184.68    | 0.07%             | 2028-06-01      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| NEWS CORP                                                                                           | News Corp                                                                       | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    184000 | PA      | $177469.69    | 0.04%             | 2029-05-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| NEXSTAR MEDIA INC                                                                                   | Nexstar Media Inc                                                               | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88574.65     | 0.02%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                                              | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     56000 | PA      | $56573.67     | 0.01%             | 2079-05-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                                              | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    116000 | PA      | $113619.46    | 0.02%             | 2082-03-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                                             | Nissan Motor Acceptance Co LLC                                                  | CUSIP: 654740BS7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33524.10     | 0.01%             | 2026-03-09      | Fixed         | 2.00%                 | Yes           | 2                  | On Loan: No      |
| NISSAN MOTOR CO                                                                                     | Nissan Motor Co Ltd                                                             | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     69000 | PA      | $64602.86     | 0.01%             | 2030-09-17      | Fixed         | 4.81%                 | Yes           | 2                  | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                                             | Nissan Motor Acceptance Co LLC                                                  | CUSIP: 65480CAE5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   1518000 | PA      | $1538758.19   | 0.31%             | 2026-09-15      | Fixed         | 6.95%                 | Yes           | 2                  | On Loan: No      |
| NOKIA OYJ                                                                                           | Nokia Oyj                                                                       | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    123000 | PA      | $122888.21    | 0.02%             | 2027-06-12      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                                                                                     | Nordea Bank Abp                                                                 | CUSIP: 65557FAH9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    163000 | PA      | $162590.82    | 0.03%             | 2033-09-13      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| NORDSON CORP                                                                                        | Nordson Corp                                                                    | CUSIP: 655663AA0<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    156000 | PA      | $161575.21    | 0.03%             | 2028-09-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| NORDSTROM INC                                                                                       | Nordstrom Inc                                                                   | CUSIP: 655664AR1<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    721000 | PA      | $545706.68    | 0.11%             | 2044-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| NORDSTROM INC                                                                                       | Nordstrom Inc                                                                   | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    395000 | PA      | $374535.94    | 0.08%             | 2030-04-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| NORDSTROM INC                                                                                       | Nordstrom Inc                                                                   | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    403000 | PA      | $368616.79    | 0.07%             | 2031-08-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| NORTHRIVER MIDSTREAM FIN                                                                            | Northriver Midstream Finance LP                                                 | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |    779000 | PA      | $793437.12    | 0.16%             | 2032-07-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| NOVELIS CORP                                                                                        | Novelis Corp                                                                    | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    109000 | PA      | $110520.81    | 0.02%             | 2033-08-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| OGE Energy Corp                                                                                     | OGE Energy Corp                                                                 | CUSIP: 6708K2Y33<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $999763.89    | 0.20%             | 2025-11-03      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                                            | OCP SA                                                                          | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    296000 | PA      | $330621.06    | 0.07%             | 2054-05-02      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                                                                            | OBX 2020-INV1 Trust                                                             | CUSIP: 67113CAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89812 | PA      | $81313.68     | 0.02%             | 2049-12-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                                                                            | OBX 2023-J1 Trust                                                               | CUSIP: 67116MAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    346518 | PA      | $340172.83    | 0.07%             | 2053-01-25      | Variable      | 4.50%                 | Yes           | 2                  | On Loan: No      |
| OCP CLO Ltd                                                                                         | OCP CLO 2022-24 Ltd                                                             | CUSIP: 67118YAU7<br>LEI: 254900KJTZSIMELS6Y52 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $501040.00    | 0.10%             | 2037-10-20      | Floating      | 5.83%                 | Yes           | 2                  | On Loan: No      |
| NXPT Commercial Mortgage Trust                                                                      | NXPT Commercial Mortgage Trust 2024-STOR                                        | CUSIP: 67119YAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $504581.59    | 0.10%             | 2041-11-05      | Variable      | 6.70%                 | Yes           | 2                  | On Loan: No      |
| ORL TRUST                                                                                           | ORL Trust 2024-GLKS                                                             | CUSIP: 67120DAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $501099.55    | 0.10%             | 2039-12-15      | Floating      | 7.22%                 | Yes           | 2                  | On Loan: No      |
| NYC Commercial Mortgage Trust                                                                       | NYC Commercial Mortgage Trust 2025-28L                                          | CUSIP: 67123JAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $497519.98    | 0.10%             | 2038-11-05      | Variable      | 5.01%                 | Yes           | 2                  | On Loan: No      |
| OAKTREE SPECIALTY LEND                                                                              | Oaktree Specialty Lending Corp                                                  | CUSIP: 67401PAC2<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |    134000 | PA      | $129885.79    | 0.03%             | 2027-01-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Oaktree CLO Ltd                                                                                     | Oaktree CLO 2022-3 Ltd                                                          | CUSIP: 67401RAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250751.25    | 0.05%             | 2037-10-15      | Floating      | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                                                                            | OBX 2024-NQM1 Trust                                                             | CUSIP: 67448LAA0<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |     95921 | PA      | $96465.42     | 0.02%             | 2063-11-25      | Variable      | 5.93%                 | Yes           | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                                            | Occidental Petroleum Corp                                                       | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    119000 | PA      | $126298.38    | 0.03%             | 2036-09-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                                            | Occidental Petroleum Corp                                                       | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     88000 | PA      | $92216.91     | 0.02%             | 2028-09-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| OCEANEERING INTL INC                                                                                | Oceaneering International Inc                                                   | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |    193000 | PA      | $194838.20    | 0.04%             | 2028-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| OCEANEERING INTL INC                                                                                | Oceaneering International Inc                                                   | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |    164000 | PA      | $164890.29    | 0.03%             | 2028-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BAPCO ENERGIES BSCC                                                                                 | Bapco Energies BSC Closed                                                       | CUSIP: 67778NAA6<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |    340000 | PA      | $354567.51    | 0.07%             | 2027-10-25      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| OMAN SOVEREIGN SUKUK                                                                                | Oman Sovereign Sukuk Co                                                         | CUSIP: 68204LZZ0<br>LEI: 549300KM6RUZQLK8LU36 | Long             | DBT              | NUSS              | OM        |    858000 | PA      | $858172.09    | 0.17%             | 2033-04-17      | Fixed         | 4.53%                 | Yes           | 2                  | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                                            | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    206000 | PA      | $194787.86    | 0.04%             | 2030-10-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                                            | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    347000 | PA      | $352837.15    | 0.07%             | 2029-09-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| ONEOK INC                                                                                           | ONEOK Inc                                                                       | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    123000 | PA      | $127454.93    | 0.03%             | 2028-11-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| 1261229 BC LTD                                                                                      | 1261229 BC Ltd                                                                  | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    827000 | PA      | $865299.74    | 0.17%             | 2032-04-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| ONT GAMING GTA/OTG CO-IS                                                                            | Ontario Gaming GTA LP/OTG Co-Issuer Inc                                         | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    898000 | PA      | $885864.64    | 0.18%             | 2030-08-01      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| OPEN TEXT CORP                                                                                      | Open Text Corp                                                                  | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    107000 | PA      | $111381.94    | 0.02%             | 2027-12-01      | Fixed         | 6.90%                 | Yes           | 2                  | On Loan: No      |
| OPEN TEXT INC                                                                                       | Open Text Holdings Inc                                                          | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $186362.36    | 0.04%             | 2030-02-15      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| FIBERCOP SPA                                                                                        | Fibercop SpA                                                                    | CUSIP: 683879AB6<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $198646.42    | 0.04%             | 2033-11-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| FIBERCOP SPA                                                                                        | Fibercop SpA                                                                    | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $190164.77    | 0.04%             | 2034-09-30      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| FIBERCOP SPA                                                                                        | Fibercop SpA                                                                    | CUSIP: 683879AH3<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    191000 | PA      | $193923.57    | 0.04%             | 2038-06-04      | Fixed         | 7.72%                 | Yes           | 2                  | On Loan: No      |
| ORACLE CORP                                                                                         | Oracle Corp                                                                     | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     90000 | PA      | $69999.82     | 0.01%             | 2041-03-25      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                                                                         | Oracle Corp                                                                     | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    155000 | PA      | $148269.35    | 0.03%             | 2028-03-25      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                                               | Blue Owl Capital Corp                                                           | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    103000 | PA      | $100327.50    | 0.02%             | 2027-01-15      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| PG&E CORP                                                                                           | PG&E Corp                                                                       | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    292000 | PA      | $289037.59    | 0.06%             | 2030-07-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| PG&E CORP                                                                                           | PG&E Corp                                                                       | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     73000 | PA      | $75129.68     | 0.02%             | 2055-03-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| PRA GROUP INC                                                                                       | PRA Group Inc                                                                   | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    991000 | PA      | $901552.50    | 0.18%             | 2029-10-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| PRA GROUP INC                                                                                       | PRA Group Inc                                                                   | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202941.80    | 0.04%             | 2028-02-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| PRA GROUP INC                                                                                       | PRA Group Inc                                                                   | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    414000 | PA      | $420625.07    | 0.08%             | 2030-01-31      | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| VIBRANTZ TECH INC                                                                                   | Vibrantz Technologies Inc                                                       | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |    322000 | PA      | $171980.82    | 0.03%             | 2030-02-15      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| PTC INC                                                                                             | PTC Inc                                                                         | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |    157000 | PA      | $154493.08    | 0.03%             | 2028-02-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| PMT Loan Trust                                                                                      | PMT Loan Trust 2025-J3                                                          | CUSIP: 69392XBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $501068.40    | 0.10%             | 2056-11-27      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| PRM5 Trust                                                                                          | PRM5 Trust 2025-PRM5                                                            | CUSIP: 693980AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $497688.14    | 0.10%             | 2033-03-10      | Variable      | 5.62%                 | Yes           | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                              | Pacific Gas and Electric Co                                                     | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32554.34     | 0.01%             | 2027-03-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                              | Pacific Gas and Electric Co                                                     | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     99000 | PA      | $96969.03     | 0.02%             | 2027-12-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                              | Pacific Gas and Electric Co                                                     | CUSIP: 694308KB2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     81000 | PA      | $80188.91     | 0.02%             | 2029-03-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| PACIFICORP                                                                                          | PacifiCorp                                                                      | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78825.01     | 0.02%             | 2055-09-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Pagaya AI Debt Selection Trust                                                                      | Pagaya AI Debt Grantor Trust 2025-1                                             | CUSIP: 69544NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    299974 | PA      | $301234.83    | 0.06%             | 2032-07-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square CLO Ltd                                                                               | Palmer Square CLO 2018-2 Ltd                                                    | CUSIP: 69688MAS4<br>LEI: 549300EYS8N79JYSXL17 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1255630.00   | 0.25%             | 2037-04-16      | Floating      | 6.39%                 | Yes           | 2                  | On Loan: No      |
| Panama Government International Bonds                                                               | Panama Government International Bonds                                           | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    288000 | PA      | $283599.39    | 0.06%             | 2028-03-17      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Panama Government International Bonds                                                               | Panama Government International Bonds                                           | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1434000 | PA      | $1182782.03   | 0.24%             | 2032-09-29      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Panama Government International Bonds                                                               | Panama Government International Bonds                                           | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    619000 | PA      | $722110.56    | 0.15%             | 2038-03-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| PARADIGM PRNT/CO-ISSUER                                                                             | Paradigm Parent LLC and Paradigm Parent CO-Issuer Inc                           | CUSIP: 69902PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $299133.47    | 0.06%             | 2032-04-17      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| PARSONS CORP                                                                                        | Parsons Corp                                                                    | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |    302000 | PA      | $344236.60    | 0.07%             | 2029-03-01      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                                                                            | FirstEnergy Pennsylvania Electric Co                                            | CUSIP: 708696BY4<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |    144000 | PA      | $140881.22    | 0.03%             | 2028-03-15      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                                                            | Performance Food Group Inc                                                      | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    148000 | PA      | $151982.24    | 0.03%             | 2032-09-15      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| PERRIGO FINANCE UNLIMITD                                                                            | Perrigo Finance Unlimited Co                                                    | CUSIP: 714295AA0<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    327000 | PA      | $271217.26    | 0.05%             | 2044-12-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                                                            | Perrigo Finance Unlimited Co                                                    | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    261000 | PA      | $263733.98    | 0.05%             | 2032-09-30      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Peru Government International Bonds                                                                 | Peru Government International Bonds                                             | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     41000 | PA      | $42139.79     | 0.01%             | 2035-02-08      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PERU                                                                                    | Peruvian Government International Bond                                          | CUSIP: 715638FC1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1013000 | PA      | $1041053.30   | 0.21%             | 2036-03-30      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PERU                                                                                    | Peruvian Government International Bond                                          | CUSIP: 715638FD9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    335000 | PA      | $353331.31    | 0.07%             | 2055-06-30      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| INDONESIA GOVT SUKUK                                                                                | Perusahaan Penerbit SBSN Indonesia III                                          | CUSIP: 71567RBD7<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    203000 | PA      | $205085.16    | 0.04%             | 2030-07-23      | Fixed         | 4.55%                 | Yes           | 2                  | On Loan: No      |
| INDONESIA GOVT SUKUK                                                                                | Perusahaan Penerbit SBSN Indonesia III                                          | CUSIP: 71567WAA3<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |   1209000 | PA      | $1221418.51   | 0.25%             | 2030-07-23      | Fixed         | 4.55%                 | Yes           | 2                  | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                                                            | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 71568QAH0<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    245000 | PA      | $256162.05    | 0.05%             | 2049-01-25      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| SUNCOR ENERGY INC                                                                                   | Suncor Energy Inc                                                               | CUSIP: 71644EAF9<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    192000 | PA      | $206487.37    | 0.04%             | 2028-11-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Petrobras Global Finance BV                                                                         | Petrobras Global Finance BV                                                     | CUSIP: 71647NAN9<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    556000 | PA      | $536998.66    | 0.11%             | 2115-06-05      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                                            | Petrobras Global Finance BV                                                     | CUSIP: 71647NBN8<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    752000 | PA      | $742999.32    | 0.15%             | 2036-01-10      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                 | Petroleos Mexicanos                                                             | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    489000 | PA      | $397319.57    | 0.08%             | 2045-01-23      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                 | Petroleos Mexicanos                                                             | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   3475000 | PA      | $2864920.35   | 0.58%             | 2047-09-21      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                 | Petroleos Mexicanos                                                             | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    480000 | PA      | $435108.57    | 0.09%             | 2050-01-23      | Fixed         | 7.69%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                 | Petroleos Mexicanos                                                             | CUSIP: 71656MAF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    597000 | PA      | $455093.51    | 0.09%             | 2025-11-30      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| PETRONAS CAPITAL LTD                                                                                | Petronas Capital Ltd                                                            | CUSIP: 716743AX7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    580000 | PA      | $618289.60    | 0.12%             | 2055-04-03      | Fixed         | 5.85%                 | Yes           | 2                  | On Loan: No      |
| Philippines Government International Bonds                                                          | Philippines Government International Bonds                                      | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    280000 | PA      | $188854.13    | 0.04%             | 2045-12-10      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                                             | Philippine Government International Bond                                        | CUSIP: 718286CN5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1205000 | PA      | $1049147.77   | 0.21%             | 2032-01-06      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                                             | Philippine Government International Bond                                        | CUSIP: 718286CV7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1175000 | PA      | $1198847.11   | 0.24%             | 2027-10-13      | Fixed         | 5.17%                 | No            | 2                  | On Loan: No      |
| PHINIA INC                                                                                          | Phinia Inc                                                                      | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |    459000 | PA      | $472621.13    | 0.10%             | 2032-10-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| PHOENIX AVIATION CAPITAL                                                                            | Phoenix Aviation Capital Ltd                                                    | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |     85000 | PA      | $89574.18     | 0.02%             | 2030-07-15      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                                            | Piedmont Operating Partnership LP                                               | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    187000 | PA      | $206972.72    | 0.04%             | 2028-07-20      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| PIKE CORP                                                                                           | Pike Corp                                                                       | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |    991000 | PA      | $987197.54    | 0.20%             | 2028-09-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| PLAYTIKA HOLDING CORP                                                                               | Playtika Holding Corp                                                           | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63215.63     | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Republic of Poland Government International Bonds                                                   | Republic of Poland Government International Bonds                               | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    566000 | PA      | $556415.75    | 0.11%             | 2054-03-18      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| PORT OF SPAIN WATERFRONT                                                                            | Port Of Spain Waterfront Development                                            | CUSIP: 73500YAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |    258100 | PA      | $261307.64    | 0.05%             | 2040-02-19      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| POST HOLDINGS INC                                                                                   | Post Holdings Inc                                                               | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38587.02     | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| POST HOLDINGS INC                                                                                   | Post Holdings Inc                                                               | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    128000 | PA      | $129663.14    | 0.03%             | 2034-10-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| PRESTIGE BRANDS INC                                                                                 | Prestige Brands Inc                                                             | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    177000 | PA      | $176411.40    | 0.04%             | 2028-01-15      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| PRIME HEALTHCARE SERVICE                                                                            | Prime Healthcare Services Inc                                                   | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $184148.98    | 0.04%             | 2029-09-01      | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                                                            | Prime Security Services Borrower LLC / Prime Finance Inc                        | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45118.04     | 0.01%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| ADT SEC CORP                                                                                        | ADT Security Corp/The                                                           | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    178000 | PA      | $172425.70    | 0.03%             | 2032-07-15      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| PRIO LUX HLD SARL                                                                                   | PRIO Luxembourg Holding Sarl                                                    | CUSIP: 74259PAA5<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |    726000 | PA      | $713970.20    | 0.14%             | 2030-10-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| PRM Trust                                                                                           | PRM Trust 2025-PRM6                                                             | CUSIP: 74277DAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249214.09    | 0.05%             | 2033-07-05      | Variable      | 6.58%                 | Yes           | 2                  | On Loan: No      |
| PRM7 Trust                                                                                          | PRM7 Trust 2025-PRM7                                                            | CUSIP: 74290HAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $494103.17    | 0.10%             | 2042-11-10      | Variable      | 5.85%                 | Yes           | 2                  | On Loan: No      |
| PROG HOLDINGS INC                                                                                   | PROG Holdings Inc                                                               | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |    770000 | PA      | $751220.62    | 0.15%             | 2029-11-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| PROSPECT CAPITAL CORP                                                                               | Prospect Capital Corp                                                           | CUSIP: 74348TAW2<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |    552000 | PA      | $496542.86    | 0.10%             | 2028-10-15      | Fixed         | 3.44%                 | No            | 2                  | On Loan: No      |
| PROSUS NV                                                                                           | Prosus NV                                                                       | CUSIP: 74365PAA6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    142000 | PA      | $136373.65    | 0.03%             | 2030-01-21      | Fixed         | 3.68%                 | Yes           | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                                            | Prudential Financial Inc                                                        | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136366.79    | 0.03%             | 2048-09-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| PERTAMINA HULU ENERGI PT                                                                            | Pertamina Hulu Energi PT                                                        | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |    537000 | PA      | $548738.15    | 0.11%             | 2030-05-21      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                                             | Public Service Electric and Gas Co                                              | CUSIP: 74456QCP9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    133000 | PA      | $133355.67    | 0.03%             | 2053-08-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                                            | Public Service Enterprise Group Inc                                             | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    108000 | PA      | $113043.88    | 0.02%             | 2028-10-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| QXO BUILDING PRODUCTS                                                                               | QXO Building Products Inc                                                       | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    391000 | PA      | $405573.86    | 0.08%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                                                            | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $169176.25    | 0.03%             | 2031-03-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                                               | Quikrete Holdings Inc                                                           | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47837.01     | 0.01%             | 2033-03-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2021-1                                                      | CUSIP: 749350AN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    131692 | PA      | $109678.23    | 0.02%             | 2051-03-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| RCKT Mortgage Trust 2020-1                                                                          | RCKT Mortgage Trust 2020-1                                                      | CUSIP: 749389AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    163927 | PA      | $140746.75    | 0.03%             | 2050-02-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| RPM INTERNATIONAL INC                                                                               | RPM International Inc                                                           | CUSIP: 749685AV5<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57584.70     | 0.01%             | 2027-03-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| RPM INTERNATIONAL INC                                                                               | RPM International Inc                                                           | CUSIP: 749685AX1<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    142000 | PA      | $143144.51    | 0.03%             | 2029-03-01      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| RFM RE-REMIC TRUST 2022-FRR1                                                                        | RFM Reremic Trust 2022-FRR1                                                     | CUSIP: 74971BAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    560000 | PA      | $507030.05    | 0.10%             | 2049-11-08      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| RFM RE-REMIC TRUST 2022-FRR1                                                                        | RFM Reremic Trust 2022-FRR1                                                     | CUSIP: 74971BBP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $961271.30    | 0.19%             | 2049-11-08      | Variable      | 2.33%                 | Yes           | 2                  | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                                              | Radiology Partners Inc                                                          | CUSIP: 75041VAC8<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |   1443781 | PA      | $1414008.69   | 0.28%             | 2030-02-15      | Fixed         | 9.78%                 | Yes           | 2                  | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                                              | Radiology Partners Inc                                                          | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    761000 | PA      | $792440.16    | 0.16%             | 2032-07-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| RAILWORKS HOLDINGS LP/R                                                                             | Railworks Holdings LP / Railworks Rally Inc                                     | CUSIP: 75079MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    639000 | PA      | $641124.16    | 0.13%             | 2028-11-15      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| TELECOM ITALIA FIN SA                                                                               | Telecom Italia Finance SA                                                       | CUSIP: 000000000<br>LEI: 549300O482B6CBF38D50 | Long             | DBT              | CORP              | LU        |    370000 | PA      | $528959.53    | 0.11%             | 2033-01-24      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| ReadyCap Commercial Mortgage Trust                                                                  | ReadyCap Commercial Mortgage Trust 2018-4                                       | CUSIP: 75575KAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $267238.69    | 0.05%             | 2051-02-27      | Variable      | 5.25%                 | Yes           | 2                  | On Loan: No      |
| REGAL REXNORD CORP                                                                                  | Regal Rexnord Corp                                                              | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1520764.93   | 0.31%             | 2033-04-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                                                             | Reliance Industries Ltd                                                         | CUSIP: 759470AX5<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |    125000 | PA      | $123476.32    | 0.02%             | 2027-11-30      | Fixed         | 3.67%                 | Yes           | 2                  | On Loan: No      |
| UPBOUND GROUP INC                                                                                   | Upbound Group Inc                                                               | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |    305000 | PA      | $295288.83    | 0.06%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Uruguay Government International Bonds                                                              | Uruguay Government International Bonds                                          | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    116000 | PA      | $107971.09    | 0.02%             | 2055-04-20      | Fixed         | 4.98%                 | No            | 2                  | On Loan: No      |
| Uruguay Government International Bonds                                                              | Uruguay Government International Bonds                                          | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   1334149 | PA      | $1434158.72   | 0.29%             | 2034-10-28      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Oriental Republic of Uruguay                                                                        | Oriental Republic of Uruguay                                                    | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    104000 | PA      | $99582.59     | 0.02%             | 2060-09-10      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Uruguay Government International Bonds                                                              | Uruguay Government International Bonds                                          | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    323197 | PA      | $338965.75    | 0.07%             | 2037-02-14      | Fixed         | 5.44%                 | 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        |    582000 | PA      | $525224.29    | 0.11%             | 2029-04-16      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                                              | Resorts World Las Vegas LLC / RWLV Capital Inc                                  | CUSIP: 76120HAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    101000 | PA      | $86162.81     | 0.02%             | 2031-04-06      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Management Fund | U.S. Cash Management Fund                                                       | CUSIP: 000000000<br>LEI: 845SLB3N6EI7ZN7PZ398 | Long             | STIV             | PF                | US        |  41276726 | NS      | $41268470.64  | 8.30%             |  |  |  | No            | N/A                | On Loan: No      |
| ROCKET COS INC                                                                                      | Rocket Cos Inc                                                                  | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    346000 | PA      | $357122.86    | 0.07%             | 2030-08-01      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| ROCKET COS INC                                                                                      | Rocket Cos Inc                                                                  | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    346000 | PA      | $360782.24    | 0.07%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                                            | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    467000 | PA      | $481018.11    | 0.10%             | 2040-04-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                                            | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    528000 | PA      | $522644.46    | 0.11%             | 2029-07-15      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                                            | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    273000 | PA      | $267096.07    | 0.05%             | 2030-05-15      | Fixed         | 4.80%                 | Yes           | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                                            | Rogers Communications Inc                                                       | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    702000 | PA      | $698668.10    | 0.14%             | 2082-03-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                                            | Rogers Communications Inc                                                       | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     96000 | PA      | $100510.34    | 0.02%             | 2055-04-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| ROLLER BEARING CO OF AME                                                                            | Roller Bearing Co of America Inc                                                | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |    169000 | PA      | $165348.85    | 0.03%             | 2029-10-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                          | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    466000 | PA      | $476664.95    | 0.10%             | 2030-09-16      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                                             | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153AW2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    158000 | PA      | $155517.58    | 0.03%             | 2028-03-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| RRD INTERMEDIATE HLDS                                                                               | RRD Intermediate Holdings Inc                                                   | CUSIP: 780934AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225002 | PA      | $219453.22    | 0.04%             | 2030-12-01      | Fixed         | 11.00%                | Yes           | 2                  | On Loan: No      |
| SK HYNIX INC                                                                                        | SK hynix Inc                                                                    | CUSIP: 78392BAE7<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    109000 | PA      | $113863.44    | 0.02%             | 2028-01-17      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| SA GLOBAL SUKUK LTD                                                                                 | SA Global Sukuk Ltd                                                             | CUSIP: 78397PAH4<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |    308000 | PA      | $301518.96    | 0.06%             | 2035-09-17      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| SDAL Trust                                                                                          | SDAL Trust 2025-DAL                                                             | CUSIP: 78437RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $251705.74    | 0.05%             | 2042-04-15      | Floating      | 6.47%                 | Yes           | 2                  | On Loan: No      |
| SCG Hotel Issuer Inc                                                                                | SCG Commercial Mortgage Trust 2025-FLWR                                         | CUSIP: 78438AAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $649931.89    | 0.13%             | 2042-08-15      | Floating      | 5.78%                 | Yes           | 2                  | On Loan: No      |
| SWCH Commercial Mortgage Trust                                                                      | SWCH Commercial Mortgage Trust 2025-DATA                                        | CUSIP: 78489CAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $496396.11    | 0.10%             | 2042-02-15      | Floating      | 7.37%                 | Yes           | 2                  | On Loan: No      |
| SABAL TRAIL TRANS                                                                                   | Sabal Trail Transmission LLC                                                    | CUSIP: 78516FAA7<br>LEI: 5493002DWITGSZFUI977 | Long             | DBT              | CORP              | US        |    147000 | PA      | $145954.61    | 0.03%             | 2028-05-01      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| SABIC CAPITAL II BV                                                                                 | SABIC Capital II BV                                                             | CUSIP: 78520LAB6<br>LEI: 2138005PCUTH59D4RJ83 | Long             | DBT              | CORP              | NL        |    149000 | PA      | $150449.28    | 0.03%             | 2028-10-10      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| SABRE GLBL INC                                                                                      | Sabre GLBL Inc                                                                  | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    267000 | PA      | $268957.35    | 0.05%             | 2027-06-01      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| SABRE GLBL INC                                                                                      | Sabre GLBL Inc                                                                  | CUSIP: 78573NAK8<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    276000 | PA      | $279776.99    | 0.06%             | 2026-08-01      | Fixed         | 7.32%                 | No            | 2                  | On Loan: No      |
| SABRE GLBL INC                                                                                      | Sabre GLBL Inc                                                                  | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    374000 | PA      | $355295.77    | 0.07%             | 2029-11-15      | Fixed         | 10.75%                | Yes           | 2                  | On Loan: No      |
| SABRE GLBL INC                                                                                      | Sabre GLBL Inc                                                                  | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     88000 | PA      | $83184.07     | 0.02%             | 2030-07-15      | Fixed         | 11.13%                | Yes           | 2                  | On Loan: No      |
| SAFEWAY INC                                                                                         | Safeway Inc                                                                     | CUSIP: 786514BA6<br>LEI: 549300NKZ6VCN5P3K723 | Long             | DBT              | CORP              | US        |    204000 | PA      | $220738.55    | 0.04%             | 2031-02-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                                            | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAB1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     34000 | PA      | $31095.01     | 0.01%             | 2045-09-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                                            | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     98000 | PA      | $95881.70     | 0.02%             | 2028-01-11      | Fixed         | 2.47%                 | No            | 2                  | On Loan: No      |
| SANTANDER HOLDINGS USA                                                                              | Santander Holdings USA Inc                                                      | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    126000 | PA      | $123043.51    | 0.02%             | 2028-01-06      | Fixed         | 2.49%                 | No            | 2                  | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                                            | Saudi Government International Bond                                             | CUSIP: 80413TBF5<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    226000 | PA      | $230285.50    | 0.05%             | 2030-01-16      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| EW SCRIPPS CO                                                                                       | EW Scripps Co/The                                                               | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |    317000 | PA      | $300754.99    | 0.06%             | 2030-08-15      | Fixed         | 9.88%                 | Yes           | 2                  | On Loan: No      |
| SEAGATE DATA STOR                                                                                   | Seagate Data Storage Technology Pte Ltd                                         | CUSIP: 81180LAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    146000 | PA      | $142015.49    | 0.03%             | 2029-06-01      | Fixed         | 4.09%                 | Yes           | 2                  | On Loan: No      |
| SEAGATE DATA STOR                                                                                   | Seagate Data Storage Technology Pte Ltd                                         | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    192000 | PA      | $196682.46    | 0.04%             | 2034-12-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| SEALED AIR CORP                                                                                     | Sealed Air Corp                                                                 | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    761000 | PA      | $827949.82    | 0.17%             | 2033-07-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| SEASPAN CORP                                                                                        | Seaspan Corp                                                                    | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |    980000 | PA      | $940951.74    | 0.19%             | 2029-08-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| SEMPRA                                                                                              | Sempra                                                                          | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    138000 | PA      | $134936.26    | 0.03%             | 2052-04-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                                                            | Diversified Healthcare Trust                                                    | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              |  | US        |    457000 | PA      | $435611.76    | 0.09%             | 2028-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                                                              | Sequoia Mortgage Trust 2019-5                                                   | CUSIP: 81743AAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    685769 | PA      | $616066.43    | 0.12%             | 2049-12-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                                                              | Sequoia Mortgage Trust 2025-1                                                   | CUSIP: 81743EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    166860 | PA      | $168919.92    | 0.03%             | 2055-01-25      | Variable      | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                                                              | Sequoia Mortgage Trust 2019-CH3                                                 | CUSIP: 81748GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44743 | PA      | $41961.96     | 0.01%             | 2049-09-25      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                                                              | Sequoia Mortgage Trust 2019-4                                                   | CUSIP: 81748JAU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44347 | PA      | $40150.96     | 0.01%             | 2049-11-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                                                              | Sequoia Mortgage Trust 2020-4                                                   | CUSIP: 81748RAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450695 | PA      | $375544.21    | 0.08%             | 2050-11-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                                                              | Sequoia Mortgage Trust 2025-10                                                  | CUSIP: 81750CBD6<br>LEI: 54930005PH54PMVV8351 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $502989.68    | 0.10%             | 2055-11-25      | Variable      | 6.00%                 | Yes           | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                            | Service Properties Trust                                                        | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    232000 | PA      | $230842.41    | 0.05%             | 2029-06-15      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                            | Service Properties Trust                                                        | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    233000 | PA      | $229620.53    | 0.05%             | 2032-06-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| 7-ELEVEN INC                                                                                        | 7-Eleven Inc                                                                    | CUSIP: 817826AD2<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    129000 | PA      | $120906.49    | 0.02%             | 2028-02-10      | Fixed         | 1.30%                 | Yes           | 2                  | On Loan: No      |
| SILGAN HOLDINGS INC                                                                                 | Silgan Holdings Inc                                                             | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |    158000 | PA      | $154972.79    | 0.03%             | 2028-02-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                                            | Sinclair Television Group Inc                                                   | CUSIP: 829259BF6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    232000 | PA      | $169950.27    | 0.03%             | 2032-12-31      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                                            | Sinclair Television Group Inc                                                   | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    375000 | PA      | $382601.35    | 0.08%             | 2033-02-15      | Fixed         | 8.13%                 | Yes           | 2                  | On Loan: No      |
| SIRIUS XM RADIO LLC                                                                                 | Sirius XM Radio LLC                                                             | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    188000 | PA      | $170602.47    | 0.03%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| SIX FLAGS ENT/SIX FLAG                                                                              | Six Flags Entertainment Corp /Six Flags Theme Parks Inc/ Canada's Wonderland Co | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    311000 | PA      | $315428.85    | 0.06%             | 2032-05-01      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| SIXTH STREET SPECIALTY                                                                              | Sixth Street Specialty Lending Inc                                              | CUSIP: 83012AAC3<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |     82000 | PA      | $84154.04     | 0.02%             | 2029-03-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| JM SMUCKER CO                                                                                       | J M Smucker Co/The                                                              | CUSIP: 832696AY4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     67000 | PA      | $72849.76     | 0.01%             | 2043-11-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| SMYRNA READY MIX CONCRET                                                                            | Smyrna Ready Mix Concrete LLC                                                   | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    451000 | PA      | $475525.62    | 0.10%             | 2031-11-15      | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                                                    | Societe Generale SA                                                             | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    211000 | PA      | $213575.78    | 0.04%             | 2028-01-19      | Fixed         | 5.52%                 | Yes           | 2                  | On Loan: No      |
| Social Professional Loan Program LLC                                                                | SoFi Professional Loan Program 2020-C Trust                                     | CUSIP: 83390UAC1<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $519464.18    | 0.10%             | 2046-02-15      | Fixed         | 3.36%                 | Yes           | 2                  | On Loan: No      |
| Social Professional Loan Program LLC                                                                | Sofi Professional Loan Program 2018-D Trust                                     | CUSIP: 83401A108<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |     43000 | PA      | $257326.02    | 0.05%             | 2048-02-25      | None          | 0.00%                 | Yes           | 3                  | On Loan: No      |
| Social Professional Loan Program LLC                                                                | Sofi Professional Loan Program 2019-C LLC                                       | CUSIP: 83401CAC8<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $908519.25    | 0.18%             | 2048-11-16      | Fixed         | 3.05%                 | Yes           | 2                  | On Loan: No      |
| Social Professional Loan Program LLC                                                                | Sofi Professional Loan Program 2018-B Trust                                     | CUSIP: 83404RAC2<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $820968.68    | 0.17%             | 2047-08-25      | Fixed         | 3.83%                 | Yes           | 2                  | On Loan: No      |
| Social Professional Loan Program LLC                                                                | Sofi Professional Loan Program 2019-B LLC                                       | CUSIP: 83404WAC1<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $559589.20    | 0.11%             | 2048-08-17      | Fixed         | 3.73%                 | Yes           | 2                  | On Loan: No      |
| Sonic Capital LLC                                                                                   | Sonic Capital LLC                                                               | CUSIP: 83546DAG3<br>LEI: 54930089533DCF1JSH22 | Long             | ABS-O            | CORP              | US        |    521583 | PA      | $514431.48    | 0.10%             | 2050-01-20      | Fixed         | 3.85%                 | Yes           | 2                  | On Loan: No      |
| Sonic Capital LLC                                                                                   | Sonic Capital LLC                                                               | CUSIP: 83546DAQ1<br>LEI: 54930089533DCF1JSH22 | Long             | ABS-O            | CORP              | US        |    575500 | PA      | $495216.22    | 0.10%             | 2051-08-20      | Fixed         | 2.64%                 | Yes           | 2                  | On Loan: No      |
| Republic of South Africa Government International Bonds                                             | Republic of South Africa Government International Bonds                         | CUSIP: 836205AU8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    492000 | PA      | $488383.16    | 0.10%             | 2028-10-12      | Fixed         | 4.30%                 | 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        |    633000 | PA      | $533760.56    | 0.11%             | 2049-09-30      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| SOUTH JERSEY INDUSTRIES                                                                             | South Jersey Industries Inc                                                     | CUSIP: 838518AA6<br>LEI: 549300DJYWYT5VXLFA46 | Long             | DBT              | CORP              | US        |     31000 | PA      | $26845.45     | 0.01%             | 2031-04-15      | Fixed         | 5.02%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                                                                                 | Southern California Edison Co                                                   | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    106000 | PA      | $104416.56    | 0.02%             | 2028-03-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                                                                                 | Southern California Edison Co                                                   | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    101000 | PA      | $102901.64    | 0.02%             | 2028-03-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| EXPAND ENERGY CORP                                                                                  | Expand Energy Corp                                                              | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172110.44    | 0.03%             | 2032-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| AHLSTROM HLDG 3 OY                                                                                  | Ahlstrom Holding 3 Oy                                                           | CUSIP: 84612JAA0<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |    300000 | PA      | $291824.16    | 0.06%             | 2028-02-04      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| SPRINT CAPITAL CORP                                                                                 | Sprint Capital Corp                                                             | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    123000 | PA      | $132162.74    | 0.03%             | 2028-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| SPRINT CAPITAL CORP                                                                                 | Sprint Capital Corp                                                             | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    184000 | PA      | $223855.00    | 0.05%             | 2032-03-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| SPRINT LLC                                                                                          | Sprint LLC                                                                      | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    269000 | PA      | $269000.00    | 0.05%             | 2026-03-01      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED PLC                                                                              | Standard Chartered PLC                                                          | CUSIP: 853254AB6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    612000 | PA      | $646182.65    | 0.13%             | 2037-07-30      | Fixed         | 7.01%                 | Yes           | 2                  | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                                                            | Standard Industries Inc/NY                                                      | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    179000 | PA      | $172692.38    | 0.03%             | 2030-07-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| STAPLES INC                                                                                         | Staples Inc                                                                     | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    438000 | PA      | $427322.18    | 0.09%             | 2029-09-01      | Fixed         | 10.75%                | Yes           | 2                  | On Loan: No      |
| STAPLES INC                                                                                         | Staples Inc                                                                     | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    255185 | PA      | $196811.17    | 0.04%             | 2030-01-15      | Fixed         | 12.75%                | Yes           | 2                  | On Loan: No      |
| STARBUCKS CORP                                                                                      | Starbucks Corp                                                                  | CUSIP: 855244AM1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     74000 | PA      | $56725.20     | 0.01%             | 2047-12-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Republic of Poland Government International Bonds                                                   | Republic of Poland Government International Bonds                               | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    782000 | PA      | $805388.88    | 0.16%             | 2030-02-12      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Republic of Poland Government International Bonds                                                   | Republic of Poland Government International Bonds                               | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    962000 | PA      | $1005556.86   | 0.20%             | 2035-02-12      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| STATION CASINOS LLC                                                                                 | Station Casinos LLC                                                             | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    110000 | PA      | $103146.02    | 0.02%             | 2031-12-01      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| STEELCASE INC                                                                                       | Steelcase Inc                                                                   | CUSIP: 858155AE4<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | DBT              | CORP              | US        |    555000 | PA      | $543433.99    | 0.11%             | 2029-01-18      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| SUNCOKE ENERGY INC                                                                                  | SunCoke Energy Inc                                                              | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |    308000 | PA      | $287652.31    | 0.06%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                                                                      | SUNNOVA HELIOS II ISSUER LLC 2018-1                                             | CUSIP: 86745JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    759623 | PA      | $727826.44    | 0.15%             | 2048-07-20      | Fixed         | 4.87%                 | Yes           | 2                  | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                                                                      | SUNNOVA HELIOS II ISSUER LLC 2018-1                                             | CUSIP: 86745JAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    540110 | PA      | $470337.03    | 0.09%             | 2048-07-20      | Fixed         | 7.71%                 | Yes           | 2                  | On Loan: No      |
| Sunnova Sol Issuer,LLC                                                                              | Sunnova Sol II Issuer LLC                                                       | CUSIP: 86745PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    298757 | PA      | $255389.40    | 0.05%             | 2055-11-01      | Fixed         | 2.73%                 | Yes           | 2                  | On Loan: No      |
| Sunnova Sol III Issuer LLC                                                                          | Sunnova Sol III Issuer LLC                                                      | CUSIP: 86745QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    673418 | PA      | $564907.30    | 0.11%             | 2056-04-28      | Fixed         | 2.58%                 | Yes           | 2                  | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                                                                      | Sunnova Helios IV Issuer LLC                                                    | CUSIP: 86746CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    306934 | PA      | $278278.07    | 0.06%             | 2047-06-20      | Fixed         | 2.98%                 | Yes           | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                              | CUSIP: 86765BAH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    113000 | PA      | $122475.64    | 0.02%             | 2040-02-15      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| SUNOCO LP                                                                                           | Sunoco LP                                                                       | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    171000 | PA      | $171088.39    | 0.03%             | 2031-03-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| SUNOCO LP                                                                                           | Sunoco LP                                                                       | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    796000 | PA      | $795883.08    | 0.16%             | 2034-03-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Sunrun Issuer                                                                                       | Sunrun Bacchus Issuer 2025-1 LLC                                                | CUSIP: 86771PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    694911 | PA      | $701811.07    | 0.14%             | 2060-04-30      | Fixed         | 6.41%                 | Yes           | 2                  | On Loan: No      |
| Sunrun Issuer                                                                                       | Sunrun Xanadu Issuer 2019-1 LLC                                                 | CUSIP: 86773PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    317682 | PA      | $301984.58    | 0.06%             | 2054-06-30      | Fixed         | 3.98%                 | Yes           | 2                  | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                                                 | Suzano Austria GmbH                                                             | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     79000 | PA      | $81597.20     | 0.02%             | 2029-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                                                 | Suzano Austria GmbH                                                             | CUSIP: 86964WAL6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     86000 | PA      | $81487.25     | 0.02%             | 2028-09-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| SYNOVUS BANK GA                                                                                     | Synovus Bank/Columbus GA                                                        | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |    157000 | PA      | $160167.56    | 0.03%             | 2028-02-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                                 | Synchrony Financial                                                             | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    101000 | PA      | $102447.98    | 0.02%             | 2029-03-19      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Symphony CLO Ltd                                                                                    | Symphony CLO XIX Ltd                                                            | CUSIP: 87165YAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500375.50    | 0.10%             | 2031-04-16      | Floating      | 5.91%                 | Yes           | 2                  | On Loan: No      |
| SYSCO CORPORATION                                                                                   | Sysco Corp                                                                      | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    105000 | PA      | $70322.57     | 0.01%             | 2051-12-14      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| SYSTEM ENERGY RESOURCES                                                                             | System Energy Resources Inc                                                     | CUSIP: 871911AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $59167.07     | 0.01%             | 2028-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| TC PIPELINES LP                                                                                     | TC PipeLines LP                                                                 | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104459.42    | 0.02%             | 2027-05-25      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| TCW CLO 2017-1, Ltd                                                                                 | TCW CLO 2017-1 Ltd                                                              | CUSIP: 87240NCA2<br>LEI: 549300BD6SSD2EBMCC95 | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $800984.80    | 0.16%             | 2038-03-24      | Floating      | 6.02%                 | Yes           | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97220.17     | 0.02%             | 2029-04-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    136000 | PA      | $119725.01    | 0.02%             | 2031-11-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                                             | Talen Energy Supply LLC                                                         | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    793000 | PA      | $841562.11    | 0.17%             | 2030-06-01      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                                             | Talen Energy Supply LLC                                                         | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    353000 | PA      | $361869.19    | 0.07%             | 2034-02-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                                             | Talen Energy Supply LLC                                                         | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    235000 | PA      | $243299.88    | 0.05%             | 2036-02-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                                             | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                    | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    207000 | PA      | $213351.87    | 0.04%             | 2029-02-15      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| TARGA RESOURCES CORP                                                                                | Targa Resources Corp                                                            | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    139000 | PA      | $146216.82    | 0.03%             | 2029-03-01      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                                                                            | Team Health Holdings Inc                                                        | CUSIP: 87817AAB3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |   1073990 | PA      | $1158357.17   | 0.23%             | 2028-06-30      | Fixed         | 13.50%                | Yes           | 2                  | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                                                                            | Team Health Holdings Inc                                                        | CUSIP: 87817AAE7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |    237000 | PA      | $239661.08    | 0.05%             | 2028-06-30      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| TECPETROL S.A.                                                                                      | Tecpetrol SA                                                                    | CUSIP: 87876TAH7<br>LEI: 529900C0GOV3UC7ZMZ16 | Long             | DBT              | CORP              | AR        |    322000 | PA      | $322135.62    | 0.06%             | 2030-11-03      | Fixed         | 7.63%                 | Yes           | 2                  | On Loan: No      |
| TEGNA INC                                                                                           | TEGNA Inc                                                                       | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    199000 | PA      | $196951.21    | 0.04%             | 2028-03-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                                              | Telecom Italia Capital SA                                                       | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    441000 | PA      | $464146.70    | 0.09%             | 2033-11-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                                              | Telecom Italia Capital SA                                                       | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    321000 | PA      | $328897.71    | 0.07%             | 2034-09-30      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                                              | Telecom Italia Capital SA                                                       | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     67000 | PA      | $73089.78     | 0.01%             | 2036-07-18      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                                              | Telecom Italia Capital SA                                                       | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    679000 | PA      | $756962.15    | 0.15%             | 2038-06-04      | Fixed         | 7.72%                 | No            | 2                  | On Loan: No      |
| TELEFLEX INC                                                                                        | Teleflex Inc                                                                    | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    156000 | PA      | $152603.76    | 0.03%             | 2028-06-01      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| TELUS CORP                                                                                          | TELUS Corp                                                                      | CUSIP: 87971MBD4<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    109000 | PA      | $107022.77    | 0.02%             | 2027-02-16      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| SOMNIGROUP INTL INC                                                                                 | Somnigroup International Inc                                                    | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     33000 | PA      | $30489.15     | 0.01%             | 2031-10-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                                                               | Tenet Healthcare Corp                                                           | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    286000 | PA      | $310816.05    | 0.06%             | 2031-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                                                               | Tenet Healthcare Corp                                                           | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    277000 | PA      | $282075.75    | 0.06%             | 2030-06-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| TEXAS EASTERN TRANSMISSI                                                                            | Texas Eastern Transmission LP                                                   | CUSIP: 882384AD2<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |     74000 | PA      | $72907.25     | 0.01%             | 2028-01-15      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| WILLIAMS COMPANIES INC                                                                              | Williams Cos Inc/The                                                            | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    106000 | PA      | $107952.95    | 0.02%             | 2029-03-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| THREELANDS LTD SA RL                                                                                | Threelands Energy Ltd Sarl                                                      | CUSIP: 88580LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    220000 | PA      | $220128.48    | 0.04%             | 2035-10-20      | Fixed         | 7.45%                 | Yes           | 2                  | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                                              | Cloud Software Group Inc                                                        | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    504000 | PA      | $507864.33    | 0.10%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| TIME WARNER CABLE ENTRMN                                                                            | Time Warner Cable Enterprises LLC                                               | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    991000 | PA      | $1150910.48   | 0.23%             | 2033-07-15      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| TIME WARNER CABLE LLC                                                                               | Time Warner Cable LLC                                                           | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     69000 | PA      | $70722.66     | 0.01%             | 2039-06-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| TOLEDO HOSPITAL/THE                                                                                 | Toledo Hospital/The                                                             | CUSIP: 889184AA5<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    291000 | PA      | $248060.50    | 0.05%             | 2045-11-15      | Fixed         | 4.98%                 | No            | 2                  | On Loan: No      |
| TOLEDO HOSPITAL/THE                                                                                 | Toledo Hospital/The                                                             | CUSIP: 889184AC1<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189234.96    | 0.04%             | 2028-11-15      | Fixed         | 5.33%                 | No            | 2                  | On Loan: No      |
| TOLEDO HOSPITAL/THE                                                                                 | Toledo Hospital/The                                                             | CUSIP: 889184AE7<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    326000 | PA      | $315529.16    | 0.06%             | 2048-11-15      | Fixed         | 6.02%                 | No            | 2                  | On Loan: No      |
| TOLL BROS FINANCE CORP                                                                              | Toll Brothers Finance Corp                                                      | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $59129.54     | 0.01%             | 2028-02-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                                               | Topaz Solar Farms LLC                                                           | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    534988 | PA      | $534867.45    | 0.11%             | 2039-09-30      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                                                                               | Toronto-Dominion Bank/The                                                       | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     77000 | PA      | $81188.80     | 0.02%             | 2082-10-31      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| TOUCAN FINCO LTD/CAN/US                                                                             | Toucan FinCo Ltd/Toucan FinCo Can Inc/Toucan FinCo US LLC                       | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    117000 | PA      | $109712.14    | 0.02%             | 2030-05-15      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| TRANSALTA CORP                                                                                      | TransAlta Corp                                                                  | CUSIP: 89346DAE7<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |    286000 | PA      | $291521.01    | 0.06%             | 2040-03-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA TRUST                                                                                   | Transcanada Trust                                                               | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    113000 | PA      | $111877.82    | 0.02%             | 2082-03-07      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                                                            | Transocean International Ltd                                                    | CUSIP: 893830AF6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    141000 | PA      | $134517.85    | 0.03%             | 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        |    495000 | PA      | $433175.41    | 0.09%             | 2038-03-15      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| TRANSPRTDRA DE GAS INTL                                                                             | Transportadora de Gas Internacional SA ESP                                      | CUSIP: 89387YAC5<br>LEI: 529900780HCVLCEM2440 | Long             | DBT              | CORP              | CO        |    147000 | PA      | $149500.97    | 0.03%             | 2028-11-01      | Fixed         | 5.55%                 | Yes           | 2                  | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                                                                            | Trident TPI Holdings Inc                                                        | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |    580000 | PA      | $619279.02    | 0.12%             | 2028-12-31      | Fixed         | 12.75%                | Yes           | 2                  | On Loan: No      |
| TRIMBLE INC                                                                                         | Trimble Inc                                                                     | CUSIP: 896239AC4<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    112000 | PA      | $113812.52    | 0.02%             | 2028-06-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Triton Container Finance LLC                                                                        | Triton Container Finance VIII LLC                                               | CUSIP: 89680HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    305208 | PA      | $282347.19    | 0.06%             | 2046-03-20      | Fixed         | 1.86%                 | Yes           | 2                  | On Loan: No      |
| TURK TELEKOMUNIKASYON AS                                                                            | Turk Telekomunikasyon AS                                                        | CUSIP: 90011QAE0<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |    651000 | PA      | $657536.91    | 0.13%             | 2032-10-07      | Fixed         | 6.95%                 | Yes           | 2                  | On Loan: No      |
| Turkiye Government International Bonds                                                              | Turkiye Government International Bonds                                          | CUSIP: 900123DF4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    400000 | PA      | $440071.41    | 0.09%             | 2028-01-15      | Fixed         | 9.88%                 | No            | 2                  | On Loan: No      |
| TC ZIRAAT BANKASI AS                                                                                | TC Ziraat Bankasi AS                                                            | CUSIP: 90014TAM3<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |    349000 | PA      | $358906.87    | 0.07%             | 2030-02-04      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| TURK IHRACAT KR BK                                                                                  | Turkiye Ihracat Kredi Bankasi AS                                                | CUSIP: 90015LAK3<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |    227000 | PA      | $232989.29    | 0.05%             | 2028-07-03      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| TWILIO INC                                                                                          | Twilio Inc                                                                      | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    180000 | PA      | $170369.81    | 0.03%             | 2031-03-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| TYSON FOODS INC                                                                                     | Tyson Foods Inc                                                                 | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    147000 | PA      | $147145.27    | 0.03%             | 2029-03-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| UKG INC                                                                                             | UKG Inc                                                                         | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    166000 | PA      | $170843.58    | 0.03%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| US FOODS INC                                                                                        | US Foods Inc                                                                    | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    213000 | PA      | $210787.68    | 0.04%             | 2029-02-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| UKRAINE GOVERNMENT                                                                                  | Ukraine Government International Bond                                           | CUSIP: 903724AW2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    195000 | PA      | $165104.72    | 0.03%             | 2041-08-01      | Variable      | 7.75%                 | Yes           | 2                  | On Loan: No      |
| UKRAINE GOVERNMENT                                                                                  | Ukraine Government International Bond                                           | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    172000 | PA      | $95278.95     | 0.02%             | 2035-02-01      | Variable      | 4.50%                 | Yes           | 2                  | On Loan: No      |
| UKRAINE GOVERNMENT                                                                                  | Ukraine Government International Bond                                           | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    149083 | PA      | $75838.44     | 0.02%             | 2035-02-01      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| UNDER ARMOUR INC                                                                                    | Under Armour Inc                                                                | CUSIP: 904311AA5<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |    337000 | PA      | $334000.70    | 0.07%             | 2026-06-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| UNICREDIT SPA                                                                                       | UniCredit SpA                                                                   | CUSIP: 904678AF6<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    123000 | PA      | $125002.70    | 0.03%             | 2032-06-19      | Fixed         | 5.86%                 | Yes           | 2                  | On Loan: No      |
| UNITED AIRLINES INC                                                                                 | United Airlines Inc                                                             | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159677.19    | 0.03%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| Mexico Government International Bonds                                                               | Mexico Government International Bonds                                           | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    411000 | PA      | $445331.42    | 0.09%             | 2037-05-13      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Mexico Government International Bonds                                                               | Mexico Government International Bonds                                           | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    722000 | PA      | $810328.77    | 0.16%             | 2055-05-13      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| UNITED RENTALS NORTH AM                                                                             | United Rentals North America Inc                                                | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    178000 | PA      | $168714.69    | 0.03%             | 2031-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| UNITED RENTALS NORTH AM                                                                             | United Rentals North America Inc                                                | CUSIP: 911365BM5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    270000 | PA      | $266545.49    | 0.05%             | 2027-11-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| UNITED RENTALS NORTH AM                                                                             | United Rentals North America Inc                                                | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    154000 | PA      | $158084.56    | 0.03%             | 2029-12-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| UNITED STATES STEEL CORP                                                                            | United States Steel Corp                                                        | CUSIP: 912909AD0<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |    575000 | PA      | $599786.93    | 0.12%             | 2037-06-01      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| RTX CORP                                                                                            | RTX Corp                                                                        | CUSIP: 913017AT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    178000 | PA      | $189752.47    | 0.04%             | 2028-08-01      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| UNITED UTILITIES PLC                                                                                | United Utilities PLC                                                            | CUSIP: 91311QAC9<br>LEI: 213800KYT12UFB2VE455 | Long             | DBT              | CORP              | GB        |     90000 | PA      | $96136.08     | 0.02%             | 2028-08-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| UNITI GROUP INC                                                                                     | Uniti Group Inc                                                                 | CUSIP: 91325VAB4<br>LEI: 549300V3NU625PJUVA84 | Long             | DBT              | CORP              | US        |    216000 | PA      | $232084.50    | 0.05%             | 2027-12-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                                                             | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                 | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |    962000 | PA      | $899851.87    | 0.18%             | 2029-02-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                                            | Univision Communications Inc                                                    | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    119000 | PA      | $122570.13    | 0.02%             | 2028-08-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                                            | Univision Communications Inc                                                    | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44046.50     | 0.01%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| VF CORP                                                                                             | VF Corp                                                                         | CUSIP: 918204AT5<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    883000 | PA      | $826987.02    | 0.17%             | 2037-11-01      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| UZBEKISTAN INTL BOND                                                                                | Republic of Uzbekistan International Bond                                       | CUSIP: 91822Q2J5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    200000 | PA      | $217168.10    | 0.04%             | 2032-05-25      | Fixed         | 6.95%                 | Yes           | 2                  | On Loan: No      |
| United Wholesale Mortgage LLC                                                                       | UWM Mortgage Trust 2021-1                                                       | CUSIP: 91824NBL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    705100 | PA      | $587228.84    | 0.12%             | 2051-06-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| BAUSCH HEALTH AMERICAS                                                                              | Bausch Health Americas Inc                                                      | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164220.57    | 0.03%             | 2027-01-31      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| VALLEY NATIONAL BANCORP                                                                             | Valley National Bancorp                                                         | CUSIP: 919794AE7<br>LEI: 549300ET52S1UBIB9762 | Long             | DBT              | CORP              | US        |    284000 | PA      | $263791.74    | 0.05%             | 2031-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| VAR ENERGI ASA                                                                                      | Var Energi ASA                                                                  | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    111000 | PA      | $117505.16    | 0.02%             | 2028-01-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                                               | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    131000 | PA      | $144249.00    | 0.03%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                                               | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    357000 | PA      | $378235.24    | 0.08%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                                            | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    236000 | PA      | $223537.65    | 0.04%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                                            | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    416000 | PA      | $384766.95    | 0.08%             | 2031-08-15      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                                            | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    470000 | PA      | $415497.26    | 0.08%             | 2033-11-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Venture CDO Ltd                                                                                     | Venture 33 CLO Ltd                                                              | CUSIP: 92330YAW3<br>LEI: 549300NQPL9XHZ20E278 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000873.00   | 0.20%             | 2031-07-15      | Floating      | 6.45%                 | Yes           | 2                  | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                              | Venture Global LNG Inc                                                          | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    301000 | PA      | $321410.31    | 0.06%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           | 2                  | On Loan: No      |
| Verde CLO Ltd                                                                                       | VERDE CLO Ltd                                                                   | CUSIP: 92338BBA2<br>LEI: 254900DT3DF8KM5RRZ79 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300411.60    | 0.06%             | 2032-04-15      | Floating      | 5.90%                 | Yes           | 2                  | On Loan: No      |
| VERSANT MEDIA GROUP INC                                                                             | Versant Media Group Inc                                                         | CUSIP: 925283AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $86673.71     | 0.02%             | 2031-01-30      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Verus Securitization Trust                                                                          | Verus Securitization Trust 2021-1                                               | CUSIP: 92537QAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $772647.61    | 0.16%             | 2066-01-25      | Variable      | 1.97%                 | Yes           | 2                  | On Loan: No      |
| Verus Securitization Trust                                                                          | Verus Securitization Trust 2021-3                                               | CUSIP: 92539LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    402098 | PA      | $350714.06    | 0.07%             | 2066-06-25      | Variable      | 1.05%                 | Yes           | 2                  | On Loan: No      |
| VICI PROPERTIES / NOTE                                                                              | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              |  | US        |    126000 | PA      | $125982.67    | 0.03%             | 2028-01-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| VIDEOTRON LTD / LTEE                                                                                | Videotron Ltd                                                                   | CUSIP: 92660FAK0<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    104000 | PA      | $104008.23    | 0.02%             | 2027-04-15      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| VIKING CRUISES LTD                                                                                  | Viking Cruises Ltd                                                              | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |   1168000 | PA      | $1185904.25   | 0.24%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                                                            | Virgin Media Finance PLC                                                        | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $178452.18    | 0.04%             | 2030-07-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                                                             | VistaJet Malta Finance PLC / Vista Management Holding Inc                       | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     50000 | PA      | $48244.72     | 0.01%             | 2030-02-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                            | Vistra Operations Co LLC                                                        | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    224000 | PA      | $222163.45    | 0.04%             | 2027-01-30      | Fixed         | 3.70%                 | Yes           | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                                                                                  | Vodafone Group PLC                                                              | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1301000 | PA      | $1373428.27   | 0.28%             | 2079-04-04      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                                                                                  | Vodafone Group PLC                                                              | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    364000 | PA      | $293423.75    | 0.06%             | 2081-06-04      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| VORNADO REALTY LP                                                                                   | Vornado Realty LP                                                               | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |    287000 | PA      | $282684.33    | 0.06%             | 2026-06-01      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| VORNADO REALTY LP                                                                                   | Vornado Realty LP                                                               | CUSIP: 929043AL1<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |    331000 | PA      | $297816.00    | 0.06%             | 2031-06-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| VOYA FINANCIAL INC                                                                                  | Voya Financial Inc                                                              | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    119000 | PA      | $113862.77    | 0.02%             | 2048-01-23      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                                             | WaMu Mortgage Pass-Through Certificates Series 2004-AR7                         | CUSIP: 92922FTB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    137949 | PA      | $134538.06    | 0.03%             | 2034-07-25      | Variable      | 5.26%                 | No            | 2                  | On Loan: No      |
| WMG ACQUISITION CORP                                                                                | WMG Acquisition Corp                                                            | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    143000 | PA      | $136561.33    | 0.03%             | 2029-12-01      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| WBI OPERATING LLC                                                                                   | WBI Operating LLC                                                               | CUSIP: 92944BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    326000 | PA      | $325081.44    | 0.07%             | 2030-10-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| WBI OPERATING LLC                                                                                   | WBI Operating LLC                                                               | CUSIP: 92944BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    326000 | PA      | $325920.88    | 0.07%             | 2033-10-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Real Alloy Holding Inc                                                                              | Real Alloy                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        39 | NS      | $2968196.64   | 0.60%             |  |  |  | No            | 3                  | On Loan: No      |
| Optima Specialty Steel Inc.                                                                         | Optima Specialty Steel Inc.                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        22 | NS      | $2879718.40   | 0.58%             |  |  |  | No            | 3                  | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                                             | WaMu Mortgage Pass-Through Certificates Series 2006-AR15 Trust                  | CUSIP: 93363QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    157844 | PA      | $162232.17    | 0.03%             | 2046-11-25      | Floating      | 4.95%                 | No            | 2                  | On Loan: No      |
| NGG FINANCE PLC                                                                                     | NGG Finance PLC                                                                 | CUSIP: 000000000<br>LEI: 549300MLDJ2T68G21W86 | Long             | DBT              | CORP              | GB        |    535000 | PA      | $607602.76    | 0.12%             | 2082-09-05      | Fixed         | 2.13%                 | Yes           | 2                  | On Loan: No      |
| Travelex TOPCO Limited                                                                              | Travelex TOPCO Limited                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     11057 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Tourmaline Oil Corp.                                                                                | Tourmaline Oil Corp.                                                            | CUSIP: 000000000<br>LEI: 894500I7AXG91VB3PM28 | Long             | EC               | CORP              | CA        |    255236 | NS      | $181979.93    | 0.04%             |  |  |  | No            | 3                  | On Loan: No      |
| BAHIA DE LAS ISLETAS SL                                                                             | BAHIA DE LAS ISLETAS SL                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |  15907620 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| WAYFAIR LLC                                                                                         | Wayfair LLC                                                                     | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    313000 | PA      | $323681.41    | 0.07%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| AGUA Y SANEAMIENTOS ARG                                                                             | Agua y Saneamientos Argentinos SA                                               | CUSIP: 000000000<br>LEI: 5299003HUR94018IBF62 | Long             | DBT              | CORP              | AR        |    220014 | PA      | $217088.01    | 0.04%             | 2026-05-01      | Fixed         | 7.90%                 | Yes           | 2                  | On Loan: No      |
| WEATHERFORD INTERNATIONA                                                                            | Weatherford International Ltd                                                   | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    202000 | PA      | $206197.72    | 0.04%             | 2030-04-30      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| WEBSTER FINANCIAL CORP                                                                              | Webster Financial Corp                                                          | CUSIP: 947890AJ8<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |    123000 | PA      | $120864.66    | 0.02%             | 2029-03-25      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                | CUSIP: 949746NL1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    108000 | PA      | $112860.95    | 0.02%             | 2036-12-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                                                        | Wells Fargo Mortgage Backed Securities 2020-RR1 Trust                           | CUSIP: 949796AA4<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |    187475 | PA      | $165371.11    | 0.03%             | 2050-05-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                               | Wells Fargo Commercial Mortgage Trust 2016-LC25                                 | CUSIP: 95000JAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $416461.35    | 0.08%             | 2059-12-15      | Variable      | 3.03%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                               | Wells Fargo Commercial Mortgage Trust 2017-C41                                  | CUSIP: 95001ABE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4670288 | PA      | $81792.80     | 0.02%             | 2050-11-15      | Variable      | 1.15%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                                                        | Wells Fargo Mortgage Backed Securities 2020-1 Trust                             | CUSIP: 95002KAS2<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |     16711 | PA      | $14403.88     | 0.00%             | 2049-12-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                                                        | Wells Fargo Mortgage Backed Securities 2020-4 Trust                             | CUSIP: 95002VAS8<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |    145601 | PA      | $126753.78    | 0.03%             | 2050-07-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                                                        | Wells Fargo Mortgage Backed Securities 2021-1 Trust                             | CUSIP: 95003AAS3<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |    655920 | PA      | $545673.69    | 0.11%             | 2050-12-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| WESTERN ALLIANCE BANCORP                                                                            | Western Alliance Bancorp                                                        | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4817.74      | 0.00%             | 2031-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| WESTERN DIGITAL CORP                                                                                | Western Digital Corp                                                            | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76927.00     | 0.02%             | 2026-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| WESTERN DIGITAL CORP                                                                                | Western Digital Corp                                                            | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    126000 | PA      | $119422.46    | 0.02%             | 2029-02-01      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                                            | Western Midstream Operating LP                                                  | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    104000 | PA      | $104198.64    | 0.02%             | 2028-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                                            | Western Midstream Operating LP                                                  | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    114000 | PA      | $119914.87    | 0.02%             | 2029-01-15      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| VERITAS SERIES G 1 PREFERRED                                                                        | VERITAS SERIES G 1 PREFERRED                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1215 | NS      | $28552.50     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                                              | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     88000 | PA      | $89023.12     | 0.02%             | 2028-09-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORP                                                                                      | Whirlpool Corp                                                                  | CUSIP: 963320AV8<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    295000 | PA      | $223317.16    | 0.04%             | 2046-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORP                                                                                      | Whirlpool Corp                                                                  | CUSIP: 963320AX4<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    632000 | PA      | $471382.53    | 0.09%             | 2050-05-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORP                                                                                      | Whirlpool Corp                                                                  | CUSIP: 963320AZ9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    227000 | PA      | $207966.95    | 0.04%             | 2032-05-14      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORP                                                                                      | Whirlpool Corp                                                                  | CUSIP: 963320BA3<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    554000 | PA      | $522533.03    | 0.11%             | 2033-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORP                                                                                      | Whirlpool Corp                                                                  | CUSIP: 963320BC9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    121000 | PA      | $115397.68    | 0.02%             | 2034-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| WHITE CAP SUPPLY HOLDING                                                                            | White Cap Supply Holdings LLC                                                   | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222428.62    | 0.04%             | 2030-11-15      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| Affinion Group Inc.                                                                                 | Affinion Group Inc.                                                             | CUSIP: 000000000<br>LEI: T9OUIBIU0EIG4W07U515 | Long             | EC               | CORP              | US        |      8007 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| VERITAS SERIES G PREFERRED STO                                                                      | VERITAS SERIES G PREFERRED STO                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1758 | NS      | $41313.00     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                                               | Williams Scotsman Inc                                                           | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    188000 | PA      | $185531.04    | 0.04%             | 2028-08-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| WILSONART LLC                                                                                       | Wilsonart LLC                                                                   | CUSIP: 97246JAA6<br>LEI: 549300SAZRUMYKDJBY14 | Long             | DBT              | CORP              | US        |    545000 | PA      | $515058.81    | 0.10%             | 2032-08-15      | Fixed         | 11.00%                | Yes           | 2                  | On Loan: No      |
| WILTON RE LTD                                                                                       | Wilton RE Ltd                                                                   | CUSIP: 97263CAA9<br>LEI: 5493004VQ9VSL29MT373 | Long             | DBT              | CORP              | CA        |    132000 | PA      | $130770.69    | 0.03%             | 2030-10-22      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                                                                            | Windstream Services LLC / Windstream Escrow Finance Corp                        | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $66393.81     | 0.01%             | 2031-10-01      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| WINDSTREAM SERVICES LLC                                                                             | Windstream Services LLC                                                         | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    477000 | PA      | $475998.99    | 0.10%             | 2033-10-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Wingstop Funding LLC                                                                                | Wingstop Funding LLC                                                            | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $927206.26    | 0.19%             | 2054-12-05      | Fixed         | 5.86%                 | Yes           | 2                  | On Loan: No      |
| Education Management LLC                                                                            | Education Management LLC Term Loan B                                            | CUSIP: 000000000<br>LEI: 5726QOBW64NQET3VRC47 | Long             | LON              | CORP              | US        |    283955 | PA      | $28.40        | 0.00%             | 2023-11-30      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| PRIVATBANK(UK SPV CRED)                                                                             | Privatbank CJSC Via UK SPV Credit Finance PLC                                   | CUSIP: 000000000<br>LEI: 2138004OYQUYY3KJCF63 | Long             | DBT              | CORP              | GB        |   1240000 | PA      | $19864.80     | 0.00%             | 2018-01-23      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TRAVEL + LEISURE CO                                                                                 | Travel + Leisure Co                                                             | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    494000 | PA      | $499825.15    | 0.10%             | 2027-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| WYNN MACAU LTD                                                                                      | Wynn Macau Ltd                                                                  | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    113000 | PA      | $114124.39    | 0.02%             | 2034-02-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| XPLR INFRAST OPERATING                                                                              | XPLR Infrastructure Operating Partners LP                                       | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    232000 | PA      | $242810.27    | 0.05%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| XCEL ENERGY INC                                                                                     | Xcel Energy Inc                                                                 | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     92000 | PA      | $89038.96     | 0.02%             | 2027-03-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| XYLEM INC                                                                                           | Xylem Inc/NY                                                                    | CUSIP: 98419MAK6<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    151000 | PA      | $129314.82    | 0.03%             | 2046-11-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| XEROX HOLDINGS CORP                                                                                 | Xerox Holdings Corp                                                             | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |    561000 | PA      | $269202.85    | 0.05%             | 2028-08-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                                                                | YPF SA                                                                          | CUSIP: 984245AU4<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |       138 | PA      | $138.25       | 0.00%             | 2026-02-12      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                                                                | YPF SA                                                                          | CUSIP: 984245AV2<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |        50 | PA      | $51.41        | 0.00%             | 2029-06-30      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                                                                | YPF SA                                                                          | CUSIP: 984245AW0<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |       950 | PA      | $908.02       | 0.00%             | 2033-09-30      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| YARA INTERNATIONAL ASA                                                                              | Yara International ASA                                                          | CUSIP: 984851AF2<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |     61000 | PA      | $61424.73     | 0.01%             | 2028-06-01      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| YUM! BRANDS INC                                                                                     | Yum! Brands Inc                                                                 | CUSIP: 988498AD3<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    207000 | PA      | $231384.91    | 0.05%             | 2037-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| YUM! BRANDS INC                                                                                     | Yum! Brands Inc                                                                 | CUSIP: 988498AK7<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    269000 | PA      | $263502.81    | 0.05%             | 2043-11-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| YUM! BRANDS INC                                                                                     | Yum! Brands Inc                                                                 | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    226000 | PA      | $212156.72    | 0.04%             | 2031-03-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| ZF NA CAPITAL                                                                                       | ZF North America Capital Inc                                                    | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     48000 | PA      | $43754.93     | 0.01%             | 2032-04-23      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF ZAMBIA                                                                                  | Zambia Government International Bond                                            | CUSIP: 988895AQ1<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     63635 | PA      | $61137.54     | 0.01%             | 2033-06-30      | Variable      | 5.75%                 | Yes           | 2                  | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                                                             | Zayo Group Holdings Inc                                                         | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    274541 | PA      | $261099.73    | 0.05%             | 2030-03-09      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                                                             | Zayo Group Holdings Inc                                                         | CUSIP: 98919VAD7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    134085 | PA      | $122685.66    | 0.02%             | 2030-09-09      | Fixed         | 13.75%                | Yes           | 2                  | On Loan: No      |
| Zaxby's Funding LLC                                                                                 | Zaxbys Funding LLC                                                              | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    718125 | PA      | $674892.55    | 0.14%             | 2051-07-30      | Fixed         | 3.24%                 | Yes           | 2                  | On Loan: No      |
| Zaxby's Funding LLC                                                                                 | Zaxbys Funding LLC                                                              | CUSIP: 98920MAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    444375 | PA      | $455444.03    | 0.09%             | 2054-04-30      | Fixed         | 6.59%                 | Yes           | 2                  | On Loan: No      |
| ZIONS BANCORP NA                                                                                    | Zions Bancorp NA                                                                | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |     91000 | PA      | $84737.34     | 0.02%             | 2029-10-29      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA SPA                                                                                  | Telecom Italia SpA/Milano                                                       | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |    300000 | PA      | $357033.36    | 0.07%             | 2055-03-17      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| VTB BANK (VTB EURASIA)                                                                              | VTB Bank PJSC Via VTB Eurasia DAC                                               | CUSIP: 000000000<br>LEI: 635400IGBYL1WAJLDE17 | Long             | DBT              | CORP              | IE        |    714000 | PA      | $0.00         | 0.00%             | 2025-12-06      | Fixed         | 9.50%                 | Yes           | 3                  | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                                            | Petrobras Global Finance BV                                                     | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $260188.73    | 0.05%             | 2029-10-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| VTB BANK (VTB CAPITAL SA                                                                            | VTB Bank OJSC Via VTB Capital SA                                                | CUSIP: 000000000<br>LEI: 529900Z143LRJYE8LK88 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $0.00         | 0.00%             | 2022-10-17      | Fixed         | 6.95%                 | Yes           | 3                  | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                                            | Petrobras Global Finance BV                                                     | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $262175.04    | 0.05%             | 2034-01-16      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                                            | Electricite de France SA                                                        | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $652843.04    | 0.13%             | 2029-01-22      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| SAUDI ELEC GLOBAL SUKUK                                                                             | Saudi Electricity Global Sukuk Co 3                                             | CUSIP: 000000000<br>LEI: 549300BJ6IA5S2UFVN71 | Long             | DBT              | CORP              | KY        |    450000 | PA      | $463081.50    | 0.09%             | 2044-04-08      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                                            | OCP SA                                                                          | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    200000 | PA      | $210286.00    | 0.04%             | 2044-04-25      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| GREENLAND GLB INVST                                                                                 | Greenland Global Investment Ltd                                                 | CUSIP: 000000000<br>LEI: 549300RR3CIGB2A33O28 | Long             | DBT              | CORP              | VG        |    523152 | PA      | $49244.34     | 0.01%             | 2030-07-03      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| LEBANESE REPUBLIC                                                                                   | Lebanon Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    213000 | PA      | $48459.63     | 0.01%             | 2025-02-26      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| HOUSE OF FRASER FUNDING                                                                             | House of Fraser Funding PLC                                                     | CUSIP: 000000000<br>LEI: 213800P7RKFZN1OO5R52 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $304.78       | 0.00%             | 2020-09-15      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| PRIVATBANK(UK SPV CRED)                                                                             | Privatbank CJSC Via UK SPV Credit Finance PLC                                   | CUSIP: 000000000<br>LEI: 2138004OYQUYY3KJCF63 | Long             | DBT              | CORP              | GB        |   1577000 | PA      | $4652.15      | 0.00%             | 2021-02-09      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| TEVA PHARM FNC NL II                                                                                | Teva Pharmaceutical Finance Netherlands II BV                                   | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |    560000 | PA      | $619554.94    | 0.12%             | 2028-10-15      | Fixed         | 1.63%                 | Yes           | 2                  | On Loan: No      |
| WHIRLPOOL FINANCE LU                                                                                | Whirlpool Finance Luxembourg Sarl                                               | CUSIP: 000000000<br>LEI: 549300W5K7SGG3H6B058 | Long             | DBT              | CORP              | LU        |    250000 | PA      | $283938.05    | 0.06%             | 2026-11-02      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| TRAVELEX FINANCING PLC                                                                              | Travelex Financing PLC                                                          | CUSIP: 000000000<br>LEI: 6354009XFWVZER7G5X35 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $0.00         | 0.00%             | 2022-05-15      | None          | 0.00%                 | Yes           | 3                  | On Loan: No      |
| OMGRID FUNDING LTD                                                                                  | OmGrid Funding Ltd                                                              | CUSIP: 000000000<br>LEI: 549300L1HIVZ83RMAP18 | Long             | DBT              | CORP              | KY        |    277000 | PA      | $279141.21    | 0.06%             | 2027-05-16      | Fixed         | 5.20%                 | Yes           | 2                  | On Loan: No      |
| MUNDYS SPA                                                                                          | Mundys SpA                                                                      | CUSIP: 000000000<br>LEI: 8156008DEC771409C487 | Long             | DBT              | CORP              | IT        |    575000 | PA      | $654860.26    | 0.13%             | 2027-07-13      | Fixed         | 1.88%                 | Yes           | 2                  | On Loan: No      |
| Bahrain Government International Bonds                                                              | Bahrain Government International Bonds                                          | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    413000 | PA      | $431762.59    | 0.09%             | 2029-09-20      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| RUSSIAN RAIL(RZD CAP)                                                                               | Russian Railways Via RZD Capital PLC                                            | CUSIP: 000000000<br>LEI: 635400VKMH1VQDFMW392 | Long             | DBT              | CORP              | IE        | 115000000 | PA      | $0.00         | 0.00%             | 2024-10-19      | Fixed         | 7.90%                 | Yes           | 3                  | On Loan: No      |
| ESSELUNGA SPA                                                                                       | Esselunga SpA                                                                   | CUSIP: 000000000<br>LEI: 8156001A08A847FFCE47 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $227710.63    | 0.05%             | 2027-10-25      | Fixed         | 1.88%                 | Yes           | 2                  | On Loan: No      |
| WHIRLPOOL FINANCE LU                                                                                | Whirlpool Finance Luxembourg Sarl                                               | CUSIP: 000000000<br>LEI: 549300W5K7SGG3H6B058 | Long             | DBT              | CORP              | LU        |    350000 | PA      | $387899.59    | 0.08%             | 2027-11-09      | Fixed         | 1.10%                 | No            | 2                  | On Loan: No      |
| TELE COLUMBUS AG                                                                                    | Tele Columbus AG                                                                | CUSIP: 000000000<br>LEI: 3912004GMFDLY04RUQ19 | Long             | DBT              | CORP              | DE        |    275625 | PA      | $213779.77    | 0.04%             | 2029-01-01      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                 | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    850000 | PA      | $993116.37    | 0.20%             | 2029-02-26      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| ESKOM HOLDINGS                                                                                      | Eskom Holdings                                                                  | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    416000 | PA      | $446114.24    | 0.09%             | 2028-08-10      | Fixed         | 8.45%                 | Yes           | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                                                                                  | Vodafone Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $652969.92    | 0.13%             | 2078-10-03      | Fixed         | 4.20%                 | Yes           | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                            | Celanese US Holdings LLC                                                        | CUSIP: 000000000<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    270000 | PA      | $307284.86    | 0.06%             | 2027-03-01      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| SCHAEFFLER AG                                                                                       | Schaeffler AG                                                                   | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $576325.03    | 0.12%             | 2027-03-26      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| DEVELOPMENT BANK BELARUS                                                                            | Development Bank of the Republic of Belarus JSC                                 | CUSIP: 000000000<br>LEI: 253400D4JRB0M70A0687 | Long             | DBT              | NUSS              | BY        |    942000 | PA      | $482614.86    | 0.10%             | 2024-05-02      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| EUTELSAT SA                                                                                         | Eutelsat SA                                                                     | CUSIP: 000000000<br>LEI: 549300MCOOY1V7P2PG30 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $455873.10    | 0.09%             | 2027-07-13      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| WORLDLINE SA/FRANCE                                                                                 | Worldline SA/France                                                             | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |      6602 | PA      | $7099.69      | 0.00%             | 2026-07-30      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| HELLA GMBH & CO KGAA                                                                                | Hella GmbH & Co KGaA                                                            | CUSIP: 000000000<br>LEI: 529900PLX4ADJFWIY024 | Long             | DBT              | CORP              | DE        |    250000 | PA      | $280828.78    | 0.06%             | 2027-01-26      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Abu Dhabi Government International Bonds                                                            | Abu Dhabi Government International Bonds                                        | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |   1077000 | PA      | $797873.91    | 0.16%             | 2049-09-30      | Fixed         | 3.13%                 | Yes           | 2                  | On Loan: No      |
| RENAULT SA                                                                                          | Renault SA                                                                      | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $558234.19    | 0.11%             | 2027-10-04      | Fixed         | 1.13%                 | Yes           | 2                  | On Loan: No      |
| ZF EUROPE FINANCE BV                                                                                | ZF Europe Finance BV                                                            | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $625045.24    | 0.13%             | 2029-10-23      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| ZF EUROPE FINANCE BV                                                                                | ZF Europe Finance BV                                                            | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $443327.65    | 0.09%             | 2027-10-23      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| CARNIVAL PLC                                                                                        | Carnival PLC                                                                    | CUSIP: 000000000<br>LEI: 4DR1VPDQMHD3N3QW8W95 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $372000.52    | 0.07%             | 2029-10-28      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| KONDOR FINANCE PLC (NAK)                                                                            | NAK Naftogaz Ukraine via Kondor Finance PLC                                     | CUSIP: 000000000<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | CORP              | GB        |    818460 | PA      | $641214.30    | 0.13%             | 2028-11-08      | Fixed         | 7.63%                 | Yes           | 2                  | On Loan: No      |
| BAYER AG                                                                                            | Bayer AG                                                                        | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $454715.84    | 0.09%             | 2079-11-12      | Fixed         | 3.13%                 | Yes           | 2                  | On Loan: No      |
| MOBICO GROUP PLC                                                                                    | Mobico Group PLC                                                                | CUSIP: 000000000<br>LEI: 213800A8IQEMY8PA5X34 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $231279.45    | 0.05%             | 2028-11-20      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                                                            | Standard Industries Inc/NY                                                      | CUSIP: 000000000<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    241859 | PA      | $277351.53    | 0.06%             | 2026-11-21      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                                            | Electricite de France SA                                                        | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $453544.74    | 0.09%             | 2027-09-03      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| ORSTED A/S                                                                                          | Orsted AS                                                                       | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |    510000 | PA      | $562867.84    | 0.11%             | 3019-12-09      | Fixed         | 1.75%                 | Yes           | 2                  | On Loan: No      |
| HX HOLD CO LTD                                                                                      | HX Hold Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 2138004WV2GA7GI77I96 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $385321.69    | 0.08%             | 2030-02-12      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| VF CORP                                                                                             | VF Corp                                                                         | CUSIP: 918204AX6<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263760.91    | 0.05%             | 2028-02-25      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| VF CORP                                                                                             | VF Corp                                                                         | CUSIP: 918204AY4<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    300000 | PA      | $265003.47    | 0.05%             | 2032-02-25      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL EMEA FIN SARL                                                                             | Whirlpool EMEA Finance Sarl                                                     | CUSIP: 96332XAA2<br>LEI: 549300KCJ74PW78SNI52 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $323709.09    | 0.07%             | 2028-02-20      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| LEBANESE REPUBLIC                                                                                   | Lebanon Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     38000 | PA      | $8652.98      | 0.00%             | 2028-03-20      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| VIRGIN MEDIA VENDOR FIN                                                                             | Virgin Media Vendor Financing Notes III DAC                                     | CUSIP: 000000000<br>LEI: 635400SSKC2QCGEPIQ43 | Long             | DBT              | CORP              | IE        |    250000 | PA      | $319462.20    | 0.06%             | 2028-07-15      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| OCADO GROUP PLC                                                                                     | Ocado Group PLC                                                                 | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $850730.88    | 0.17%             | 2027-01-18      | Fixed         | 0.75%                 | Yes           | 2                  | On Loan: No      |
| WORLDLINE SA/FRANCE                                                                                 | Worldline SA/France                                                             | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $499391.40    | 0.10%             | 2027-06-30      | Fixed         | 0.88%                 | Yes           | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    186000 | PA      | $128129.82    | 0.03%             | 2051-02-14      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Romania Government International Bonds                                                              | Romania Government International Bonds                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    760000 | PA      | $681324.80    | 0.14%             | 2031-02-14      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| NEW IMMO HOLDING SA                                                                                 | New Immo Holding SA                                                             | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $228918.61    | 0.05%             | 2027-07-23      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| GREENLAND GLB INVST                                                                                 | Greenland Global Investment Ltd                                                 | CUSIP: 000000000<br>LEI: 549300RR3CIGB2A33O28 | Long             | DBT              | CORP              | VG        |    876412 | PA      | $161952.08    | 0.03%             | 2029-04-22      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| AZZURRA AEROPORTI SPA                                                                               | Azzurra Aeroporti SpA                                                           | CUSIP: 000000000<br>LEI: 8156004064432D3D0F19 | Long             | DBT              | CORP              | IT        |    180000 | PA      | $206657.48    | 0.04%             | 2027-05-30      | Fixed         | 2.63%                 | Yes           | 2                  | On Loan: No      |
| Ecuador Government International Bonds                                                              | Ecuador Government International Bonds                                          | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    558135 | PA      | $508343.78    | 0.10%             | 2030-07-31      | Fixed         | 6.90%                 | Yes           | 2                  | On Loan: No      |
| Ecuador Government International Bonds                                                              | Ecuador Government International Bonds                                          | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    985468 | PA      | $753971.71    | 0.15%             | 2035-07-31      | Fixed         | 6.90%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF ECUADOR                                                                                 | Ecuador Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     88699 | PA      | $69189.65     | 0.01%             | 2030-07-31      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Travelex TOPCO Limited                                                                              | Travelex TOPCO Limited                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |       675 | NS      | $0.00         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                                                                                  | Vodafone Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $836374.41    | 0.17%             | 2080-08-27      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| SABIC CAPITAL I BV                                                                                  | SABIC Capital I BV                                                              | CUSIP: 000000000<br>LEI: 213800LBMMAIG1FQP389 | Long             | DBT              | CORP              | NL        |    446000 | PA      | $295162.80    | 0.06%             | 2050-09-14      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                                            | Electricite de France SA                                                        | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $221308.81    | 0.04%             | 2030-06-15      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| CBB International Sukuk Programme Co. WLL                                                           | CBB International Sukuk Programme Co. WLL                                       | CUSIP: 000000000<br>LEI: 5493006IRJ2IWXTNIM16 | Long             | DBT              | NUSS              | BH        |    510000 | PA      | $499330.80    | 0.10%             | 2027-09-16      | Fixed         | 3.95%                 | Yes           | 2                  | On Loan: No      |
| VMED O2 UK FINAN                                                                                    | Vmed O2 UK Financing I PLC                                                      | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $248998.63    | 0.05%             | 2029-01-31      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| NISSAN MOTOR CO                                                                                     | Nissan Motor Co Ltd                                                             | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $567910.68    | 0.11%             | 2028-09-17      | Fixed         | 3.20%                 | Yes           | 2                  | On Loan: No      |
| Oman Government International Bonds                                                                 | Oman Government International Bonds                                             | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    200000 | PA      | $208772.00    | 0.04%             | 2027-10-28      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| TRAVELEX ISSUERCO 2 PLC                                                                             | Travelex Issuerco 2 PLC                                                         | CUSIP: 000000000<br>LEI: 213800X5CA5ZLTI55177 | Long             | DBT              | CORP              | GB        |   2658848 | PA      | $2179866.32   | 0.44%             | 2029-03-31      | Fixed         | 3.01%                 | Yes           | 2                  | On Loan: No      |
| Serbia International Bonds                                                                          | Serbia International Bonds                                                      | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    222000 | PA      | $194538.60    | 0.04%             | 2030-12-01      | Fixed         | 2.13%                 | Yes           | 2                  | On Loan: No      |
| GRAND CITY PROPERTIES SA                                                                            | Grand City Properties SA                                                        | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $338996.69    | 0.07%             | 2026-03-09      | Fixed         | 1.50%                 | Yes           | 2                  | On Loan: No      |
| WINTERSHALL DEA FIN 2BV                                                                             | Wintershall Dea Finance 2 BV                                                    | CUSIP: 000000000<br>LEI: 529900DV88FUQZSVVL48 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $111100.48    | 0.02%             | 2028-07-20      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| VERISURE MIDHOLDING AB                                                                              | Verisure Midholding AB                                                          | CUSIP: 000000000<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |    300000 | PA      | $347776.42    | 0.07%             | 2029-02-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| CPI PROPERTY GROUP SA                                                                               | CPI Property Group SA                                                           | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |    420000 | PA      | $401353.90    | 0.08%             | 2031-01-27      | Fixed         | 1.50%                 | Yes           | 2                  | On Loan: No      |
| ORSTED A/S                                                                                          | Orsted AS                                                                       | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |    370000 | PA      | $363584.38    | 0.07%             | 3021-02-18      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| ORSTED A/S                                                                                          | Orsted AS                                                                       | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |    100000 | PA      | $97996.00     | 0.02%             | 2099-12-31      | Fixed         | 1.50%                 | Yes           | 2                  | On Loan: No      |
| NEXI SPA                                                                                            | Nexi SpA                                                                        | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $212140.63    | 0.04%             | 2028-02-24      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| CITYCON TREASURY BV                                                                                 | Citycon Treasury BV                                                             | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $218411.05    | 0.04%             | 2028-03-12      | Fixed         | 1.63%                 | Yes           | 2                  | On Loan: No      |
| EMERIA SASU                                                                                         | Emeria SASU                                                                     | CUSIP: 000000000<br>LEI: 969500SA2FHM81LPJ311 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $193624.46    | 0.04%             | 2028-03-31      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| CANARY WHARF GROUP                                                                                  | Canary Wharf Group Investment Holdings PLC                                      | CUSIP: 000000000<br>LEI: 2138002C1D5FMEDILF18 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $246510.49    | 0.05%             | 2028-04-23      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| BAPCO ENERGIES SUKUK LTD                                                                            | Bapco Energies Sukuk Ltd                                                        | CUSIP: 000000000<br>LEI: 54930062R6OFRHBRAI29 | Long             | DBT              | CORP              | KY        |    247000 | PA      | $247234.65    | 0.05%             | 2029-04-08      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| PCF GMBH                                                                                            | PCF GmbH                                                                        | CUSIP: 000000000<br>LEI: 5299001ZMR76CCHGY076 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $298951.32    | 0.06%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| OQ SAOC                                                                                             | OQ SAOC                                                                         | CUSIP: 000000000<br>LEI: 549300YK417GKI6EQ392 | Long             | DBT              | CORP              | OM        |    893000 | PA      | $901233.46    | 0.18%             | 2028-05-06      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| AFRICAN EXPORT-IMPORT BA                                                                            | African Export-Import Bank/The                                                  | CUSIP: 000000000<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | XX        |    443000 | PA      | $398611.40    | 0.08%             | 2031-05-17      | Fixed         | 3.80%                 | Yes           | 2                  | On Loan: No      |
| CERBA HEALTHCARE SASU                                                                               | Cerba Healthcare SACA                                                           | CUSIP: 000000000<br>LEI: 9845000C1FYE89DC8677 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $240752.86    | 0.05%             | 2028-05-31      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| PAKISTAN WATER & POWER                                                                              | Pakistan Water & Power Development Authority                                    | CUSIP: 000000000<br>LEI: 213800UA74QOTK6IES10 | Long             | DBT              | NUSS              | PK        |    765000 | PA      | $723751.20    | 0.15%             | 2031-06-04      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| MDGH GMTN RSC LTD                                                                                   | MDGH GMTN RSC Ltd                                                               | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    309000 | PA      | $227124.27    | 0.05%             | 2051-06-07      | Fixed         | 3.40%                 | Yes           | 2                  | On Loan: No      |
| ENERGIZER GAMMA ACQ BV                                                                              | Energizer Gamma Acquisition BV                                                  | CUSIP: 000000000<br>LEI: 5493002SUYZDHEQ3JN34 | Long             | DBT              | CORP              | NL        |    575000 | PA      | $649054.37    | 0.13%             | 2029-06-30      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| SA GLOBAL SUKUK LTD                                                                                 | SA Global Sukuk Ltd                                                             | CUSIP: 000000000<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |    327000 | PA      | $297367.26    | 0.06%             | 2031-06-17      | Fixed         | 2.69%                 | Yes           | 2                  | On Loan: No      |
| GEORGIAN RAILWAY JSC                                                                                | Georgian Railway JSC                                                            | CUSIP: 000000000<br>LEI: 2138005UZV4ZT2B2ZO19 | Long             | DBT              | CORP              | GE        |    451000 | PA      | $422636.61    | 0.08%             | 2028-06-17      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| VMED O2 UK FINAN                                                                                    | Vmed O2 UK Financing I PLC                                                      | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $296922.40    | 0.06%             | 2031-07-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Turkiye Ihracat Kredi Bankasi AS                                                                    | Turkiye Ihracat Kredi Bankasi AS                                                | CUSIP: 000000000<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |    449000 | PA      | $451285.41    | 0.09%             | 2026-07-06      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| QatarEnergy                                                                                         | QatarEnergy                                                                     | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    690000 | PA      | $622504.20    | 0.13%             | 2031-07-12      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                                                              | Republic of Uzbekistan International Bond                                       | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    461000 | PA      | $428232.12    | 0.09%             | 2031-10-19      | Fixed         | 3.90%                 | Yes           | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                            | Celanese US Holdings LLC                                                        | CUSIP: 000000000<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    300000 | PA      | $315313.19    | 0.06%             | 2028-09-10      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| HLDNG D'INFRA METIERS                                                                               | Holding d'Infrastructures des Metiers de l'Environnement SAS                    | CUSIP: 000000000<br>LEI: 969500I3QVK40XEORU25 | Long             | DBT              | CORP              | FR        |    260000 | PA      | $277601.93    | 0.06%             | 2028-09-16      | Fixed         | 0.63%                 | Yes           | 2                  | On Loan: No      |
| BANK NEGARA INDONESIA                                                                               | Bank Negara Indonesia Persero Tbk PT                                            | CUSIP: 000000000<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |    614000 | PA      | $598926.30    | 0.12%             | 2027-03-24      | Fixed         | 4.30%                 | Yes           | 2                  | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                                                            | Olympus Water US Holding Corp                                                   | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    170000 | PA      | $184749.98    | 0.04%             | 2029-10-01      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                                                            | Olympus Water US Holding Corp                                                   | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $228630.44    | 0.05%             | 2028-10-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| KAIXO BONDCO TELECOM SA                                                                             | Kaixo Bondco Telecom SA                                                         | CUSIP: 000000000<br>LEI: 959800ULWB3MZHZ69055 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $116294.32    | 0.02%             | 2029-09-30      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| BCP MODULAR SERVICES                                                                                | BCP V Modular Services Finance II PLC                                           | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $217488.93    | 0.04%             | 2028-11-30      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| BCP V MODULAR SERVICES                                                                              | BCP V Modular Services Finance PLC                                              | CUSIP: 000000000<br>LEI: 213800K8U94KVZL98H64 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $244408.49    | 0.05%             | 2029-11-30      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| RAC BOND CO PLC                                                                                     | RAC Bond Co PLC                                                                 | CUSIP: 000000000<br>LEI: 2138008FCM2SUNLC7B21 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $326296.72    | 0.07%             | 2027-11-04      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| UZBEKNEFTEGAZ                                                                                       | Uzbekneftegaz JSC                                                               | CUSIP: 000000000<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | CORP              | UZ        |    201000 | PA      | $190517.85    | 0.04%             | 2028-11-16      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF GABON                                                                                   | Gabon Government International Bond                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |    200000 | PA      | $154858.00    | 0.03%             | 2031-11-24      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| ODIDO GROUP HOLDING BV                                                                              | Odido Group Holding BV                                                          | CUSIP: 000000000<br>LEI: 724500FOAL1MNGOJKP07 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $347904.37    | 0.07%             | 2030-01-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| CPI PROPERTY GROUP SA                                                                               | CPI Property Group SA                                                           | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |    210000 | PA      | $211269.34    | 0.04%             | 2030-01-14      | Fixed         | 1.75%                 | Yes           | 2                  | On Loan: No      |
| ANARAFE SLU                                                                                         | Anarafe SL                                                                      | CUSIP: 000000000<br>LEI: 959800AW60HWZ3N4R995 | Long             | DBT              | CORP              | ES        |    311888 | PA      | $273469.83    | 0.05%             | 2026-12-31      | Fixed         | 14.79%                | Yes           | 2                  | On Loan: No      |
| Pakistan Global Sukuk Programme Co. Ltd.                                                            | Pakistan Global Sukuk Programme Co. Ltd.                                        | CUSIP: 000000000<br>LEI: 213800X5OY6CVYNY1M70 | Long             | DBT              | NUSS              | PK        |    568000 | PA      | $575986.08    | 0.12%             | 2029-01-31      | Fixed         | 7.95%                 | Yes           | 2                  | On Loan: No      |
| CERVED INFORMATION SOLUT                                                                            | Cerved Group SpA                                                                | CUSIP: 000000000<br>LEI: 8156005E0EF91772E207 | Long             | DBT              | CORP              | IT        |    138000 | PA      | $147986.78    | 0.03%             | 2029-02-15      | Floating      | 7.26%                 | Yes           | 2                  | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                                                              | Volkswagen International Finance NV                                             | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $115288.06    | 0.02%             | 2027-12-28      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| BAYER AG                                                                                            | Bayer AG                                                                        | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $357074.85    | 0.07%             | 2082-03-25      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| Angola Government International Bonds                                                               | Angola Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    200000 | PA      | $187372.00    | 0.04%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                            | Celanese US Holdings LLC                                                        | CUSIP: 000000000<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    400000 | PA      | $483163.24    | 0.10%             | 2029-01-19      | Fixed         | 5.59%                 | No            | 2                  | On Loan: No      |
| ORSTED A/S                                                                                          | Orsted AS                                                                       | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |    125000 | PA      | $147421.06    | 0.03%             | 3022-12-08      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Hungary Government International Bonds                                                              | Hungary Government International Bonds                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    334000 | PA      | $347667.28    | 0.07%             | 2028-05-22      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| Romania Government International Bonds                                                              | Romania Government International Bonds                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    206000 | PA      | $228754.76    | 0.05%             | 2053-01-17      | Fixed         | 7.63%                 | Yes           | 2                  | On Loan: No      |
| Saudi Government International Bonds                                                                | Saudi Government International Bonds                                            | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   1798000 | PA      | $1649952.68   | 0.33%             | 2053-01-18      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| TELEFONICA EUROPE BV                                                                                | Telefonica Europe BV                                                            | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $248684.25    | 0.05%             | 2030-02-03      | Fixed         | 6.14%                 | Yes           | 2                  | On Loan: No      |
| TRANSNET/SOUTH AFRICA                                                                               | Transnet/South Africa                                                           | CUSIP: 000000000<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |    409000 | PA      | $433421.39    | 0.09%             | 2028-02-06      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| VF Corp.                                                                                            | VF Corp.                                                                        | CUSIP: 000000000<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    400000 | PA      | $459612.29    | 0.09%             | 2029-03-07      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ELIA GROUP SA/NV                                                                                    | Elia Group SA/NV                                                                | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | DBT              | CORP              | BE        |    400000 | PA      | $485399.39    | 0.10%             | 2028-03-15      | Fixed         | 5.85%                 | Yes           | 2                  | On Loan: No      |
| Jordan Government International Bonds                                                               | Jordan Government International Bonds                                           | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    264000 | PA      | $279565.44    | 0.06%             | 2029-01-13      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| ORANGE SA                                                                                           | Orange SA                                                                       | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $247831.29    | 0.05%             | 2030-01-18      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| MONITCHEM HOLDCO 3 S.A.                                                                             | Monitchem HoldCo 3 SA                                                           | CUSIP: 000000000<br>LEI: 222100SJHJ1CNJMSW162 | Long             | DBT              | CORP              | LU        |    125000 | PA      | $140523.89    | 0.03%             | 2028-05-01      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| TVL FINANCE PLC                                                                                     | TVL Finance PLC                                                                 | CUSIP: 000000000<br>LEI: 549300DUQXE7VXG8YA50 | Long             | DBT              | CORP              | JE        |    250000 | PA      | $330763.30    | 0.07%             | 2028-04-28      | Fixed         | 10.25%                | Yes           | 2                  | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                                                            | EMRLD Borrower LP / Emerald Co-Issuer Inc                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $481789.28    | 0.10%             | 2030-12-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| ENGINEERING SPA                                                                                     | Engineering - Ingegneria Informatica - SpA                                      | CUSIP: 000000000<br>LEI: 81560042F5E23EE61346 | Long             | DBT              | CORP              | IT        |    300000 | PA      | $365754.31    | 0.07%             | 2028-05-15      | Fixed         | 11.13%                | Yes           | 2                  | On Loan: No      |
| CROWN EURO HOLDINGS SA                                                                              | Crown European Holdings SACA                                                    | CUSIP: 000000000<br>LEI: 85OKW2SW05RZFQS1W718 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $302775.24    | 0.06%             | 2028-05-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| MVM ENERGETIKA ZRT                                                                                  | MVM Energetika Zrt                                                              | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |    435000 | PA      | $461521.95    | 0.09%             | 2028-06-09      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                                                            | British Telecommunications PLC                                                  | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $282857.93    | 0.06%             | 2083-12-20      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| SGL CARBON SE                                                                                       | SGL Carbon SE                                                                   | CUSIP: 000000000<br>LEI: 52990038IB31TYK07X63 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $225817.98    | 0.05%             | 2028-06-28      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| ENERGIA GROUP ROI                                                                                   | Energia Group Roi Financeco DAC                                                 | CUSIP: 000000000<br>LEI: 2138006WRV8S2EFW9516 | Long             | DBT              | CORP              | IE        |    350000 | PA      | $417765.33    | 0.08%             | 2028-07-31      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                                                              | Volkswagen International Finance NV                                             | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $266448.89    | 0.05%             | 2032-09-06      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| WORLDLINE SA/FRANCE                                                                                 | Worldline SA/France                                                             | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $290211.93    | 0.06%             | 2028-09-12      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| ZF EUROPE FINANCE BV                                                                                | ZF Europe Finance BV                                                            | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $232406.53    | 0.05%             | 2029-03-13      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| MOBICO GROUP PLC                                                                                    | Mobico Group PLC                                                                | CUSIP: 000000000<br>LEI: 213800A8IQEMY8PA5X34 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $221513.41    | 0.04%             | 2031-09-26      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| NEW IMMO HOLDING SA                                                                                 | New Immo Holding SA                                                             | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $481291.34    | 0.10%             | 2029-03-22      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| BAYER AG                                                                                            | Bayer AG                                                                        | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $255122.95    | 0.05%             | 2083-09-25      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| ACCOR SA                                                                                            | Accor SA                                                                        | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $127079.67    | 0.03%             | 2029-01-11      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| VAR ENERGI ASA                                                                                      | Var Energi ASA                                                                  | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    350000 | PA      | $448587.20    | 0.09%             | 2083-11-15      | Fixed         | 7.86%                 | Yes           | 2                  | On Loan: No      |
| Saudi Government International Bonds                                                                | Saudi Government International Bonds                                            | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    342000 | PA      | $348484.32    | 0.07%             | 2030-01-16      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| TURKIYE VARLIK FONU                                                                                 | Turkiye Varlik Fonu Yonetimi AS                                                 | CUSIP: 000000000<br>LEI: 789000MAPAG7J8DI3112 | Long             | DBT              | CORP              | TR        |    397000 | PA      | $422058.64    | 0.08%             | 2029-02-14      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Republic of Kenya Government International Bonds                                                    | Republic of Kenya Government International Bonds                                | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    816000 | PA      | $874980.48    | 0.18%             | 2031-02-16      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| CITYCON TREASURY BV                                                                                 | Citycon Treasury BV                                                             | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $181986.73    | 0.04%             | 2029-03-08      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| METRO AG                                                                                            | METRO AG                                                                        | CUSIP: 000000000<br>LEI: 5299006EQ03K3SSUYS12 | Long             | DBT              | CORP              | DE        |    450000 | PA      | $536333.26    | 0.11%             | 2029-03-07      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| FORVIA SE                                                                                           | Forvia SE                                                                       | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $237496.63    | 0.05%             | 2031-06-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| HEATHROW FINANCE PLC                                                                                | Heathrow Finance PLC                                                            | CUSIP: 000000000<br>LEI: 549300F740QSGMPHQJ60 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $264093.04    | 0.05%             | 2031-03-01      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| PINEWOOD FINCO PLC                                                                                  | Pinewood Finco PLC                                                              | CUSIP: 000000000<br>LEI: 984500EF3F7CA63ND769 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $396781.96    | 0.08%             | 2030-03-27      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| PROGROUP AG                                                                                         | Progroup AG                                                                     | CUSIP: 000000000<br>LEI: 529900YI5W5TQ8F2FP82 | Long             | DBT              | CORP              | DE        |    350000 | PA      | $407457.76    | 0.08%             | 2031-04-15      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| VMED O2 UK FINANCING I                                                                              | Vmed O2 UK Financing I PLC                                                      | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    241000 | PA      | $283058.31    | 0.06%             | 2032-04-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| EUTELSAT SA                                                                                         | Eutelsat SA                                                                     | CUSIP: 000000000<br>LEI: 549300MCOOY1V7P2PG30 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $123556.02    | 0.02%             | 2029-04-13      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| GRAND CITY PROP FINANCE                                                                             | Grand City Properties Finance Sarl                                              | CUSIP: 000000000<br>LEI: 8945006UT2CWIRXJSL95 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $240101.62    | 0.05%             | 2030-01-16      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| AROUNDTOWN FINANCE SARL                                                                             | Aroundtown Finance Sarl                                                         | CUSIP: 000000000<br>LEI: 8945006LEXV2KWSWVP51 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $335808.46    | 0.07%             | 2029-04-16      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| AROUNDTOWN FINANCE SARL                                                                             | Aroundtown Finance Sarl                                                         | CUSIP: 000000000<br>LEI: 8945006LEXV2KWSWVP51 | Long             | DBT              | CORP              | LU        |    480000 | PA      | $554395.17    | 0.11%             | 2030-01-16      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| CD&R FIREFLY BIDCO LTD                                                                              | CD&R Firefly Bidco PLC                                                          | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $274376.68    | 0.06%             | 2029-04-30      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| MAHLE GMBH                                                                                          | Mahle GmbH                                                                      | CUSIP: 000000000<br>LEI: 52990098TR1QJBWIYG58 | Long             | DBT              | CORP              | DE        |    250000 | PA      | $297931.22    | 0.06%             | 2031-05-02      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                                            | OCP SA                                                                          | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    299000 | PA      | $333971.04    | 0.07%             | 2054-05-02      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| TC ZIRAAT BANKASI AS                                                                                | TC Ziraat Bankasi AS                                                            | CUSIP: 000000000<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |    599000 | PA      | $632118.71    | 0.13%             | 2034-08-02      | Fixed         | 8.99%                 | Yes           | 2                  | On Loan: No      |
| CPI PROPERTY GROUP SA                                                                               | CPI Property Group SA                                                           | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $617422.77    | 0.12%             | 2029-05-07      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| ILIAD HOLDING SAS                                                                                   | Iliad Holding SAS                                                               | CUSIP: 000000000<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    150000 | PA      | $185119.63    | 0.04%             | 2031-04-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| 888 ACQUISITIONS LTD                                                                                | 888 Acquisitions Ltd                                                            | CUSIP: 000000000<br>LEI: 254900RFD0BP3JOPZU89 | Long             | DBT              | CORP              | GI        |    250000 | PA      | $322677.48    | 0.06%             | 2030-05-15      | Fixed         | 10.75%                | Yes           | 2                  | On Loan: No      |
| AROUNDTOWN FINANCE SARL                                                                             | Aroundtown Finance Sarl                                                         | CUSIP: 000000000<br>LEI: 8945006LEXV2KWSWVP51 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $274066.65    | 0.06%             | 2029-05-07      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| FEDRIGONI SPA                                                                                       | Fedrigoni SpA                                                                   | CUSIP: 000000000<br>LEI: 8156004CE82074779D19 | Long             | DBT              | CORP              | IT        |    300000 | PA      | $336334.07    | 0.07%             | 2031-06-15      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| VEON MIDCO BV                                                                                       | Veon Midco BV                                                                   | CUSIP: 000000000<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |    207000 | PA      | $194110.11    | 0.04%             | 2027-11-25      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| PLT VII FINANCE SARL                                                                                | PLT VII Finance Sarl                                                            | CUSIP: 000000000<br>LEI: 894500SKZV4JDP64R249 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $478635.63    | 0.10%             | 2031-06-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Serbia International Bonds                                                                          | Serbia International Bonds                                                      | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    232000 | PA      | $243760.08    | 0.05%             | 2034-06-12      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Zambia Government International Bonds                                                               | Zambia Government International Bonds                                           | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    157674 | PA      | $151485.66    | 0.03%             | 2033-06-30      | Variable      | 5.75%                 | Yes           | 2                  | On Loan: No      |
| MANGROVE LUXCO III                                                                                  | Mangrove Luxco III Sarl                                                         | CUSIP: 000000000<br>LEI: 549300GLJSZN1PU7T586 | Long             | DBT              | CORP              | LU        |    350000 | PA      | $404883.89    | 0.08%             | 2029-07-15      | Floating      | 7.03%                 | Yes           | 2                  | On Loan: No      |
| ZEGONA FINANCE PLC                                                                                  | Zegona Finance PLC                                                              | CUSIP: 000000000<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    180000 | PA      | $218938.04    | 0.04%             | 2029-07-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| OCADO GROUP PLC                                                                                     | Ocado Group PLC                                                                 | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $299911.98    | 0.06%             | 2029-08-08      | Fixed         | 10.50%                | Yes           | 2                  | On Loan: No      |
| Ukraine Government International Bonds                                                              | Ukraine Government International Bonds                                          | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   1211000 | PA      | $616035.70    | 0.12%             | 2035-02-01      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Ukraine Government International Bonds                                                              | Ukraine Government International Bonds                                          | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    564000 | PA      | $232785.36    | 0.05%             | 2034-02-01      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                                            | Electricite de France SA                                                        | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $268444.01    | 0.05%             | 2035-06-17      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                                                            | Perrigo Finance Unlimited Co                                                    | CUSIP: 000000000<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $119631.24    | 0.02%             | 2032-09-30      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| JSCB AGROBANK                                                                                       | Jscb Agrobank                                                                   | CUSIP: 000000000<br>LEI: 254900JPMU0LFCP18673 | Long             | DBT              | CORP              | UZ        |    463000 | PA      | $504410.72    | 0.10%             | 2029-10-02      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| DYNAMO NEWCO II GMBH                                                                                | Dynamo Newco II GmbH                                                            | CUSIP: 000000000<br>LEI: 391200FDSPYB8FKV7F97 | Long             | DBT              | CORP              | DE        |    140000 | PA      | $162184.32    | 0.03%             | 2031-10-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Ghana Government International Bonds                                                                | Ghana Government International Bonds                                            | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    507000 | PA      | $493098.06    | 0.10%             | 2029-07-03      | Variable      | 5.00%                 | Yes           | 2                  | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                                                | IHO Verwaltungs GmbH                                                            | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $500305.45    | 0.10%             | 2031-11-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| TELECOMMUNICATIONS CO TE                                                                            | Telecommunications co Telekom Srbija AD Belgrade                                | CUSIP: 000000000<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | RS        |    543000 | PA      | $546258.00    | 0.11%             | 2029-10-28      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                                                            | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    150000 | PA      | $177662.56    | 0.04%             | 2032-02-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| Republic of South Africa Government International Bonds                                             | Republic of South Africa Government International Bonds                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    400000 | PA      | $427340.00    | 0.09%             | 2054-11-19      | Fixed         | 7.95%                 | Yes           | 2                  | On Loan: No      |
| Republic of South Africa Government International Bonds                                             | Republic of South Africa Government International Bonds                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    771000 | PA      | $829418.67    | 0.17%             | 2036-11-19      | Fixed         | 7.10%                 | Yes           | 2                  | On Loan: No      |
| TUI CRUISES GMBH                                                                                    | TUI Cruises GmbH                                                                | CUSIP: 000000000<br>LEI: 529900SVD83QUUIZYY18 | Long             | DBT              | CORP              | DE        |    120000 | PA      | $141460.59    | 0.03%             | 2030-05-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| WORLDLINE SA/FRANCE                                                                                 | Worldline SA/France                                                             | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $553299.70    | 0.11%             | 2029-11-27      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| SHERWOOD FINANCING PLC                                                                              | Sherwood Financing PLC                                                          | CUSIP: 000000000<br>LEI: 259400SSZWSSPNYW7K08 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $226643.28    | 0.05%             | 2029-12-15      | Fixed         | 7.63%                 | Yes           | 2                  | On Loan: No      |
| Nigeria Government International Bonds                                                              | Nigeria Government International Bonds                                          | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    352000 | PA      | $394627.20    | 0.08%             | 2034-12-09      | Fixed         | 10.38%                | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF NIGERIA                                                                                 | Nigeria Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   1004000 | PA      | $1092683.32   | 0.22%             | 2031-06-09      | Fixed         | 9.63%                 | Yes           | 2                  | On Loan: No      |
| CITYCON TREASURY BV                                                                                 | Citycon Treasury BV                                                             | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $286793.74    | 0.06%             | 2030-03-11      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| GALAXY BIDCO LTD                                                                                    | Galaxy Bidco Ltd                                                                | CUSIP: 000000000<br>LEI: 2138006O8YW3QCHKDY76 | Long             | DBT              | CORP              | GB        |    173000 | PA      | $235883.57    | 0.05%             | 2029-12-19      | Fixed         | 8.13%                 | Yes           | 2                  | On Loan: No      |
| TRAD & DEV BANK MONGOLIA                                                                            | Trade & Development Bank of Mongolia LLC                                        | CUSIP: 000000000<br>LEI: 549300O080RZNQXWR806 | Long             | DBT              | CORP              | MN        |    467000 | PA      | $462353.35    | 0.09%             | 2027-12-23      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| GRIFOLS SA                                                                                          | Grifols SA                                                                      | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    680000 | PA      | $823971.89    | 0.17%             | 2030-05-01      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                                               | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    302511 | PA      | $278948.42    | 0.06%             | 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        |    162000 | PA      | $149381.82    | 0.03%             | 2038-02-15      | Variable      | 3.60%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                                               | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     77223 | PA      | $70402.66     | 0.01%             | 2036-05-15      | Variable      | 3.60%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                                               | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    398307 | PA      | $307947.07    | 0.06%             | 2035-06-15      | Variable      | 3.60%                 | Yes           | 2                  | On Loan: No      |
| ENEL SPA                                                                                            | Enel SpA                                                                        | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |    300000 | PA      | $352728.21    | 0.07%             | 2032-10-14      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| LA POSTE SA                                                                                         | La Poste SA                                                                     | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $240380.56    | 0.05%             | 2031-04-16      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| BENIN INTL GOV BOND                                                                                 | Benin Government International Bond                                             | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    200000 | PA      | $213122.00    | 0.04%             | 2041-01-23      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| Egypt Government International Bonds                                                                | Egypt Government International Bonds                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    670000 | PA      | $717335.50    | 0.14%             | 2030-02-04      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| OVH GROUPE SAS                                                                                      | OVH Groupe SA                                                                   | CUSIP: 000000000<br>LEI: 9695001J8OSOVX4TP939 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $116581.33    | 0.02%             | 2031-02-05      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Romania Government International Bonds                                                              | Romania Government International Bonds                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    998000 | PA      | $1092859.90   | 0.22%             | 2037-02-10      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| SUMMER BC HOLDCO B SARL                                                                             | Summer BC Holdco B SARL                                                         | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |    330000 | PA      | $363858.66    | 0.07%             | 2030-02-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| METRO AG                                                                                            | METRO AG                                                                        | CUSIP: 000000000<br>LEI: 5299006EQ03K3SSUYS12 | Long             | DBT              | CORP              | DE        |    285000 | PA      | $341882.00    | 0.07%             | 2030-03-05      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| SNF GROUP SACA                                                                                      | SNF Group SACA                                                                  | CUSIP: 000000000<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $119098.72    | 0.02%             | 2032-03-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                                                             | Unibail-Rodamco-Westfield SE                                                    | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |    500000 | PA      | $596536.75    | 0.12%             | 2030-07-04      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| CITYCON TREASURY BV                                                                                 | Citycon Treasury BV                                                             | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $289032.77    | 0.06%             | 2031-07-08      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| CIDRON AIDA FINCO SARL                                                                              | Cidron Aida Finco Sarl                                                          | CUSIP: 000000000<br>LEI: 98450036A07991DEBF10 | Long             | DBT              | CORP              | LU        |    270000 | PA      | $356209.92    | 0.07%             | 2031-10-27      | Fixed         | 9.13%                 | Yes           | 2                  | On Loan: No      |
| OMNIYAT SUKUK 1 LTD                                                                                 | Omniyat Sukuk 1 Ltd                                                             | CUSIP: 000000000<br>LEI: 254900RFKE3XFTFFLM58 | Long             | DBT              | CORP              | KY        |    630000 | PA      | $637931.70    | 0.13%             | 2028-05-06      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| EIRCOM FINANCE DAC                                                                                  | eircom Finance DAC                                                              | CUSIP: 000000000<br>LEI: 254900NA4DUH50UERM85 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $117891.90    | 0.02%             | 2031-04-30      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| WINTERSHALL DEA FIN 2BV                                                                             | Wintershall Dea Finance 2 BV                                                    | CUSIP: 000000000<br>LEI: 529900DV88FUQZSVVL48 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $298507.55    | 0.06%             | 2030-05-08      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| TDC NET AS                                                                                          | TDC Net A/S                                                                     | CUSIP: 000000000<br>LEI: 549300SH2G3R15Y3FX20 | Long             | DBT              | CORP              | DK        |    500000 | PA      | $600997.50    | 0.12%             | 2032-08-09      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                                                            | Nidda Healthcare Holding GmbH                                                   | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |    567000 | PA      | $666989.62    | 0.13%             | 2030-10-23      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                                                             | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $119024.95    | 0.02%             | 2033-05-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| ALBION FINANCING 1SARL /                                                                            | Albion Financing 1 SARL / Aggreko Holdings Inc                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $238921.30    | 0.05%             | 2030-05-21      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| EDP SA                                                                                              | EDP SA                                                                          | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |    300000 | PA      | $353575.41    | 0.07%             | 2055-05-27      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| SUNRISE FINCO I BV                                                                                  | Sunrise FinCo I BV                                                              | CUSIP: 000000000<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $233579.92    | 0.05%             | 2032-05-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| TRIVIUM PACKAGING FIN                                                                               | Trivium Packaging Finance BV                                                    | CUSIP: 000000000<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    240000 | PA      | $288855.03    | 0.06%             | 2030-07-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| WORLDLINE SA/FRANCE                                                                                 | Worldline SA/France                                                             | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $367303.47    | 0.07%             | 2030-06-10      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| ZF EUROPE FINANCE BV                                                                                | ZF Europe Finance BV                                                            | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $117746.66    | 0.02%             | 2030-06-12      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| HUNGARY                                                                                             | Hungary Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    657000 | PA      | $676085.85    | 0.14%             | 2030-09-26      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| TEAMSYSTEM SPA                                                                                      | TeamSystem SpA                                                                  | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |    160000 | PA      | $186340.17    | 0.04%             | 2031-07-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| FIBERCOP SPA                                                                                        | Fibercop SpA                                                                    | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    199000 | PA      | $234026.84    | 0.05%             | 2032-06-30      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| LUNA 2 5SARL                                                                                        | Luna 2 5SARL                                                                    | CUSIP: 000000000<br>LEI: 894500N8J2QVEYP0UI86 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $116870.65    | 0.02%             | 2032-07-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                                                              | Kazakhstan Government International Bond                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    200000 | PA      | $204164.00    | 0.04%             | 2037-07-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| TECHEM VERWALTUNGSGESELL                                                                            | Techem Verwaltungsgesellschaft 675 mbH                                          | CUSIP: 000000000<br>LEI: 529900N0M7FQHNAV1A41 | Long             | DBT              | CORP              | DE        |    522000 | PA      | $603434.23    | 0.12%             | 2032-07-15      | Floating      | 5.07%                 | Yes           | 2                  | On Loan: No      |
| FRONERI LUX FINCO SARL                                                                              | Froneri Lux FinCo SARL                                                          | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |    120000 | PA      | $140733.04    | 0.03%             | 2032-08-01      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| INTRUM INV AND FIN                                                                                  | Intrum Investments And Financing AB                                             | CUSIP: 000000000<br>LEI: 984500D7B1EFD7460452 | Long             | DBT              | CORP              | SE        |    225496 | PA      | $222892.66    | 0.04%             | 2030-09-11      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| INTRUM INV AND FIN                                                                                  | Intrum Investments And Financing AB                                             | CUSIP: 000000000<br>LEI: 984500D7B1EFD7460452 | Long             | DBT              | CORP              | SE        |     90199 | PA      | $96272.18     | 0.02%             | 2027-09-11      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| LUNA 1.5 SARL                                                                                       | Luna 1.5 Sarl                                                                   | CUSIP: 000000000<br>LEI: 64884UZ60Y77J5XK5C41 | Long             | DBT              | CORP              | LU        |    139000 | PA      | $165832.41    | 0.03%             | 2032-07-01      | Fixed         | 10.50%                | Yes           | 2                  | On Loan: No      |
| ILIAD SA                                                                                            | iliad SA                                                                        | CUSIP: 000000000<br>LEI: 969500FZ9BTRZS3JNB97 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $232881.42    | 0.05%             | 2032-01-09      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                                             | Veolia Environnement SA                                                         | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $464195.23    | 0.09%             | 2032-10-24      | Fixed         | 4.32%                 | Yes           | 2                  | On Loan: No      |
| PRA GROUP EUROPE HOLDING                                                                            | PRA Group Europe Holding II Sarl                                                | CUSIP: 000000000<br>LEI: 635400CWOMLGBIP4GA24 | Long             | DBT              | CORP              | LU        |    250000 | PA      | $278880.80    | 0.06%             | 2032-09-30      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| ION PLATFORM FINANCE SAR                                                                            | ION Platform Finance SARL                                                       | CUSIP: 000000000<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |    160000 | PA      | $180724.46    | 0.04%             | 2032-09-30      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| ION PLATFORM FINANCE SAR                                                                            | ION Platform Finance SARL                                                       | CUSIP: 000000000<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |    160000 | PA      | $181296.18    | 0.04%             | 2030-09-30      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-BOBL FUTURE DEC25                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        32 | NC      | $20039.97     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR NOTE (CBT)DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        37 | NC      | $13384.04     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR NOTE (CBT)DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -67 | NC      | $-35513.69    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe                                                                                  | LONG GILT FUTURE DEC25                                                          | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |        39 | NC      | $161900.54    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR ULTRA FUT DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        20 | NC      | $26879.12     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR ULTRA FUT DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -34 | NC      | $-46112.77    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-BUND FUTURE DEC25                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -39 | NC      | $-62379.12    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US ULTRA BOND CBT DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        21 | NC      | $82906.37     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US ULTRA BOND CBT DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -19 | NC      | $-72419.59    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US LONG BOND(CBT) DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        40 | NC      | $63972.28     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US LONG BOND(CBT) DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -73 | NC      | $-202939.36   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 2YR NOTE (CBT) DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       357 | NC      | $-67616.52    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 2YR NOTE (CBT) DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -115 | NC      | $21550.41     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Osaka Exchange                                                                                      | JPN 10Y BOND(OSE) DEC25                                                         | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |        -8 | NC      | $45941.86     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ASX Clear (Futures)                                                                                 | AUST 10Y BOND FUT DEC25                                                         | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        80 | NC      | $5895.56      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 5YR NOTE (CBT) DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       130 | NC      | $13685.64     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 5YR NOTE (CBT) DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -35 | NC      | $-28.17       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| DAILY MAIL & GENL TRUST                                                                             | Daily Mail & General Trust P L C                                                | CUSIP: 000000000<br>LEI: 4OFD47D73QFJ1T1MOF29 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $131490.83    | 0.03%             | 2027-06-21      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| GAZPROM (GAZ CAPITAL SA)                                                                            | Gazprom PJSC Via Gaz Capital SA                                                 | CUSIP: 000000000<br>LEI: 213800568PRHV2JR9650 | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $722550.00    | 0.15%             | 2037-08-16      | Fixed         | 7.29%                 | Yes           | 2                  | On Loan: No      |
| CEZ AS                                                                                              | CEZ AS                                                                          | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |    383000 | PA      | $354654.17    | 0.07%             | 2042-04-03      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| OJSC RUSS AGRIC BK(RSHB)                                                                            | Russian Agricultural Bank OJSC Via RSHB Capital SA                              | CUSIP: 000000000<br>LEI: 549300HJLYSVPSG9BG79 | Long             | DBT              | CORP              | LU        |    475000 | PA      | $114969.00    | 0.02%             | 2023-10-16      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                                            | Comision Federal de Electricidad                                                | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    288000 | PA      | $247510.08    | 0.05%             | 2049-07-30      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| EUTELSAT SA                                                                                         | Eutelsat SA                                                                     | CUSIP: 000000000<br>LEI: 549300MCOOY1V7P2PG30 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $325213.30    | 0.07%             | 2028-10-13      | Fixed         | 1.50%                 | Yes           | 2                  | On Loan: No      |
| NEW IMMO HOLDING SA                                                                                 | New Immo Holding SA                                                             | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $467321.22    | 0.09%             | 2028-12-08      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| ATOS SE                                                                                             | Atos SE                                                                         | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |    250000 | PA      | $282652.85    | 0.06%             | 2030-12-18      | Variable      | 5.00%                 | Yes           | 2                  | On Loan: No      |
| ATOS SE                                                                                             | Atos SE                                                                         | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |    219982 | PA      | $289834.35    | 0.06%             | 2029-12-18      | Variable      | 9.00%                 | Yes           | 2                  | On Loan: No      |
| TEVA PHARM FNC NL II                                                                                | Teva Pharmaceutical Finance Netherlands II BV                                   | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $283923.64    | 0.06%             | 2027-03-31      | Fixed         | 1.88%                 | Yes           | 2                  | On Loan: No      |
| BERTELSMANN SE & CO KGAA                                                                            | Bertelsmann SE & Co KGaA                                                        | CUSIP: 000000000<br>LEI: 5299001BUUGXAREGE533 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $464499.53    | 0.09%             | 2075-04-23      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                 | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $235239.74    | 0.05%             | 2028-02-21      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| PTTEP TREASURY CENTER CO                                                                            | PTTEP Treasury Center Co Ltd                                                    | CUSIP: 000000000<br>LEI: 2549006WFOUPZX6TZG08 | Long             | DBT              | CORP              | TH        |    370000 | PA      | $405480.00    | 0.08%             | 2042-06-12      | Fixed         | 6.35%                 | Yes           | 2                  | On Loan: No      |
| CFAMC III CO LTD                                                                                    | CFAMC III Co Ltd                                                                | CUSIP: 000000000<br>LEI: 5493006V07LYI3HE6G83 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $200643.66    | 0.04%             | 2027-04-27      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| MONTEGO BAY AIRPORT REVE                                                                            | Montego Bay Airport Revenue Finance Ltd                                         | CUSIP: 000000000<br>LEI: 2549008BQQ5ON8H2UC19 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $198297.26    | 0.04%             | 2035-06-15      | Fixed         | 6.60%                 | Yes           | 2                  | On Loan: No      |
| Saudi Electricity Global Sukuk Co. 3                                                                | Saudi Electricity Global Sukuk Co. 3                                            | CUSIP: 000000000<br>LEI: 549300BJ6IA5S2UFVN71 | Long             | DBT              | CORP              | KY        |     51000 | PA      | $52482.76     | 0.01%             | 2044-04-08      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| TIERRA MOJADA LUX II SRL                                                                            | Tierra Mojada Luxembourg II Sarl                                                | CUSIP: 000000000<br>LEI: 254900H2U8PBIY32VI94 | Long             | DBT              | CORP              | LU        |    216391 | PA      | $212599.14    | 0.04%             | 2040-12-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| OJSC RUSS AGRIC BK(RSHB)                                                                            | Russian Agricultural Bank OJSC Via RSHB Capital SA                              | CUSIP: 000000000<br>LEI: 549300HJLYSVPSG9BG79 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $48407.11     | 0.01%             | 2023-10-16      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| ABU DHABI CRUDE OIL                                                                                 | Abu Dhabi Crude Oil Pipeline LLC                                                | CUSIP: 000000000<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $187702.00    | 0.04%             | 2047-11-02      | Fixed         | 4.60%                 | Yes           | 2                  | On Loan: No      |
| Egypt Government International Bonds                                                                | Egypt Government International Bonds                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1511000 | PA      | $1391082.10   | 0.28%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Saudi Arabian Oil Co.                                                                               | Saudi Arabian Oil Co.                                                           | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    619000 | PA      | $565063.41    | 0.11%             | 2039-04-16      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Bahrain Government International Bonds                                                              | Bahrain Government International Bonds                                          | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    443000 | PA      | $464179.13    | 0.09%             | 2028-10-12      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| LEBANESE REPUBLIC                                                                                   | Lebanon Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |   1227000 | PA      | $280239.63    | 0.06%             | 2028-11-03      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                                                                             | Aeropuerto Internacional de Tocumen SA                                          | CUSIP: 000000000<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |    686000 | PA      | $572281.82    | 0.12%             | 2041-08-11      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| El Salvador Government International Bonds                                                          | El Salvador Government International Bonds                                      | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    534000 | PA      | $589680.85    | 0.12%             | 2052-07-15      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| BANCO EST RIO GRANDE SUL                                                                            | Banco do Estado do Rio Grande do Sul SA                                         | CUSIP: 000000000<br>LEI: 254900W2BN097WLYIM20 | Long             | DBT              | CORP              | BR        |    493000 | PA      | $491363.71    | 0.10%             | 2031-01-28      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| BANCO NACIONAL DE PANAMA                                                                            | Banco Nacional de Panama                                                        | CUSIP: 000000000<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |    704000 | PA      | $620801.83    | 0.12%             | 2030-08-11      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                                               | Venezuela Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    680900 | PA      | $176483.95    | 0.04%             | 2023-05-07      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                                               | Venezuela Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    267600 | PA      | $78889.30     | 0.02%             | 2049-08-23      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| CENTRAIS ELETRICAS ELET                                                                             | Centrais Eletricas Brasileiras SA                                               | CUSIP: 000000000<br>LEI: 254900I8KYDELP4B4Z08 | Long             | DBT              | CORP              | BR        |    259000 | PA      | $268410.44    | 0.05%             | 2035-01-11      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| CODELCO INC                                                                                         | Corp Nacional del Cobre de Chile                                                | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    615000 | PA      | $405981.84    | 0.08%             | 2051-01-15      | Fixed         | 3.15%                 | Yes           | 2                  | On Loan: No      |
| CODELCO INC                                                                                         | Corp Nacional del Cobre de Chile                                                | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    600000 | PA      | $655744.15    | 0.13%             | 2055-01-13      | Fixed         | 6.78%                 | Yes           | 2                  | On Loan: No      |
| Dominican Republic International Bonds                                                              | Dominican Republic International Bonds                                          | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    202000 | PA      | $202497.84    | 0.04%             | 2049-06-05      | Fixed         | 6.40%                 | Yes           | 2                  | On Loan: No      |
| Dominican Republic International Bonds                                                              | Dominican Republic International Bonds                                          | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    986000 | PA      | $1055032.73   | 0.21%             | 2037-03-15      | Fixed         | 6.95%                 | Yes           | 2                  | On Loan: No      |
| Dominican Republic International Bonds                                                              | Dominican Republic International Bonds                                          | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    175000 | PA      | $189531.42    | 0.04%             | 2055-02-24      | Fixed         | 7.15%                 | Yes           | 2                  | On Loan: No      |
| Costa Rica Government International Bonds                                                           | Costa Rica Government International Bonds                                       | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    805000 | PA      | $841670.10    | 0.17%             | 2031-02-19      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                                                            | Empresa Nacional del Petroleo                                                   | CUSIP: 000000000<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |    338000 | PA      | $282541.28    | 0.06%             | 2047-09-14      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| EMPRESA DE TRANSPORTE ME                                                                            | Empresa de Transporte de Pasajeros Metro SA                                     | CUSIP: 000000000<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |    568000 | PA      | $532926.76    | 0.11%             | 2047-01-25      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Bolivia Government International Bonds                                                              | Bolivia Government International Bonds                                          | CUSIP: 000000000<br>LEI: 529900TGIRPY3SZXEB56 | Long             | DBT              | NUSS              | BO        |    200000 | PA      | $163457.51    | 0.03%             | 2028-03-20      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                                               | Guatemala Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    389000 | PA      | $389920.69    | 0.08%             | 2028-02-13      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| INSTITUTO COSTARRICENSE                                                                             | Instituto Costarricense de Electricidad                                         | CUSIP: 000000000<br>LEI: 5493009VA6AFUB2Q0289 | Long             | DBT              | CORP              | CR        |    561000 | PA      | $553529.53    | 0.11%             | 2043-05-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| MEXICO CITY ARPT TRUST                                                                              | Mexico City Airport Trust                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    225000 | PA      | $197677.84    | 0.04%             | 2047-07-31      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Paraguay Government International Bonds                                                             | Paraguay Government International Bonds                                         | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    400000 | PA      | $404634.31    | 0.08%             | 2031-04-28      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF PARAGUAY                                                                                | Paraguay Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $211042.61    | 0.04%             | 2033-08-21      | Fixed         | 5.85%                 | Yes           | 2                  | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                                                            | Petroleos de Venezuela SA                                                       | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |   1180300 | PA      | $265083.58    | 0.05%             | 2027-04-12      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                                                            | Petroleos de Venezuela SA                                                       | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     66315 | PA      | $14737.18     | 0.00%             | 2026-11-15      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                                                            | Petroleos de Venezuela SA                                                       | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    253455 | PA      | $56285.20     | 0.01%             | 2024-05-16      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| PETROLEOS DEL PERU SA                                                                               | Petroleos del Peru SA                                                           | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    261000 | PA      | $223074.99    | 0.04%             | 2032-06-19      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| PETROLEOS DEL PERU SA                                                                               | Petroleos del Peru SA                                                           | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |   1532000 | PA      | $1104474.62   | 0.22%             | 2047-06-19      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| TRINIDAD GEN UNLTD                                                                                  | Trinidad Generation UnLtd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |    522000 | PA      | $548088.18    | 0.11%             | 2033-06-16      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                                               | Venezuela Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    901500 | PA      | $213211.05    | 0.04%             | 2049-10-13      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                                                                | YPF SA                                                                          | CUSIP: 000000000<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    250000 | PA      | $249632.18    | 0.05%             | 2027-07-21      | Fixed         | 6.95%                 | Yes           | 2                  | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                                                                | YPF SA                                                                          | CUSIP: 000000000<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    387000 | PA      | $393407.85    | 0.08%             | 2029-06-27      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                                              | Resorts World Las Vegas LLC / RWLV Capital Inc                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    463000 | PA      | $417833.07    | 0.08%             | 2029-04-16      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                                            | OCP SA                                                                          | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    382000 | PA      | $401645.14    | 0.08%             | 2044-04-25      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Senegal Government International Bonds                                                              | Senegal Government International Bonds                                          | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    262000 | PA      | $186769.95    | 0.04%             | 2033-05-23      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| KazMunayGas National Co. JSC                                                                        | KazMunayGas National Co. JSC                                                    | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    726000 | PA      | $687644.61    | 0.14%             | 2047-04-19      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| China Government International Bonds                                                                | China Government International Bonds                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   1341000 | PA      | $1311569.18   | 0.26%             | 2026-10-26      | Fixed         | 1.25%                 | Yes           | 2                  | On Loan: No      |
| NAKILAT INC                                                                                         | Nakilat Inc                                                                     | CUSIP: 000000000<br>LEI: 2549006RMTDJWLLWF072 | Long             | DBT              | CORP              | MH        |     73712 | PA      | $78410.31     | 0.02%             | 2033-12-31      | Fixed         | 6.07%                 | Yes           | 2                  | On Loan: No      |
| PETRONAS CAPITAL LTD                                                                                | Petronas Capital Ltd                                                            | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    717000 | PA      | $740384.28    | 0.15%             | 2031-01-03      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| PETRONAS CAPITAL LTD                                                                                | Petronas Capital Ltd                                                            | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    884000 | PA      | $615698.61    | 0.12%             | 2061-04-28      | Fixed         | 3.40%                 | Yes           | 2                  | On Loan: No      |
| PETRONAS CAPITAL LTD                                                                                | Petronas Capital Ltd                                                            | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    912000 | PA      | $820027.36    | 0.16%             | 2032-01-28      | Fixed         | 2.48%                 | Yes           | 2                  | On Loan: No      |
| Republic of Azerbaijan International Bonds                                                          | Republic of Azerbaijan International Bonds                                      | CUSIP: 000000000<br>LEI: 549300P74FF45UQVU281 | Long             | DBT              | NUSS              | AZ        |    200000 | PA      | $186675.97    | 0.04%             | 2032-09-01      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| STATE OIL CO OF THE AZER                                                                            | State Oil Co of the Azerbaijan Republic                                         | CUSIP: 000000000<br>LEI: 2549002HARR1VE257O76 | Long             | DBT              | CORP              | AZ        |    233000 | PA      | $250989.64    | 0.05%             | 2030-03-18      | Fixed         | 6.95%                 | Yes           | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2025-11-25

**Name of Applicant:** RUSSELL INVESTMENT CO

**Signature:** Ross Erickson

**Name of Signer:** Ross Erickson

**Title:** Treasurer, Principal Accounting Officer and Principal Financial Officer